Data Analysis and Related Applications. Volume 4, New Approaches. / edited by Yiannis Dimotikalis and Christos H. Skiadas.

Format:

Book

Contributor:

Dimotikalis, Yiannis, editor.

Skiadas, Christos H., editor.

Series:

Innovation, entrepreneurship and management series. Big data, artificial intelligence and data analysis set ; v. 12.

Innovation, entrepreneurship and management series. Big data, artificial intelligence and data analysis set ; volume 12

Language:

English

Subjects (All):

Mathematical statistics.

Physical Description:

1 online resource (415 pages)

Edition:

First edition.

Place of Publication:

London, England : ISTE : Wiley, [2024]

Summary:

This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The chapters of this collaborative work represent a cross-section of current research interests in the above scientific areas. The collected material has been 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. Data Analysis and Related Applications 4 investigates a number of different topics in the areas mentioned above, touching on statistical analysis, stochastic processes, estimation methods, algorithms, distributions and networks, among others.

Contents:

Cover

Title Page

Copyright Page

Contents

Chapter 1. On the First-Passage Area of a One-Dimensional Diffusion Process with Stochastic Resetting

1.1. Formulation of the problem and general results

1.2. Brownian motion with resetting

1.2.1. Moments of the FPT

1.2.2. Moments of the FPA

1.2.3. Joint moment of A(x) and t (x)

1.2.4. Maximum displacement

1.3. Drifted Brownian motion with resetting

1.3.1. The Laplace transform of t (x)

1.3.2. Moments of the FPT

1.3.3. Mean of the FPA

1.3.4. Maximum displacement

1.4. References

Chapter 2. Statistical Analysis of Groundwater Level in Slovakia

2.1. Introduction

2.2. Data and methods

2.2.1. Change-point detection methods

2.2.2. Trend analysis

2.2.3. Spearman's rho test

2.3. Results

2.4. Conclusion

2.5. Acknowledgment

2.6. References

Chapter 3. Stochastic Processes Associated with Fully Nonlinear Parabolic Equations Arising in Financial Mathematics

3.1. Semilinear and fully nonlinear PDEs

3.2. BSDE, FBSDE and deep learning algorithms

3.3. Acknowledgments

3.4. References

Chapter 4. An Improved Shape Parameter Estimation Method for the Pareto Model

4.1. Introduction

4.2. Estimators under study

4.2.1. Common methods of estimation

4.2.2. Log-generalized probability weighted moment estimator

4.3. An algorithm for selection of the control parameter of the LGPWM shape parameter estimator

4.4. Numerical results

4.4.1. Simulation study

4.4.2. Real data analysis

4.5. Conclusion

4.6. Acknowledgments

4.7. References

Chapter 5. BSDE-. Scheme for the Heston Model: Valuation of American Options

5.1. Background

5.2. BSDE numerical schemes

5.2.1. The Heston model

5.2.2. BSDE representation of the Heston model

5.2.3. BSDE-. scheme under the Heston model.

5.3. Numerical experimental studies: valuation of American options

5.4. Conclusion and future work

5.5. References

Chapter 6. Age-replacement Policy for Series Systems Under Parameter Uncertainty in Lifetime Distribution

6.1. Introduction

6.2.The model

6.2.1. Lifetime of units

6.2.2. Maintenance action and time

6.2.3. Maintenance policy

6.2.4. Cost model and cost rate

6.3. Optimization

6.3.1. A special case

6.4. Numerical example

6.5. Conclusion

6.6. References

Chapter 7. New Bicluster Algorithm for Trading

7.1. Introduction

7.2. Fuzzy logic and trading rules

7.3. Sentiment analysis, trading indicators and fuzzy rules

7.4. Conclusion

7.5. References

Chapter 8. A Flexible Generalization of the Latent Dirichlet Allocation

8.1. Introduction

8.2. Distributions on the simplex

8.3. Latent topic models

8.4. Collapsed Gibbs sampling

8.5. Simulation study

8.6. References

Chapter 9. Extreme Value Parameters Estimation: An Overview

9.1. Introduction and overview of extreme value theory

9.2. Some parameters of interest in EVT

9.3. EVI and EI estimation

9.3.1. EVI estimators

9.3.2. EI estimators

9.4. Extreme quantile estimation

9.5. Application to the daily mean flow discharge in river Tejo

9.6. Conclusion and work in progress

9.7. Acknowledgments

9.8. References

Chapter 10. Some Properties on Optimal Maintenance Policies for k-out-of-n:G Systems Considering Imperfect Repair with Controllable Repair Levels

10.1. Introduction

10.2. System description

10.2.1. Deterioration state

10.2.2. Maintenance actions

10.3. Total expected discounted cost

10.4. Optimization of maintenance policy

10.5. Numerical studies

10.5.1. Optimal maintenance policies for a two-out-of-three system

10.5.2. Sensitivity analysis

10.6. Conclusion.

10.7. References

Chapter 11. Stochastic Orders and Reliability Properties for the Deficit at Ruin and Bounds for the Laplace Transform of a Compound Geometric Distribution

11.1. Introduction

11.2. Model description and results

11.3. Bounds for the LT of the maximal aggregate loss

11.4. Examples

11.5. References

Chapter 12. A New Family of Continuous Univariate Distributions with Applications in Actuarial Science

12.1. Introduction

12.2. Definitions and notations

12.3. Probability bounds

12.4. Aging properties and unimodality

12.5. Tail behavior of Dg +(h)

12.6. Conclusion

12.7. Acknowledgment

12.8. References

Chapter 13. Simple Form of Probability Density Functions via Sampling

13.1. Introduction

13.2. The sense and the method

13.2.1. The first step

13.2.2. The second step

13.3. Using sampling data

13.4. Results and discussion

13.5. References

Chapter 14. Optimizing Financial Trading Strategies Using Dynamic Bayesian Networks

14.1. Introduction

14.2. Theoretical framework

14.2.1. Inference for DBNs

14.2.2. Learning DBNs

14.2.3. Application of theory

14.2.4. Inference with known parameters

14.2.5. Learning unknown parameters

14.3. Methodology of analysis and results

14.4. Conclusion

14.5. References

Chapter 15. Quantitative Methods for Analysing the Risk and Timing of Bankruptcy of Small and Medium Enterprises

15.1.Introduction

15.2. Approaches to statistical modeling

15.3. Imbalanced data

15.3.1. Estimating the logistic regression model with imbalanced data

15.3.2. Separate sampling of good and bad units

15.3.3. Modifying the sample to deal with imbalanced data

15.4. Competing risks

15.5. Conclusion

15.6. References

Chapter 16. Network of Adaptive Frequency Oscillators in a Ballistic, Non-Gaussian, Noisy Environment.

16.1. Introduction

16.2. Dynamics of the network

16.3. Analyzing the dynamics

16.3.1. The effect of the random vector B

16.3.2. Main results

16.4. Numerical simulations

16.5. Discussion and perspectives

16.6. Appendices

16.6.1. Appendix 1: Solution of the linear stochastic differential equation

16.6.2. Appendix 2: Calculations for changing back the variables, expected values and covariance matrices

16.6.3. Appendix 3: Distributions concerning the random vector B

16.6.4. Appendix 4: Eigenvalues of the Laplacian matrix of the "All-to-All" network

16.7. References

Chapter 17. Penalised Regression Adaptations of the Longstaff-Schwartz Algorithm for Pricing American Options

17.1. Introduction

17.2. The Longstaff-Schwartz algorithm and proposed extensions

17.3. Stochastic processes in finance and relevant theoretical considerations

17.4. Simulation design

17.5. Results

17.6. Conclusion

17.7. References

Chapter 18. International Auditing Standards and Their Contribution to the Limitation of Accounting Fraud

18.1. Introduction

18.2. Literature review

18.2.1. International Auditing Standards

18.2.2. Accounting fraud - falsification of financial statements

18.2.3. The Fraud Triangle

18.2.4. Fraud Diamond

18.2.5. Detection and prevention of accounting fraud

18.3. Empirical analysis

18.3.1. Introduction

18.3.2. Sample

18.3.3. Methodology

18.3.4. Simple linear regression

18.3.5. Analysis of auditors' questionnaire data

18.3.6. Analysis of questionnaire data of large companies

18.3.7. Comparative analysis of auditors' and companies' results

18.4. Conclusion

18.5. References

Chapter 19. Equivariant Robust Estimators for Moment Condition Models

19.1. Introduction

19.2. Robust estimators for moment condition models.

19.2.1. Statistical divergences

19.2.2. Definition of the estimators

19.3. Equivariance of robust minimum empirical divergence estimators

19.3.1. Groups of transformations, invariant models and equivariant estimators

19.3.2. Equivariance of robust minimum empirical divergence estimators

19.4. Acknowledgments

19.5. References

Chapter 20. Continuous Increasing Probability Density Functions: An Approach Through Sampling

20.1. Introduction

20.2. Theoretical approach

20.3. Examples for illustration

20.4. Results and discussion

20.5. References

Chapter 21. The Importance of the Initial Selection of Suppliers in the Food Service Divisions of Hotels, the Current Situation in the Supply Chain of Greece

21.1. Introduction

21.2. Literature review

21.3. Benefits of supply chain management

21.4. Research methodology

21.4.1. The questionnaire

21.5. Data analysis

21.5.1. Reliability analysis

21.5.2. Results

21.6. Discussion

21.7. Conclusion

21.8. References

Chapter 22. Compliance with IUU Fisheries of Manila Clams in the Tagus Estuary

22.1. Introduction

22.2. Research methodology

22.3. Analysis and interpretation of results

22.4. Conclusion

22.5. Acknowledgments

22.6. References

Chapter 23. The Expectation of a Mixed Moving Average Process Subject to Ambiguous Lévy Basis

23.1. Introduction

23.2. supOU process

23.3. Optimization problems

23.3.1. Problem description

23.3.2. Problem D: Underestimation problem

23.3.3. Problem U: Overestimation problem

23.4. Application

23.4.1. Study sites

23.4.2. Parameter estimation

23.4.3. Results and discussion

23.5. Conclusion

23.6. Acknowledgments

23.7. References

List of Authors

Index

Other titles from ISTE in Innovation, Entrepreneurship and Management

EULA.

Notes:

Includes bibliographical references and index.

Description based on publisher supplied metadata and other sources.

Description based on print version record.

ISBN:

9781394316922

1394316925

9781394316915

1394316917

9781394316939

1394316933

OCLC:

1455137979