Financial econometrics : Bayesian analysis, quantum uncertainty, and related topics

Financial econometrics : Bayesian analysis, quantum uncertainty, and related topics / Nguyen Ngoc Thach, Vladik Kreinovich, Doan Thanh Ha, Nguyen Duc Trung, editors.

This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications...

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Bibliographic Details
Other Authors: Ngoc Thach, Nguyen (Editor), Kreinovich, Vladik (Editor), Ha, Doan Thanh (Editor), Trung, Nguyen Duc (Editor)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, 2022.
Series:Studies in systems, decision and control ; v. 427.
Subjects:
Finance > Econometric models.
Econometrics.
Econometrics
Finance > Econometric models
Online Access:Click for online access
Table of Contents:
  • Correcting Interval-Valued Expert Estimates: Empirical Formulas Explained
  • On the Skill of Influential Predictions
  • How to Find the Dependence Based on Measurements with Unknown Accuracy:Towards a Theoretical Justification for Midpoint and Convex-Combination Interval Techniques and Their Generalizations
  • An Alternative Extragradient Method for a Vector Quasi-Equilibrium Problem to a Vector Generalized Nash Equilibrium Problem
  • Introduction to Rare-Event Predictive Modeling for Inferential Statisticians--A Hands-On Application in the Prediction of Breakthrough Patents
  • Logical aspects of quantum structures.

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