Notas de clase. Estadística no paramétrica (Métodos basados en rangos)
Author:
Publisher: Univ. Nacional de Colombia
Published:
Total Pages: 96
ISBN-13: 9789587015461
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RETRACTED BOOK: 151 Trading Strategies
Author: Zura Kakushadze
Publisher: Springer
Published: 2018-12-13
Total Pages: 480
ISBN-13: 3030027929
DOWNLOAD EBOOKThe book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Ecuador Poverty Report
Author:
Publisher: World Bank Publications
Published: 1996-01-01
Total Pages: 362
ISBN-13: 9780821336656
DOWNLOAD EBOOK"Valuable report based on the Ecuador Living Standard Measurement Survey (1994). Uses total consumption expenditures. Provides a baseline reference for future work. Contrast with INEC's basic needs survey (item #bi 97002637#)"--Handbook of Latin AmericanStudies, v. 57.
Qualitative Choice Analysis
Author: Kenneth Train
Publisher: MIT Press
Published: 1986
Total Pages: 282
ISBN-13: 9780262200554
DOWNLOAD EBOOKThis book addresses two significant research areas in an interdependent fashion. It is first of all a comprehensive but concise text that covers the recently developed and widely applicable methods of qualitative choice analysis, illustrating the general theory through simulation models of automobile demand and use. It is also a detailed study of automobile demand and use, presenting forecasts based on these powerful new techniques. The book develops the general principles that underlie qualitative choice models that are now being applied in numerous fields in addition to transportation, such as housing, labor, energy, communications, and criminology. The general form, derivation, and estimation of qualitative choice models are explained, and the major models - logit, probit, and GEV - are discussed in detail. And continuous/discrete models are introduced. In these, qualitative choice methods and standard regression techniques are combined to analyze situations that neither alone can accurately forecast. Summarizing previous research on auto demand, the book shows how qualitative choice methods can be used by applying them to specific auto-related decisions as the aggregate of individuals' choices. The simulation model that is constructed is a significant improvement over older models, and should prove more useful to agencies and organizations requiring accurate forecasting of auto demand and use for planning and policy development. The book concludes with an actual case study based on a model designed for the investigations of the California Energy Commission. Kenneth Train is Visiting Associate Professor in Economics at the University of California, Berkeley, and Director of Economic Research at Cambridge Systematics, Inc., also in Berkeley. Qualitative Choice Analysisis included in The MIT Press Transportation Studies Series, edited by Marvin L. Manheim.
Optimal Regulation
Author: Kenneth Train
Publisher: Mit Press
Published: 1991
Total Pages: 338
ISBN-13: 9780262200844
DOWNLOAD EBOOKOptimal Regulation addresses the central issue of regulatory economics - how toregulate firms in a way that induces them to produce and price "optimally." It synthesizes the majorfindings of an extensive theoretical literature on what constitutes optimality in various situationsand which regulatory mechanisms can be used to achieve it. It is the first text to provide aunified, modern, and nontechnical treatment of the field.The book includes models for regulatingoptimal output, tariffs, and surplus subsidy schemes, and presents all of the material graphically,with clear explanations of often highly technical topics.Kenneth E. Train is Associate AdjunctProfessor in the Department of Economics and Graduate School of Public Policy at the University ofCalifornia, Berkeley. He is also Principal of the firm Cambridge Systematics.Topics include: Thecost structure of natural monopoly (economies of scale and scope). Characterization of firstandsecond-best optimality. Surplus subsidy schemes for attaining first-best optimality. Ramsey pricesand the Vogelsang-Finsinger mechanism for attaining them. Time-ofuse (TOU) prices and Riordan'smechanisms for attaining the optimal TOU prices' Multipart and self-selecting tariffs, and Sibley'smethod for using self-selecting tariffs to achieve optimality. The Averch-Johnson model of howrate-of-return regulation induces inefficiencies. Analysis of regulation based on the firm's returnon Output, costs, or sales. Price-cap regulation. Regulatory treatment of uncertainty and its impacton the firm's behavior. Methods of attaining optimality without direct regulation (contestability,auctioning the monopoly franchise.)
Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications
Author: Wayne B. Nelson
Publisher: SIAM
Published: 2003-01-01
Total Pages: 157
ISBN-13: 0898715229
DOWNLOAD EBOOKSurvival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.
Time Series Prediction
Author: Andreas S. Weigend
Publisher: Routledge
Published: 2018-05-04
Total Pages: 665
ISBN-13: 042997227X
DOWNLOAD EBOOKThe book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.
R in a Nutshell
Author: Joseph Adler
Publisher: "O'Reilly Media, Inc."
Published: 2012-10-09
Total Pages: 723
ISBN-13: 144931208X
DOWNLOAD EBOOKPresents a guide to the R computer language, covering such topics as the user interface, packages, syntax, objects, functions, object-oriented programming, data sets, lattice graphics, regression models, and bioconductor.
An Introduction to Efficiency and Productivity Analysis
Author: Timothy J. Coelli
Publisher: Springer Science & Business Media
Published: 2005-07-22
Total Pages: 376
ISBN-13: 9780387242651
DOWNLOAD EBOOKSoftcover version of the second edition Hardcover. Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications using real data, as well as exercises at the end of the chapters. Data sets, computer codes and software will be available for download from the web to accompany the volume.
R in Action
Author: Robert Kabacoff
Publisher: Manning Publications
Published: 2015-03-03
Total Pages: 475
ISBN-13: 9781617291388
DOWNLOAD EBOOKR is a powerful language for statistical computing and graphics that can handle virtually any data-crunching task. It runs on all important platforms and provides thousands of useful specialized modules and utilities. This makes R a great way to get meaningful information from mountains of raw data. R in Action, Second Edition is a language tutorial focused on practical problems. Written by a research methodologist, it takes a direct and modular approach to quickly give readers the information they need to produce useful results. Focusing on realistic data analyses and a comprehensive integration of graphics, it follows the steps that real data analysts use to acquire their data, get it into shape, analyze it, and produce meaningful results that they can provide to clients. Purchase of the print book comes with an offer of a free PDF eBook from Manning. Also available is all code from the book.
