Edited by
Yiannis Dimotikalis, Hellenic Mediterranean University, Greece.
Christos H. Skiadas, Technical University of Crete, Greece.
ISBN : 97817896309921
Publication Date : September 2024
Hardcover 412 pp
165.00 USD
Co-publisher
This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The chapters of this collaborative work represent a cross-section of current research interests in the above scientific areas. The collected material has been divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.
Data Analysis and Related Applications 4 investigates a number of different topics in the areas mentioned above, touching on statistical analysis, stochastic processes, estimation methods, algorithms, distributions and networks, among others.
1. On the First-Passage Area of a One-Dimensional Diffusion Process with Stochastic Resetting, Mario Abundo.
2. Statistical Analysis of Groundwater Level in Slovakia, Dominika Sonak Ballova, Jana Kalicka and Michaela Cervenanska.
3. Stochastic Processes Associated with Fully Nonlinear Parabolic Equations Arising in Financial Mathematics, Yana Belopolskaya and Andrey Chubatov.
4. An Improved Shape Parameter Estimation Method for the Pareto Model, Frederico Caeiro and Ayana Mateus.
5. BSDE-? Scheme for the Heston Model: Valuation of American Options, Marko Dimitrov, Abigail Berta, Achref Bachouch, Christian Ewald and Ying Ni.
6. Age-replacement Policy for Series Systems Under Parameter Uncertainty in Lifetime Distribution, Kentaro Fujioka, Ying Ni and Lu Jin.
7. New Bicluster Algorithm for Trading, Gloria Gheno.
8. A Flexible Generalization of the Latent Dirichlet Allocation, Alice Giampino, Roberto Ascari and Sonia Migliorati.
9. Extreme Value Parameters Estimation: An Overview, Dora Prata Gomes and M. Manuela Neves.
10. Some Properties on Optimal Maintenance Policies for k-out-of-n:G Systems Considering Imperfect Repair with Controllable Repair Levels, Sota Ikenoya and Lu Jin.
11. Stochastic Orders and Reliability Properties for the Deficit at Ruin and Bounds for the Laplace Transform of a Compound Geometric Distribution, Lazaros Kanellopoulos and Konstantinos Politis.
12. A New Family of Continuous Univariate Distributions with Applications in Actuarial Science, Markos V. Koutras and Spiros D. Dafnis.
13. Simple Form of Probability Density Functions via Sampling, Maria Ledaki and Myrto Papageorgiou.
14. Optimizing Financial Trading Strategies Using Dynamic Bayesian Networks, Karl Lewis, Mark Anthony Caruana and David Paul Suda.
15. Quantitative Methods for Analysing the Risk and Timing of Bankruptcy of Small and Medium Enterprises, Francesca Pierri and Chrys Caroni.
16. Network of Adaptive Frequency Oscillators in a Ballistic, Non-Gaussian, Noisy Environment, Julio Rodriguez.
17. Penalised Regression Adaptations of the Longstaff–Schwartz Algorithm for Pricing American Options, David Paul Suda, Monique Borg Inguanez and Lara Cilia.
18. International Auditing Standards and Their Contribution to the Limitation of Accounting Fraud, Efthalia Tabouratzi and Leonidas Fanourakis.
19. Equivariant Robust Estimators for Moment Condition Models, Aida Toma, Amor Keziou, Luiza Badin and Silvia Dedu.
20. Continuous Increasing Probability Density Functions: An Approach Through Sampling, Maria Tsifoutidou and Nikolaos Farmakis.
21. The Importance of the Initial Selection of Suppliers in the Food Service Divisions of Hotels, the Current Situation in the Supply Chain of Greece, Konstantinos Vasilakakis, Efthalia Tabouratzi and Despoina Sdralis.
22. Compliance with IUU Fisheries of Manila Clams in the Tagus Estuary, Margarida Xavier, Ana Lorga da Silva and Paula Chainho.
23. The Expectation of a Mixed Moving Average Process Subject to Ambiguous Lévy Basis, Hidekazu Yoshioka and Yumi Yoshioka.
Yiannis Dimotikalis is Assistant Professor of Quantitative Methods in the Department of Management Science and Technology at Hellenic Mediterranean University, Greece.
Christos H. Skiadas was the Founder and Director of Data Analysis and Forecasting and Former Vice-Rector at the Technical University of Crete, Greece. He is the Chair of the Applied Stochastic Models and Data Analysis conference series.
