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Author : Cheng F. Lee
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (31 download)
Download or read book A Bayesian Approach to Estimate the Time Varying Security Beta written by Cheng F. Lee and published by . This book was released on 1978 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew Gelman
Publisher : CRC Press
ISBN 13 : 1439840954
Total Pages : 677 pages
Book Rating : 4.4/5 (398 download)
Download or read book Bayesian Data Analysis, Third Edition written by Andrew Gelman and published by CRC Press. This book was released on 2013-11-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.
Author : Tingting Cheng
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (931 download)
Download or read book Bayesian Bandwidth Selection in Nonparametric Time-varying Coefficient Models written by Tingting Cheng and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eswar G. Phadia
Publisher : Springer
ISBN 13 : 9783319327884
Total Pages : 0 pages
Book Rating : 4.3/5 (278 download)
Download or read book Prior Processes and Their Applications written by Eswar G. Phadia and published by Springer. This book was released on 2016-08-09 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and Polya tree and their extensions form a separate chapter, while the last two chapters present the Bayesian solutions to certain estimation problems pertaining to the distribution function and its functional based on complete data as well as right censored data. Because of the conjugacy property of some of these processes, most solutions are presented in closed form. However, the current interest in modeling and treating large-scale and complex data also poses a problem – the posterior distribution, which is essential to Bayesian analysis, is invariably not in a closed form, making it necessary to resort to simulation. Accordingly, the book also introduces several computational procedures, such as the Gibbs sampler, Blocked Gibbs sampler and slice sampling, highlighting essential steps of algorithms while discussing specific models. In addition, it features crucial steps of proofs and derivations, explains the relationships between different processes and provides further clarifications to promote a deeper understanding. Lastly, it includes a comprehensive list of references, equipping readers to explore further on their own.
Author : Mehran Nejati
Publisher : Universal-Publishers
ISBN 13 : 1599429446
Total Pages : 568 pages
Book Rating : 4.5/5 (994 download)
Download or read book Issues in Global Business and Management Research: Proceedings of the 2008 International Online Conference on Business and Management (IOCBM 2008) written by Mehran Nejati and published by Universal-Publishers. This book was released on 2008-10-10 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: IOCBM 2008 is the second International Online Conference on Business and Management at a global scale, attracting business and management practitioners, students, professors, researchers, and activists from around the world to submit their research findings to the conference. It is an annual conference in the field of business and management which is held by ALA Excellence Consulting Group annually. More information about this conference can be found at http://www.ala.ir/iocbm2008.
Author : City of London College of Economics
Publisher : City of London College of Economics
ISBN 13 :
Total Pages : 7766 pages
Book Rating : 4./5 ( download)
Download or read book MBA in Finance - City of London College of Economics - 10 months - 100% online / self-paced written by City of London College of Economics and published by City of London College of Economics. This book was released on with total page 7766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Overview You will be taught all skills and knowledge you need to become a finance manager respectfully investment analyst/portfolio manager. Content - Financial Management - Investment Analysis and Portfolio Management - Management Accounting - Islamic Banking and Finance - Investment Risk Management - Investment Banking and Opportunities in China - International Finance and Accounting - Institutional Banking for Emerging Markets - Corporate Finance - Banking Duration 10 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when you feel ready to take the exam and we’ll send you the assignment questions. Study material The study material will be provided in separate files by email / download link.
Download or read book Bayesian Estimation of Time-Varying Reliability written by and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : City of London College of Economics
Publisher : City of London College of Economics
ISBN 13 :
Total Pages : 7766 pages
Book Rating : 4./5 ( download)
Download or read book Executive MBA (EMBA) - City of London College of Economics - 10 months - 100% online / self-paced written by City of London College of Economics and published by City of London College of Economics. This book was released on with total page 7766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Overview An EMBA (or Master of Business Administration in General Management) is a degree that will prepare you for management positions. Content - Strategy - Organisational Behaviour - Operations Management - Negotiations - Marketing - Leadership - Financial Accounting - Economics - Decision Models - Data Analysis - Corporate Finance Duration 10 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when youfeel ready to take the exam and we’ll send you the assign- ment questions. Study material The study material will be provided in separate files by email / download link.
Author : John Fletcher
Publisher :
ISBN 13 :
Total Pages : 640 pages
Book Rating : 4.3/5 (512 download)
Download or read book Economics Working Papers written by John Fletcher and published by . This book was released on 1978 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. Sander
Publisher : Springer Science & Business Media
ISBN 13 :
Total Pages : 244 pages
Book Rating : 4.:/5 (45 download)
Download or read book Bayesian Methods in Reliability written by P. Sander and published by Springer Science & Business Media. This book was released on 1991 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction to Bayesian Methods in Reliability.- 1. Why Bayesian Methods?.- 1.1 Sparse data.- 1.2 Decision problems.- 2. Bayes' Theorem.- 3. Examples from a Safety Study on Gas transmission Pipelines.- 3.1 Estimating the probability of the development of a big hole.- 3.2 Estimating the leak rate of a gas transmission pipeline.- 4. Conclusions.- References.- 2. An Overview of the Bayesian Approach.- 1. Background.- 2. Probability Concepts.- 3. Notation.- 4. Reliability Concepts and Models.- 5. Forms of Data.- 6. Statistical Problems.- 7. Review of Non-Bayesian Statistical Methods.- 8. Desiderata for Decision-Oriented Statistical Methodology.- 9. Decision-Making.- 10. Degrees of Belief as Probabilities.- 11. Bayesian Statistical Philosophy.- 12. A Simple Illustration of Bayesian Learning.- 13. Bayesian Approaches to Typical Statistical Questions.- 14. Assessment of Prior Densities.- 15. Bayesian Inference for some Univariate Probability Models.- 16. Approximate Analysis under Great Prior Uncertainty.- 17. Problems Involving many Parameters: Empirical Bayes.- 18. Numerical Methods for Practical Bayesian Statistics.- References.- 3. Reliability Modelling and Estimation.- 1. Non-Repairable Systems.- 1.1 Introduction.- 1.2 Describing reliability.- 1.3 Failure time distributions.- 2. Estimation.- 2.1 Introduction.- 2.2 Classical methods.- 2.3 Bayesian methods.- 3. Reliability estimation.- 3.1 Introduction.- 3.2 Binomial sampling.- 3.3 Pascal sampling.- 3.4 Poisson sampling.- 3.5 Hazard rate estimation.- References.- 4. Repairable Systems and Growth Models.- 1. Introduction.- 2. Good as New: the Renewal Process.- 3. Estimation.- 4. The Poisson Process.- 5. Bad as old: the Non-Homogeneous Poisson Process.- 6. Classical Estimation.- 7. Exploratory Analysis.- 8. The Duane Model.- 9. Bayesian Analysis.- References.- 5. The Use of Expert Judgement in Risk Assessment.- 1. Introduction.- 2. Independence Preservation.- 3. The Quality of Experts' Judgement.- 4. Calibration Sets and Seed Variables.- 5. A Classical Model.- 6. Bayesian Models.- 7. Some Experimental Results.- References.- 6. Forecasting Software Reliability.- 1. Introduction.- 2. The Software Reliability Growth Problem.- 3. Some Software Reliability Growth Models.- 3.1 Jelinski and Moranda (JM).- 3.2 Bayesian Jelinski-Moranda (BJM).- 3.3 Littlewood (L).- 3.4 Littlewood and Verrall (LV).- 3.5 Keiller and Littlewood (KL).- 3.6 Weibull order statistics (W).- 3.7 Duane (D).- 3.8 Goel-Okumoto (GO).- 3.9 Littlewood NHPP (LNHPP).- 4. Examples of Use.- 5. Analysis of Predictive Quality.- 5.1 The u-plot.- 5.2 The y-plot, and scatter plot of u's.- 5.3 Measures of 'noise'.- 5.3.1 Braun statistic.- 5.3.2 Median variability.- 5.3.3 Rate variability.- 5.4 Prequential likelihood.- 6. Examples of Predictive Analysis.- 7. Adapting and Combining Predictions; Future Directions.- 8 Summary and Conclusions.- Acknowledgements.- References.- References.- Author index.
Author : Robert D. Brooks
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (129 download)
Download or read book A Selectivity Corrected Time Varying Beta Estimator written by Robert D. Brooks and published by . This book was released on 2006 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper explores two issues in beta estimation, specifically, time variation and thin trading. In a multivariate GARCH approach, the paper conducts an analysis of the importance of assumptions made about the correlation structure in the multivariate GARCH model. The results of Monte Carlo analysis and an empirical application to Australian stock data demonstrate that it is better to allow for time variation in the correlation structure. The paper then develops a selectivity corrected time varying beta estimator. The results of a Monte Carlo experiment show that the new estimator performs well in handling the censoring in the data. Further, when the model is applied to individual stock data for Australia it provides a model that captures the impacts of censoring and thin trading on time varying beta risk.
Author : Alan R. Andreasen
Publisher :
ISBN 13 :
Total Pages : 528 pages
Book Rating : 4.:/5 (31 download)
Download or read book The Relational Structure of Formal Organizations written by Alan R. Andreasen and published by . This book was released on 1978 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 726 pages
Book Rating : 4.:/5 (45 download)
Download or read book The C.F.A. Digest written by and published by . This book was released on 1983 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frank K. Reilly
Publisher : South Western Educational Publishing
ISBN 13 :
Total Pages : 1252 pages
Book Rating : 4.:/5 (321 download)
Download or read book Investment Analysis and Portfolio Management written by Frank K. Reilly and published by South Western Educational Publishing. This book was released on 2003 with total page 1252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to help you learn how to manage your money to derive the maximum benefit from what you earn. Mixing investment instruments and capital markets with the theoretical detail on evaluating investments and opportunities to satisfy risk-return objectives along with how investment practice and theory is influenced by globalization leaves readers with the mindset on investments to serve them well. The material is intended to be rigorous and empirical yet not overly quantitative. We continue with unparalleled international coverage, newly rewritten and reorganized derivatives material to be more intuitive and clearer, three additional chapters on derivatives pricing for those who want more detail, rewritten material on multifactor models of risk and return, and new CFA problems for more practice on computations concerning investment decisions. To manage money and investments, one needs to learn about investment alternatives and develop a way of analyzing and thinking about investments that will be of benefit and allow a foundation as new tools and investment opportunities become available. Reilly/Brown provide the best foundation, used extensively by professionals, organizations, and schools across the country. A great source for those with both a theoretical and practical need for investment expertise.
Author : Brown, Steven A.
Publisher : IGI Global
ISBN 13 : 1609601769
Total Pages : 268 pages
Book Rating : 4.6/5 (96 download)
Download or read book Ethical Issues and Security Monitoring Trends in Global Healthcare: Technological Advancements written by Brown, Steven A. and published by IGI Global. This book was released on 2010-12-31 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book identifies practices and strategies being developed using the new technologies that are available and the impact that these tools might have on public health and safety practices"--Provided by publisher.
Author : Stephen Satchell
Publisher : Elsevier
ISBN 13 : 0080550673
Total Pages : 299 pages
Book Rating : 4.0/5 (85 download)
Download or read book Forecasting Expected Returns in the Financial Markets written by Stephen Satchell and published by Elsevier. This book was released on 2011-04-08 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Author : C. Wells
Publisher : Springer Science & Business Media
ISBN 13 : 940158611X
Total Pages : 181 pages
Book Rating : 4.4/5 (15 download)
Download or read book The Kalman Filter in Finance written by C. Wells and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
