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

DOI10.1007/S42081-018-0019-1zbMath1430.62222OpenAlexW2891933474WikidataQ129268395 ScholiaQ129268395MaRDI QIDQ2329863

Daisuke Miyamoto, Shuichi Nagata, Chika Saka, Masayuki Jimichi

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

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

Uses Software

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

Cites Work

• The centred parameterization and related quantities of the skew-\(t\) distribution
• Information criteria and statistical modeling.
• The Skew-Normal and Related Families
• Graphical Data Analysis with R
• Computer Age Statistical Inference
• An Introduction to Statistical Learning
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