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

DOI10.1007/S42081-018-0019-1zbMATH Open1430.62222OpenAlexW2891933474WikidataQ129268395 ScholiaQ129268395MaRDI QIDQ2329863FDOQ2329863

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

Recommendations

• Statistical analysis of financial data. With examples in R
• Statistical properties in firms' large-scale data
• Financial Data Analysis with Two Symmetric Distributions
• Statistics and Data Analysis for Financial Engineering
• Financial data and the skewed generalized \(t\) distribution

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)

Cites Work

• Graphical Data Analysis with R
• An introduction to statistical learning. With applications in R
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The centred parameterization and related quantities of the skew-\(t\) distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Title not available (Why is that?)
• Information criteria and statistical modeling.
• Computer Age Statistical Inference

Uses Software

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

This page was built for publication: Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2329863)