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Título : Strategic Business Decisions : A Quantitative Approach Tipo de documento: documento electrónico Autores: Srinivasan, R ; SpringerLink (Online service) Editorial: New Delhi : Springer India Fecha de publicación: 2014 Otro editor: Imprint: Springer Número de páginas: XV, 309 p. 44 illus Il.: online resource ISBN/ISSN/DL: 978-81-322-1901-9 Idioma : Inglés (eng) Palabras clave: Business Project management Operations research Decision making Information technology Data processing Management science Industrial engineering Production Economic theory and Operation Research/Decision Theory Engineering Research, Science Theory/Quantitative Economics/Mathematical Methods IT in Clasificación: 658 Empresas. Organización de empresas Resumen: This book presents the essential concepts of operations research and engineering management in a structured manner. Starting with the basic functions of management – planning, organizing, leading and controlling – it introduces the reader to the process of strategic decision-making, covering the essentials of technological invention management, innovation and entrepreneurship, with ample examples of decision-making under certainty, uncertainty and risk conditions. It also exposes the reader to the fundamentals of managing projects and professional communication. In order to reinforce the theory used, practical case studies taken from relevant disciplines are introduced. For instance, case studies from the retail sector have been appended to the assignment problem, and cases related to traffic have been introduced for queuing formulation. The concept of game theory is discussed in greater detail with an introduction to topics such as incentive compatibility, Bayesian representations for different games, budget balance, auctions and a broad coverage of mechanism design. While a few of these problems have been solved in the book, a few others have been left un-solved to promote readers’ understanding. The mix of theoretical and practical examples reveals to the reader the underlying complexities and highlights the challenges entailed by field implementation Nota de contenido: Section I: Operations Research -- Chapter 1. Introduction -- Chapter 2. Introduction to Linear Programming -- Chapter 3. The Simplex Method -- Chapter 4. Transportation Models and its Variants -- Chapter 5. Network Models -- Chapter 6. Game Theory Chapter -- Chapter 7. Queuing Systems -- Section II: Engineering Management -- Chapter 8. Introduction to Engineering Management -- Chapter 9. Foundations of Technology Management -- Chapter 10. IT and Strategy -- Chapter 11. R&D and Strategy -- Chapter 12. Managing projects -- Chapter 13. Professional Communication En línea: http://dx.doi.org/10.1007/978-81-322-1901-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36333 Strategic Business Decisions : A Quantitative Approach [documento electrónico] / Srinivasan, R ; SpringerLink (Online service) . - New Delhi : Springer India : Imprint: Springer, 2014 . - XV, 309 p. 44 illus : online resource.
ISBN : 978-81-322-1901-9
Idioma : Inglés (eng)
Palabras clave: Business Project management Operations research Decision making Information technology Data processing Management science Industrial engineering Production Economic theory and Operation Research/Decision Theory Engineering Research, Science Theory/Quantitative Economics/Mathematical Methods IT in Clasificación: 658 Empresas. Organización de empresas Resumen: This book presents the essential concepts of operations research and engineering management in a structured manner. Starting with the basic functions of management – planning, organizing, leading and controlling – it introduces the reader to the process of strategic decision-making, covering the essentials of technological invention management, innovation and entrepreneurship, with ample examples of decision-making under certainty, uncertainty and risk conditions. It also exposes the reader to the fundamentals of managing projects and professional communication. In order to reinforce the theory used, practical case studies taken from relevant disciplines are introduced. For instance, case studies from the retail sector have been appended to the assignment problem, and cases related to traffic have been introduced for queuing formulation. The concept of game theory is discussed in greater detail with an introduction to topics such as incentive compatibility, Bayesian representations for different games, budget balance, auctions and a broad coverage of mechanism design. While a few of these problems have been solved in the book, a few others have been left un-solved to promote readers’ understanding. The mix of theoretical and practical examples reveals to the reader the underlying complexities and highlights the challenges entailed by field implementation Nota de contenido: Section I: Operations Research -- Chapter 1. Introduction -- Chapter 2. Introduction to Linear Programming -- Chapter 3. The Simplex Method -- Chapter 4. Transportation Models and its Variants -- Chapter 5. Network Models -- Chapter 6. Game Theory Chapter -- Chapter 7. Queuing Systems -- Section II: Engineering Management -- Chapter 8. Introduction to Engineering Management -- Chapter 9. Foundations of Technology Management -- Chapter 10. IT and Strategy -- Chapter 11. R&D and Strategy -- Chapter 12. Managing projects -- Chapter 13. Professional Communication En línea: http://dx.doi.org/10.1007/978-81-322-1901-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36333 Ejemplares
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Título : Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior Tipo de documento: documento electrónico Autores: Chen, James Ming ; SpringerLink (Online service) Editorial: New York : Palgrave Macmillan US Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Colección: Quantitative Perspectives on Behavioral Economics and Finance Número de páginas: XX, 339 p. 9 illus., 8 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-137-54464-3 Idioma : Inglés (eng) Palabras clave: Economic theory Macroeconomics Economics Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Clasificación: 330 Economía en General Resumen: This survey of portfolio theory, from its modern origins through more sophisticated, "postmodern" incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that more accurately describe abnormal markets and investor psychology, this book bifurcates beta on either side of mean returns. It then evaluates this traditional risk measure according to its relative volatility and correlation components. After specifying a four-moment capital asset pricing model, this book devotes special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory, contemporary finance continues to rest on mean-variance optimization and the two-moment capital asset pricing model. The term postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern portfolio theory to the disturbing behavioral insights and the vastly expanded mathematical arsenal of the postmodern critique. Mastery of postmodern portfolio theory's quantitative tools and behavioral insights holds the key to the efficient frontier of risk management Nota de contenido: CHAPTER 1 - MODERN PORTFOLIO THEORY -- CHAPTER 2 - POSTMODERN PORTFOLIO THEORY -- CHAPTER 3 - SEDUCED BY SYMMETRY, SMARTER BY HALF -- CHAPTER 4 -THE FULL FINANCIAL TOOLKIT OF PARTIAL SECOND MOMENTS -- CHAPTER 5 - SORTINO, OMEGA, KAPPA: THE ALGEBRA OF FINANCIAL ASYMMETRY -- CHAPTER 6 - SINKING, FAST AND SLOW: RELATIVE VOLATILITY VERSUS CORRELATION TIGHTENING -- CHAPTER 7 - TIME-VARYING BETA: AUTOCORRELATION AND AUTOREGRESSIVE TIME SERIES -- CHAPTER 8 - ASYMMETRIC VOLATILITY AND VOLATILITY SPILLOVERS -- CHAPTER 9 - A FOUR-MOMENT CAPITAL ASSET PRICING MODEL -- CHAPTER 10 - THE PRACTICAL IMPLICATIONS OF A SPATIALLY BIFURCATED FOUR-MOMENT CAPITAL ASSET PRICING MODEL -- CHAPTER 11 - GOING TO EXTREMES: LEPTOKURTOSIS AS AN EPISTEMIC THREAT -- CHAPTER 12 - PARAMETRIC VALUE-AT-RISK (VAR) ANALYSIS -- CHAPTER 13 - PARAMETRIC VAR ACCORDING TO STUDENT'S T-DISTRIBUTION -- CHAPTER 14 - COMPARING STUDENT'S T-DISTRIBUTION WITH THE LOGISTIC DISTRIBUTION CHAPTER 15 - EXPECTED SHORTFALL AS A RESPONSE TO MODEL RISK -- CHAPTER 16 -LATENT PERILS: STRESSED VAR, ELICITABILITY, AND SYSTEMIC RISK -- CONCLUSION: FINANCE AS A ROMANCE OF MANY MOMENTS En línea: http://dx.doi.org/10.1057/978-1-137-54464-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42028 Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior [documento electrónico] / Chen, James Ming ; SpringerLink (Online service) . - New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2016 . - XX, 339 p. 9 illus., 8 illus. in color : online resource. - (Quantitative Perspectives on Behavioral Economics and Finance) .
ISBN : 978-1-137-54464-3
Idioma : Inglés (eng)
Palabras clave: Economic theory Macroeconomics Economics Theory/Quantitative Economics/Mathematical Methods Macroeconomics/Monetary Economics//Financial Clasificación: 330 Economía en General Resumen: This survey of portfolio theory, from its modern origins through more sophisticated, "postmodern" incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that more accurately describe abnormal markets and investor psychology, this book bifurcates beta on either side of mean returns. It then evaluates this traditional risk measure according to its relative volatility and correlation components. After specifying a four-moment capital asset pricing model, this book devotes special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory, contemporary finance continues to rest on mean-variance optimization and the two-moment capital asset pricing model. The term postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern portfolio theory to the disturbing behavioral insights and the vastly expanded mathematical arsenal of the postmodern critique. Mastery of postmodern portfolio theory's quantitative tools and behavioral insights holds the key to the efficient frontier of risk management Nota de contenido: CHAPTER 1 - MODERN PORTFOLIO THEORY -- CHAPTER 2 - POSTMODERN PORTFOLIO THEORY -- CHAPTER 3 - SEDUCED BY SYMMETRY, SMARTER BY HALF -- CHAPTER 4 -THE FULL FINANCIAL TOOLKIT OF PARTIAL SECOND MOMENTS -- CHAPTER 5 - SORTINO, OMEGA, KAPPA: THE ALGEBRA OF FINANCIAL ASYMMETRY -- CHAPTER 6 - SINKING, FAST AND SLOW: RELATIVE VOLATILITY VERSUS CORRELATION TIGHTENING -- CHAPTER 7 - TIME-VARYING BETA: AUTOCORRELATION AND AUTOREGRESSIVE TIME SERIES -- CHAPTER 8 - ASYMMETRIC VOLATILITY AND VOLATILITY SPILLOVERS -- CHAPTER 9 - A FOUR-MOMENT CAPITAL ASSET PRICING MODEL -- CHAPTER 10 - THE PRACTICAL IMPLICATIONS OF A SPATIALLY BIFURCATED FOUR-MOMENT CAPITAL ASSET PRICING MODEL -- CHAPTER 11 - GOING TO EXTREMES: LEPTOKURTOSIS AS AN EPISTEMIC THREAT -- CHAPTER 12 - PARAMETRIC VALUE-AT-RISK (VAR) ANALYSIS -- CHAPTER 13 - PARAMETRIC VAR ACCORDING TO STUDENT'S T-DISTRIBUTION -- CHAPTER 14 - COMPARING STUDENT'S T-DISTRIBUTION WITH THE LOGISTIC DISTRIBUTION CHAPTER 15 - EXPECTED SHORTFALL AS A RESPONSE TO MODEL RISK -- CHAPTER 16 -LATENT PERILS: STRESSED VAR, ELICITABILITY, AND SYSTEMIC RISK -- CONCLUSION: FINANCE AS A ROMANCE OF MANY MOMENTS En línea: http://dx.doi.org/10.1057/978-1-137-54464-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42028 Ejemplares
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Título : Scenario Analysis in Risk Management : Theory and Practice in Finance Tipo de documento: documento electrónico Autores: Hassani, Bertrand K ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Springer Número de páginas: XIII, 162 p. 34 illus., 20 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-25056-4 Idioma : Inglés (eng) Palabras clave: Operations research Decision making Finance Economic theory Macroeconomics Economics Macroeconomics/Monetary Economics//Financial Finance, general Operation Research/Decision Theory Theory/Quantitative Economics/Mathematical Methods Clasificación: 330 Economía en General Resumen: This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. Nota de contenido: Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables. En línea: http://dx.doi.org/10.1007/978-3-319-25056-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42170 Scenario Analysis in Risk Management : Theory and Practice in Finance [documento electrónico] / Hassani, Bertrand K ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2016 . - XIII, 162 p. 34 illus., 20 illus. in color : online resource.
ISBN : 978-3-319-25056-4
Idioma : Inglés (eng)
Palabras clave: Operations research Decision making Finance Economic theory Macroeconomics Economics Macroeconomics/Monetary Economics//Financial Finance, general Operation Research/Decision Theory Theory/Quantitative Economics/Mathematical Methods Clasificación: 330 Economía en General Resumen: This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. Nota de contenido: Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables. En línea: http://dx.doi.org/10.1007/978-3-319-25056-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42170 Ejemplares
Signatura Medio Ubicación Sección Estado ningún ejemplar Statistical Methods in Counterterrorism / SpringerLink (Online service) ; Wilson, Alyson G ; Wilson, Gregory D ; Olwell, David H (2006)
Título : Statistical Methods in Counterterrorism : Game Theory, Modeling, Syndromic Surveillance, and Biometric Authentication Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Wilson, Alyson G ; Wilson, Gregory D ; Olwell, David H Editorial: New York, NY : Springer New York Fecha de publicación: 2006 Número de páginas: XII, 292 p. 14 illus Il.: online resource ISBN/ISSN/DL: 978-0-387-35209-1 Idioma : Inglés (eng) Palabras clave: Statistics Pattern recognition Game theory Operations research Management science Economic Statistical Theory and Methods Theory, Economics, Social Behav. Sciences Theory/Quantitative Economics/Mathematical Signal, Image Speech Processing Recognition Research, Science Clasificación: 51 Matemáticas Resumen: All the data was out there to warn us of this impending attack, why didn't we see it?" This was a frequently asked question in the weeks and months after the terrorist attacks on the World Trade Center and the Pentagon on September 11, 2001. In the wake of the attacks, statisticians moved quickly to become part of the national response to the global war on terror. This book is an overview of the emerging research program at the intersection of national security and statistical sciences. A wide range of talented researchers address issues in . Syndromic Surveillance---How do we detect and recognize bioterrorist events? . Modeling and Simulation---How do we better understand and explain complex processes so that decision makers can take the best course of action? . Biometric Authentication---How do we pick the terrorist out of the crowd of faces or better match the passport to the traveler? . Game Theory---How do we understand the rules that terrorists are playing by? This book includes technical treatments of statistical issues that will be of use to quantitative researchers as well as more general examinations of quantitative approaches to counterterrorism that will be accessible to decision makers with stronger policy backgrounds. Dr. Alyson G. Wilson is a statistician and the technical lead for DoD programs in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. Gregory D. Wilson is a rhetorician and ethnographer in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. David H. Olwell is chair of the Department of Systems Engineering at the Naval Postgraduate School in Monterey, California Nota de contenido: Game Theory -- Game Theory in an Age of Terrorism: How Can Statisticians Contribute? -- Combining Game Theory and Risk Analysis in Counterterrorism: A Smallpox Example -- Game-Theoretic and Reliability Methods in Counterterrorism and Security -- Biometric Authentication -- Biometric Authentication -- Towards Statistically Rigorous Biometric Authentication Using Facial Images -- Recognition Problem of Biometrics: Nonparametric Dependence Measures and Aggregated Algorithms -- Syndromic Surveillance -- Data Analysis Research Issues and Emerging Public Health Biosurveillance Directions -- Current and Potential Statistical Methods for Monitoring Multiple Data Streams for Biosurveillance -- Evaluating Statistical Methods for Syndromic Surveillance -- A Spatiotemporal Analysis of Syndromic Data for Biosurveillance -- Modeling -- Modeling and Simulation for Defense and National Security -- Modeling and Parameterization for a Smallpox Simulation Study -- Approaches to Modeling the Concentration Field for Adaptive Sampling of Contaminants during Site Decontamination -- Secure Statistical Analysis of Distributed Databases -- Statistical Evaluation of the Impact of Background Suppression on the Sensitivity of Passive Radiation Detectors En línea: http://dx.doi.org/10.1007/0-387-35209-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34816 Statistical Methods in Counterterrorism : Game Theory, Modeling, Syndromic Surveillance, and Biometric Authentication [documento electrónico] / SpringerLink (Online service) ; Wilson, Alyson G ; Wilson, Gregory D ; Olwell, David H . - New York, NY : Springer New York, 2006 . - XII, 292 p. 14 illus : online resource.
ISBN : 978-0-387-35209-1
Idioma : Inglés (eng)
Palabras clave: Statistics Pattern recognition Game theory Operations research Management science Economic Statistical Theory and Methods Theory, Economics, Social Behav. Sciences Theory/Quantitative Economics/Mathematical Signal, Image Speech Processing Recognition Research, Science Clasificación: 51 Matemáticas Resumen: All the data was out there to warn us of this impending attack, why didn't we see it?" This was a frequently asked question in the weeks and months after the terrorist attacks on the World Trade Center and the Pentagon on September 11, 2001. In the wake of the attacks, statisticians moved quickly to become part of the national response to the global war on terror. This book is an overview of the emerging research program at the intersection of national security and statistical sciences. A wide range of talented researchers address issues in . Syndromic Surveillance---How do we detect and recognize bioterrorist events? . Modeling and Simulation---How do we better understand and explain complex processes so that decision makers can take the best course of action? . Biometric Authentication---How do we pick the terrorist out of the crowd of faces or better match the passport to the traveler? . Game Theory---How do we understand the rules that terrorists are playing by? This book includes technical treatments of statistical issues that will be of use to quantitative researchers as well as more general examinations of quantitative approaches to counterterrorism that will be accessible to decision makers with stronger policy backgrounds. Dr. Alyson G. Wilson is a statistician and the technical lead for DoD programs in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. Gregory D. Wilson is a rhetorician and ethnographer in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. David H. Olwell is chair of the Department of Systems Engineering at the Naval Postgraduate School in Monterey, California Nota de contenido: Game Theory -- Game Theory in an Age of Terrorism: How Can Statisticians Contribute? -- Combining Game Theory and Risk Analysis in Counterterrorism: A Smallpox Example -- Game-Theoretic and Reliability Methods in Counterterrorism and Security -- Biometric Authentication -- Biometric Authentication -- Towards Statistically Rigorous Biometric Authentication Using Facial Images -- Recognition Problem of Biometrics: Nonparametric Dependence Measures and Aggregated Algorithms -- Syndromic Surveillance -- Data Analysis Research Issues and Emerging Public Health Biosurveillance Directions -- Current and Potential Statistical Methods for Monitoring Multiple Data Streams for Biosurveillance -- Evaluating Statistical Methods for Syndromic Surveillance -- A Spatiotemporal Analysis of Syndromic Data for Biosurveillance -- Modeling -- Modeling and Simulation for Defense and National Security -- Modeling and Parameterization for a Smallpox Simulation Study -- Approaches to Modeling the Concentration Field for Adaptive Sampling of Contaminants during Site Decontamination -- Secure Statistical Analysis of Distributed Databases -- Statistical Evaluation of the Impact of Background Suppression on the Sensitivity of Passive Radiation Detectors En línea: http://dx.doi.org/10.1007/0-387-35209-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34816 Ejemplares
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Título : Applied Multivariate Statistical Analysis Tipo de documento: documento electrónico Autores: Härdle, Wolfgang Karl ; SpringerLink (Online service) ; Simar, Léopold Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2012 Número de páginas: XVII, 516 p. 424 illus., 28 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-642-17229-8 Idioma : Inglés (eng) Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Statistical Theory and Clasificación: 51 Matemáticas Resumen: Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets Nota de contenido: I. Descriptive Techniques: Comparison of Batches -- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III. Multivariate Techniques: Regression Models -- Decomposition of Data Matrices by Factors -- Principal Components Analysis.- Factor Analysis -- Cluster Analysis.- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV. Appendix -- Bibliography -- Index En línea: http://dx.doi.org/10.1007/978-3-642-17229-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32908 Applied Multivariate Statistical Analysis [documento electrónico] / Härdle, Wolfgang Karl ; SpringerLink (Online service) ; Simar, Léopold . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2012 . - XVII, 516 p. 424 illus., 28 illus. in color : online resource.
ISBN : 978-3-642-17229-8
Idioma : Inglés (eng)
Palabras clave: Statistics Economics, Mathematical Economic theory for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Theory/Quantitative Economics/Mathematical Methods Statistical Theory and Clasificación: 51 Matemáticas Resumen: Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models of consumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. All chapters have exercises that highlight applications in different fields. The third edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter on Regression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet.org for a repository of quantlets Nota de contenido: I. Descriptive Techniques: Comparison of Batches -- II. Multivariate Random Variables: A Short Excursion into Matrix Algebra -- Moving to Higher Dimensions -- Multivariate Distributions -- Theory of the Multinormal -- Theory of Estimation -- Hypothesis Testing -- III. Multivariate Techniques: Regression Models -- Decomposition of Data Matrices by Factors -- Principal Components Analysis.- Factor Analysis -- Cluster Analysis.- Discriminant Analysis -- Correspondence Analysis -- Canonical Correlation Analysis -- Multidimensional Scaling -- Conjoint Measurement Analysis -- Applications in Finance -- Computationally Intensive Techniques -- IV. Appendix -- Bibliography -- Index En línea: http://dx.doi.org/10.1007/978-3-642-17229-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32908 Ejemplares
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