Statistics and Data Analysis for Financial Engineering
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Publication:3060352
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06)
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- scientific article; zbMATH DE number 5866296
- scientific article; zbMATH DE number 1226877
- Statistics in finance
- Data science for financial econometrics
- Statistical Tools for Finance and Insurance
Cited in
(21)- R package for statistical inference in dynamical systems using kernel based gradient matching: KGode
- Time series factor models
- Statistical inference for financial engineering
- Stability and fluctuations in a simple model of phonetic category change
- MCMC calibration of spot-prices models in electricity markets
- Statistical analysis of financial data. With examples in R
- Mean-variance efficiency of optimal power and logarithmic utility portfolios
- Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
- A new test to detect monotonic and non-monotonic types of heteroscedasticity
- Fitting financial returns distributions: a mixture normality approach
- Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
- Functional prediction of intraday cumulative returns
- A new variability order based on tail-heaviness
- Identification of stochastic timed discrete event systems with st-IPN
- scientific article; zbMATH DE number 1226877 (Why is no real title available?)
- Distributionally robust optimization with correlated data from vector autoregressive processes
- Statistics and Data Analysis for Financial Engineering
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters
- The generalized double Lomax distribution with applications
- Testing variability orderings by using Gini's mean differences
- Memory properties of transformations of linear processes
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