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Books in Mathematical and quantitative methods

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11-20 of 96 results in All results

Flexible Bayesian Regression Modelling

  • 1st Edition
  • October 30, 2019
  • Yanan Fan + 3 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 8 6 2 - 3
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 8 6 3 - 0
Flexible Bayesian Regression Modeling is a step-by-step guide to the Bayesian revolution in regression modeling, for use in advanced econometric and statistical analysis where datasets are characterized by complexity, multiplicity, and large sample sizes, necessitating the need for considerable flexibility in modeling techniques. It reviews three forms of flexibility: methods which provide flexibility in their error distribution; methods which model non-central parts of the distribution (such as quantile regression); and finally models that allow the mean function to be flexible (such as spline models). Each chapter discusses the key aspects of fitting a regression model. R programs accompany the methods. This book is particularly relevant to non-specialist practitioners with intermediate mathematical training seeking to apply Bayesian approaches in economics, biology, finance, engineering and medicine.

The Mind under the Axioms

  • 1st Edition
  • September 18, 2019
  • Sacha Bourgeois-Gironde
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 1 3 1 - 0
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 1 3 2 - 7
The Mind under the Axioms reviews two basic ingredients of our understanding of human decisions – conative aspects (preferences) and cognitive aspects (beliefs). These ingredients are axiomatized in modern decision theory in the view to obtain a formally and empirically tractable representation of the decision-maker. The main issue developed in this book is the connection between realistic and testable psychological features and the descriptive component of abstract axioms of rationality. It addresses three main topics for which the interaction between axiomatization and psychology leads to potential new developments in experimental decision-theory and puts strictures on the standard revealed preference methodology prevailing in that field. The possibility of a cardinal representation of preferences is discussed. Different ways of accounting for incomplete preferences, and in which sense, are analysed. Finally, the conditions of separability between preferences and beliefs, such as prescribed by axioms of state-independence, are submitted to actual and potential tests. The book offers a bridge between the disciplines of decision-theory, psychology, and neuroeconomics. It is thus relevant for those, in psychology and cognitive sciences, who are sometimes put off by the high degree of formalism and abstraction in decision-theory, that seems to lie beyond the reach of psychological realism. It also aims to convince those in decision-theory for whom psychological realism and empirical testability should not constrain the modelling enterprise that conceptual clarification can come from attempted experimentation.

Numerical Methods and Optimization in Finance

  • 2nd Edition
  • August 16, 2019
  • Manfred Gilli + 2 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 0 6 5 - 8
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 0 6 6 - 5
Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems—ranging from asset allocation to risk management and from option pricing to model calibration—can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Panel Data Econometrics

  • 1st Edition
  • June 18, 2019
  • Mike Tsionas
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 4 3 6 7 - 4
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 4 4 3 1 - 2
Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

Panel Data Econometrics

  • 1st Edition
  • June 18, 2019
  • Mike Tsionas
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 8 5 9 - 3
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 8 6 0 - 9
Panel Data Econometrics:  Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

The Extended Energy–Growth Nexus

  • 1st Edition
  • June 8, 2019
  • Jose Alberto Fuinhas + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 7 1 9 - 0
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 4 4 4 - 1
The Extended Energy-Growth Nexus: Theory and Empirical Applications advances the established bivariate econometric relationship which inextricably links energy consumption to economic growth. The book extends this "nexus" to accommodate variables such as globalization, institutional variables, financial variables and the energy "mix." Rooted firmly in the modern literature, it covers empirical applications such as the evaluation of renewable energy incentives, the electricity generation mix, and sustainable development. Each application area incorporates modern econometric methodologies, including VAR, panel VAR, ARDL, panel ARDL, Asymmetric panel ARDL, and Panel Quantile Regression. Throughout chapters are accompanied by illustrative Stata and EViews code, demonstrating their uses in applied research.

Dishonesty in Behavioral Economics

  • 1st Edition
  • June 4, 2019
  • Alessandro Bucciol + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 8 5 7 - 9
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 8 5 8 - 6
Dishonesty in Behavioral Economics provides a rigorous and comprehensive overview of dishonesty, presenting state-of-the-art research that adopts a behavioral economics perspective. Throughout the volume, contributors emphasize the effects of psychological, social, and cognitive factors on the decision-making process. In contrast to related titles, Dishonesty in Behavioral Economics emphasizes the importance of empirical research methodologies. Its contributors demonstrate how various methods applied to similar research questions can lead to different results. This characteristic is important because, of course, it is difficult to obtain reliable measures of dishonesty.

Biophysical Measurement in Experimental Social Science Research

  • 1st Edition
  • February 8, 2019
  • Gigi Foster
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 3 0 9 2 - 6
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 3 0 9 3 - 3
Biophysical Measurement in Experimental Social Science Research is an ideal primer for the experimental social scientist wishing to update their knowledge and skillset in the area of laboratory-based biophysical measurement. Many behavioral laboratories across the globe have acquired increasingly sophisticated biophysical measurement equipment, sometimes for particular research projects or for financial or institutional reasons. Yet the expertise required to use this technology and integrate the measures it can generate on human subjects into successful social science research endeavors is often scarce and concentrated amongst a small minority of researchers. This book aims to open the door to wider and more productive use of biophysical measurement in laboratory-based experimental social science research. Suitable for doctoral students through to established researchers, the volume presents examples of the successful integration of biophysical measures into analyses of human behavior, discussions of the academic and practical limitations of laboratory-based biophysical measurement, and hands-on guidance about how different biophysical measurement devices are used. A foreword and concluding chapters comprehensively synthesize and compare biophysical measurement options, address academic, ethical and practical matters, and address the broader historical and scientific context. Research chapters demonstrate the academic potential of biophysical measurement ranging fully across galvanic skin response, heart rate monitoring, eye tracking and direct neurological measurements. An extended Appendix showcases specific examples of device adoption in experimental social science lab settings.

Applied Time Series Analysis

  • 1st Edition
  • January 22, 2019
  • Terence C. Mills
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 3 1 1 7 - 6
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 3 1 1 8 - 3
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Ranked Set Sampling

  • 1st Edition
  • October 16, 2018
  • Carlos N. Bouza-Herrera + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 1 5 0 4 4 - 3
  • eBook
    9 7 8 - 0 - 1 2 - 8 1 5 6 9 3 - 3
Ranked Set Sampling: 65 Years Improving the Accuracy in Data Gathering is an advanced survey technique which seeks to improve the likelihood that collected sample data presents a good representation of the population and minimizes the costs associated with obtaining them. The main focus of many agricultural, ecological and environmental studies is the development of well designed, cost-effective and efficient sampling designs, giving RSS techniques a particular place in resolving the disciplinary problems of economists in application contexts, particularly experimental economics. This book seeks to place RSS at the heart of economic study designs.

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