Applied Linear Statistical Models

Applied Linear Statistical Models

Author: Michael H. Kutner

Publisher: McGraw-Hill/Irwin

Published: 2005

Total Pages: 1396

ISBN-13: 9780072386882

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Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.


Conservation Laws and Symmetry: Applications to Economics and Finance

Conservation Laws and Symmetry: Applications to Economics and Finance

Author: Ryuzo Sato

Publisher: Springer Science & Business Media

Published: 1990-05-31

Total Pages: 332

ISBN-13: 9780792390725

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Modem geometric methods combine the intuitiveness of spatial visualization with the rigor of analytical derivation. Classical analysis is shown to provide a foundation for the study of geometry while geometrical ideas lead to analytical concepts of intrinsic beauty. Arching over many subdisciplines of mathematics and branching out in applications to every quantitative science, these methods are, notes the Russian mathematician A.T. Fomenko, in tune with the Renais sance traditions. Economists and finance theorists are already familiar with some aspects of this synthetic tradition. Bifurcation and catastrophe theo ries have been used to analyze the instability of economic models. Differential topology provided useful techniques for deriving results in general equilibrium analysis. But they are less aware of the central role that Felix Klein and Sophus Lie gave to group theory in the study of geometrical systems. Lie went on to show that the special methods used in solving differential equations can be classified through the study of the invariance of these equations under a continuous group of transformations. Mathematicians and physicists later recognized the relation between Lie's work on differential equations and symme try and, combining the visions of Hamilton, Lie, Klein and Noether, embarked on a research program whose vitality is attested by the innumerable books and articles written by them as well as by biolo gists, chemists and philosophers.


Simplified Machine Learning

Simplified Machine Learning

Author: Dr. Pooja Sharma

Publisher: BPB Publications

Published: 2024-06-15

Total Pages: 328

ISBN-13: 9355516142

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Explore the world of Artificial Intelligence with a deep understanding of Machine Learning concepts and algorithms KEY FEATURES ● A detailed study of mathematical concepts, Machine Learning concepts, and techniques. ● Discusses methods for evaluating model performances and interpreting results. ● Explores all types of Machine Learning (supervised, unsupervised, reinforcement, association rule mining, artificial neural network) in detail. ● Comprises numerous review questions and programming exercises at the end of every chapter. DESCRIPTION "Simplified Machine Learning" is a comprehensive guide that navigates readers through the intricate landscape of Machine Learning, offering a balanced blend of theory, algorithms, and practical applications. The first section introduces foundational concepts such as supervised and unsupervised learning, regression, classification, clustering, and feature engineering, providing a solid base in Machine Learning theory. The second section explores algorithms like decision trees, support vector machines, and neural networks, explaining their functions, strengths, and limitations, with a special focus on deep learning, reinforcement learning, and ensemble methods. The book also covers essential topics like model evaluation, hyperparameter tuning, and model interpretability. The final section transitions from theory to practice, equipping readers with hands-on experience in deploying models, building scalable systems, and understanding ethical considerations. By the end, readers will be able to leverage Machine Learning effectively in their respective fields, armed with practical skills and a strategic approach to problem-solving. WHAT YOU WILL LEARN ● Solid foundation in Machine Learning principles, algorithms, and methodologies. ● Implementation of Machine Learning models using popular libraries like NumPy, Pandas, PyTorch, or scikit-learn. ● Knowledge about selecting appropriate models, evaluating their performance, and tuning hyperparameters. ● Techniques to pre-process and engineer features for Machine Learning models. ● To frame real-world problems as Machine Learning tasks and apply appropriate techniques to solve them. WHO THIS BOOK IS FOR This book is designed for a diverse audience interested in Machine Learning, a core branch of Artificial Intelligence. Its intellectual coverage will benefit students, programmers, researchers, educators, AI enthusiasts, software engineers, and data scientists. TABLE OF CONTENTS 1. Introduction to Machine Learning 2. Data Pre-processing 3. Supervised Learning: Regression 4. Supervised Learning: Classification 5. Unsupervised Learning: Clustering 6. Dimensionality Reduction and Feature Selection 7. Association Rule Mining 8. Artificial Neural Network 9. Reinforcement Learning 10. Project Appendix Bibliography


Applied Econometrics

Applied Econometrics

Author: Chung-ki Min

Publisher: Routledge

Published: 2019-03-08

Total Pages: 242

ISBN-13: 0429656505

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Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.


Essentials of Time Series for Financial Applications

Essentials of Time Series for Financial Applications

Author: Massimo Guidolin

Publisher: Academic Press

Published: 2018-05-29

Total Pages: 435

ISBN-13: 0128134100

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Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. - Provides practical, hands-on examples in time-series econometrics - Presents a more application-oriented, less technical book on financial econometrics - Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction - Features examples worked out in EViews (9 or higher)


Statistics for Business and Financial Economics

Statistics for Business and Financial Economics

Author: Cheng-Few Lee

Publisher: Springer Science & Business Media

Published: 2013-03-12

Total Pages: 1237

ISBN-13: 1461458978

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Statistics for Business and Financial Economics, 3rd edition is the definitive Business Statistics book to use Finance, Economics, and Accounting data throughout the entire book. Therefore, this book gives students an understanding of how to apply the methodology of statistics to real world situations. In particular, this book shows how descriptive statistics, probability, statistical distributions, statistical inference, regression methods, and statistical decision theory can be used to analyze individual stock price, stock index, stock rate of return, market rate of return, and decision making. In addition, this book also shows how time-series analysis and the statistical decision theory method can be used to analyze accounting and financial data. In this fully-revised edition, the real world examples have been reconfigured and sections have been edited for better understanding of the topics. On the Springer page for the book, the solution manual, test bank and powerpoints are available for download.


Statistics for Business and Financial Economics

Statistics for Business and Financial Economics

Author: Cheng F. Lee

Publisher: World Scientific

Published: 2000

Total Pages: 1124

ISBN-13: 9789810234850

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This text integrates various statistical techniques with concepts from business, economics and finance, and demonstrates the power of statistical methods in the real world of business. This edition places more emphasis on finance, economics and accounting concepts with updated sample data.


Towards a New Paradigm for Statistical Evidence

Towards a New Paradigm for Statistical Evidence

Author: Jae H. (Paul) Kim

Publisher: MDPI

Published: 2021-08-31

Total Pages: 104

ISBN-13: 3036508821

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Many scientists now widely agree that the current paradigm of statistical significance should be abandoned or largely modified. In response to these calls for change, a Special Issue of Econometrics (MDPI) has been proposed. This book is a collection of the articles that have been published in this Special Issue. These seven articles add new insights to the problem and propose new methods that lay a solid foundation for the new paradigm for statistical significance.