Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions

DOI10.1007/S42081-018-0019-1MaRDI QIDQ2329863zbMATHOpenAlexWikidataFDO

Authors Masayuki Jimichi, Daisuke Miyamoto, Chika Saka, Shuichi Nagata

Publication date 18 October 2019

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42081-018-0019-1

zbMATH Keywords

exploratory data analysisdata visualizationskew-symmetric distributionsAkaike information criteriadouble-log modelfinancial big dataSparkR

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Statistical aspects of big data and data science (62R07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Statistical analysis of financial data. With examples in R
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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• An introduction to statistical learning. With applications in R
• Computer age statistical inference. Algorithms, evidence, and data science
• Graphical data analysis with R
• Information criteria and statistical modeling.
• The centred parameterization and related quantities of the skew-\(t\) distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

Describes a project that uses

Uses Software

• R
• carData
• car
• sn
• ISLR
• GDAdata
• bootstrap

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