Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Simulation and Inference for Stochastic Processes with YUIMA
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automat...
Option Pricing and Estimation of Financial Models with R
Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them from discrete data and further covers option pricing with one or more underlying assets based on these models. Analysis and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lévy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical viewpoint. The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.
Subjective Well-being and Social Media
Deals with sample bias and selection bias in social media Reconciles official statistics and big data Language independent sentiment analysis algorithms Open source, R code and data available High frequency and social media data
Simulation and Inference for Stochastic Differential Equations
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What’s more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too.
Mathematical Modeling in Economics and Finance: Probability, Stochastic Processes, and Differential Equations
Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management of economic risk. The book combines a study of mathematical modeling with exposure to the tools of probability theory, difference and differential equations, numerical simulation, data analysis, and mathematical analysis. Students taking a course from Mathematical Modeling in Economics and Finance will come to understand some basic stochastic processes and the sol...
A Research Agenda for Political Marketing
This Research Agenda documents and establishes the thinking of leading scholars in the field of political marketing and related sub-fields, also encompassing additional social science disciplines that intersect at the crossroads of political marketing.
Researching Non-state Actors in International Security
This volume provides researchers and students with a discussion of a broad range of methods and their practical application to the study of non-state actors in international security. All researchers face the same challenge, not only must they identify a suitable method for analysing their research question, they must also apply it. This volume prepares students and scholars for the key challenges they confront when using social-science methods in their own research. To bridge the gap between knowing methods and actually employing them, the book not only introduces a broad range of interpretive and explanatory methods, it also discusses their practical application. Contributors reflect on ho...
Investment Risk and Uncertainty
Valuable insights on the major methods used in today's asset and risk management arena Risk management has moved to the forefront of asset management since the credit crisis. However, most coverage of this subject is overly complicated, misunderstood, and extremely hard to apply. That's why Steven Greiner—a financial professional with over twenty years of quantitative and modeling experience—has written Investment Risk and Uncertainty. With this book, he skillfully reduces the complexity of risk management methodologies applied across many asset classes through practical examples of when to use what. Along the way, Greiner explores how particular methods can lower risk and mitigate losse...
Automated Data Collection with R
A hands on guide to web scraping and text mining for both beginners and experienced users of R Introduces fundamental concepts of the main architecture of the web and databases and covers HTTP, HTML, XML, JSON, SQL. Provides basic techniques to query web documents and data sets (XPath and regular expressions). An extensive set of exercises are presented to guide the reader through each technique. Explores both supervised and unsupervised techniques as well as advanced techniques such as data scraping and text management. Case studies are featured throughout along with examples for each technique presented. R code and solutions to exercises featured in the book are provided on a supporting website.
War Narratives in Post-Conflict Societies
This book studies war narratives and their role in the political arenas of post-conflict societies, with a focus on the former Yugoslavia. How do politicians in postwar societies talk about the past war? How do they discursively represent vulnerable social groups created by the conflict? Does the nature of this representation depend on the politicians’ ideology, personal characteristics, or their record of combat service? The book answers these questions by pairing natural language processing tools and large corpora of parliamentary debates collected in three southeast European post-conflict societies (Bosnia-Herzegovina, Croatia, and Serbia). Using the latest advances in computer science,...
