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BIG DATA, ARTIFICIAL INTELLIGENCE AND DATA ANALYSIS SET Coordinated by Jacques Janssen

Data analysis is a scientific field that continues to grow enormously, most notably over the last few decades, following rapid growth within the tech industry, as well as the wide applicability of computational techniques alongside new advances in analytic tools. Modeling enables data analysts to identify relationships, make predictions, and to understand, interpret and visualize the extracted information more strategically.

This book includes the most recent advances on this topic, meeting increasing demand from wide circles of the scientific community. Applied Modeling Techniques and Data Analysis 2 is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, working on the front end of data analysis and modeling applications. The chapters cover a cross section of current concerns and research interests in the above scientific areas. The collected material is divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

Table of Contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Preface
  5. PART 1: Financial and Demographic Modeling Techniques
    1. 1 Data Mining Application Issues in the Taxpayer Selection Process
    2. 1.1. Introduction
    3. 1.2. Materials and methods
    4. 1.3. Results
    5. 1.4. Discussion
    6. 1.5. Conclusion
    7. 1.6. References
    8. 2 Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model
    9. 2.1. Introduction
    10. 2.2. The results
    11. 2.3. Proofs
    12. 2.4. References
    13. 3 New Dividend Strategies
    14. 3.1. Introduction
    15. 3.2. Model 1
    16. 3.3. Model 2
    17. 3.4. Conclusion and further results
    18. 3.5. Acknowledgments
    19. 3.6. References
    20. 4 Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan
    21. 4.1. Introduction
    22. 4.2. The pension system
    23. 4.3. Theoretical framework of the Musgrave rule
    24. 4.4. Transformation of the retirement fund
    25. 4.5. Conclusion
    26. 4.6. References
    27. 5 Forecasting Stochastic Volatility for Exchange Rates using EWMA
    28. 5.1. Introduction
    29. 5.2. Data
    30. 5.3. Empirical model
    31. 5.4. Exchange rate volatility forecasting
    32. 5.5. Conclusion
    33. 5.6. Acknowledgments
    34. 5.7. References
    35. 6 An Arbitrage-free Large Market Model for Forward Spread Curves
    36. 6.1. Introduction and background
    37. 6.2. Construction of a market with infinitely many assets
    38. 6.3. Existence, uniqueness and non-negativity
    39. 6.4. Conclusion and future works
    40. 6.5. References
    41. 7 Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060
    42. 7.1. Life expectancy and healthy life expectancy estimates
    43. 7.2. The logistic model
    44. 7.3. The HALE estimates and our direct calculations
    45. 7.4. Conclusion
    46. 7.5. References
    47. 8 Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania
    48. 8.1. Introduction
    49. 8.2. Material and method
    50. 8.3. Results
    51. 8.4. Discussion
    52. 8.5. References
    53. 9 Some Remarks on the Coronavirus Pandemic in Europe
    54. 9.1. Introduction
    55. 9.2. Background
    56. 9.3. Materials and analyses
    57. 9.4. The first phase of the pandemic
    58. 9.5. Concluding remarks
    59. 9.6. References
  6. PART 2: Applied Stochastic and Statistical Models and Methods
    1. 10 The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data
    2. 10.1. Introduction
    3. 10.2. The double flexible Dirichlet distribution
    4. 10.3. Computational and estimation issues
    5. 10.4. References
    6. 11 Quantization of Transformed Lévy Measures
    7. 11.1. Introduction
    8. 11.2. Estimation strategy
    9. 11.3. Estimation of masses and the atoms
    10. 11.4. Simulation results
    11. 11.5. Conclusion
    12. 11.6. References
    13. 12 A Flexible Mixture Regression Model for Bounded Multivariate Responses
    14. 12.1. Introduction
    15. 12.2. Flexible Dirichlet regression model
    16. 12.3. Inferential issues
    17. 12.4. Simulation studies
    18. 12.5. Discussion
    19. 12.6. References
    20. 13 On Asymptotic Structure of the Critical Galton-Watson Branching Processes with Infinite Variance and Allowing Immigration
    21. 13.1. Introduction
    22. 13.2. Invariant measures of GW process
    23. 13.3. Invariant measures of GWPI
    24. 13.4. Conclusion
    25. 13.5. References
    26. 14 Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix
    27. 14.1. Introduction
    28. 14.2. Background
    29. 14.3. Polynomial factorization of the Vandermonde and Wishart matrices
    30. 14.4. Matrix norm of the Vandermonde and Wishart matrices
    31. 14.5. Condition number of the Vandermonde and Wishart matrices
    32. 14.6. Conclusion
    33. 14.7. Acknowledgments
    34. 14.8. References
    35. 15 Forecast Uncertainty of the Weighted TAR Predictor
    36. 15.1. Introduction
    37. 15.2. SETAR predictors and bootstrap prediction intervals
    38. 15.3. Monte carlo simulation
    39. 15.4. References
    40. 16 Revisiting Transitions Between Superstatistics
    41. 16.1. Introduction
    42. 16.2. From superstatistic to transition between superstatistics
    43. 16.3. Transition confirmation
    44. 16.4. Beck’s transition model
    45. 16.5. Conclusion
    46. 16.6. Acknowledgments
    47. 16.7. References
    48. 17 Research on Retrial Queue with Two-Way Communication in a Diffusion Environment
    49. 17.1. Introduction
    50. 17.2. Mathematical model
    51. 17.3. Asymptotic average characteristics
    52. 17.4. Deviation of the number of applications in the system
    53. 17.5. Probability distribution density of device states
    54. 17.6. Conclusion
    55. 17.7. References
  7. List of Authors
  8. Index
  9. End User License Agreement
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