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Dynamic Partial Correlation Models
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Book Synopsis Dynamic Partial Correlation Models by : Enzo D'Innocenzo
Download or read book Dynamic Partial Correlation Models written by Enzo D'Innocenzo and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce a new, easily scalable model for dynamic conditional correlation matrices based on a recursion of dynamic bivariate partial correlation models. By exploiting the model's recursive structure and the theory of perturbed stochastic recurrence equations, we establish stationarity, ergodicity, and filter invertibility in the multivariate setting using conditions for bivariate slices of the data only. From this, we establish consistency and asymptotic normality of the maximum likelihood estimator for the model's static parameters. The new model outperforms benchmarks like the t-cDCC and the multivariate t-GAS, both in simulations and in an in-sample and outof-sample asset pricing application to 1980-2021 US stock returns across twelve industries.
Book Synopsis Dynamic Asset Correlations Based on Vines by : Benjamin Poignard
Download or read book Dynamic Asset Correlations Based on Vines written by Benjamin Poignard and published by . This book was released on 2016 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: We develop a new method for generating dynamics of conditional correlation matrices between asset returns. These correlation matrices will be parameterized by a subset of their partial correlations,whose structure will be described by an undirected graph called 'vine.' Since such partial correlation processes can be specified separately, our approach provides very flexible and potentially parsimonious multivariate processes. We introduce the so-called 'vine-GARCH' class of processes and describe a quasi-maximum likelihood (QML) estimation procedure. Compared to other usual techniques, particularly for the Dynamic Conditional Correlation family, inference is simpler and can be led equation per equation. We compare our models with some DCC-type specifications through some simulated experiments and we evaluate their empirical performances by exploiting a database of daily stock returns.
Book Synopsis Modeling the Dynamics and Consequences of Land System Change by : Xiangzheng Deng
Download or read book Modeling the Dynamics and Consequences of Land System Change written by Xiangzheng Deng and published by Springer Science & Business Media. This book was released on 2011-12-22 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Modeling the Dynamics and Consequences of Land System Change" introduces an innovative three-tier architecture approach for modeling the dynamics and consequences of land system change. It also describes the principle, modules and the applications of the three-tier architecture model in detail. The approach holds strong potential for accurate predictions of the land use structure at the regional level, simulating the land use pattern at pixel level and evaluating the consequences of land system change. The simulation results can be used for the planning of land use, urban development, regional development, environmental protection, and also serve as valuable information for decision making concerning land management and optimal utilization of land resources. The book is intended for the researchers and professionals in land use or land systems, regional environmental change, ecological conservation, as well as the land resource administrative agencies and environmental protection agencies. Professor Xiangzheng Deng is a senior research fellow at the Institute of Geographic Sciences and Natural Resources Research, Chinese Academy of Sciences, China.
Book Synopsis Medical Image Computing and Computer Assisted Intervention − MICCAI 2017 by : Maxime Descoteaux
Download or read book Medical Image Computing and Computer Assisted Intervention − MICCAI 2017 written by Maxime Descoteaux and published by Springer. This book was released on 2017-09-03 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three-volume set LNCS 10433, 10434, and 10435 constitutes the refereed proceedings of the 20th International Conference on Medical Image Computing and Computer-Assisted Intervention, MICCAI 2017, held inQuebec City, Canada, in September 2017. The 255 revised full papers presented were carefully reviewed and selected from 800 submissions in a two-phase review process. The papers have been organized in the following topical sections: Part I: atlas and surface-based techniques; shape and patch-based techniques; registration techniques, functional imaging, connectivity, and brain parcellation; diffusion magnetic resonance imaging (dMRI) and tensor/fiber processing; and image segmentation and modelling. Part II: optical imaging; airway and vessel analysis; motion and cardiac analysis; tumor processing; planning and simulation for medical interventions; interventional imaging and navigation; and medical image computing. Part III: feature extraction and classification techniques; and machine learning in medical image computing.
Book Synopsis A Class of Generalized Dynamic Correlation Models by : Zhongfang He
Download or read book A Class of Generalized Dynamic Correlation Models written by Zhongfang He and published by . This book was released on 2018 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes a class of parametric correlation models that apply a two-layer autoregressive-moving-average structure to the dynamics of correlation matrices. The proposed model contains the Dynamic Conditional Correlation model of Engle (2002) and the Varying Correlation model of Tse and Tsui (2002) as special cases and offers greater flexibility in a parsimonious way. Performance of the proposed model is illustrated in a simulation exercise and an application to the U.S. stock indices.
Book Synopsis Analysis of Dynamic Psychological Systems by : H.E. Fitzgerald
Download or read book Analysis of Dynamic Psychological Systems written by H.E. Fitzgerald and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on sources from a wide range of disciplines, this first volume of a two volume tutorial on systems theory focuses on non-linear dynamical techniques for analysis of feedback processes, information flow, decision making, control theory, and modeling of human behavioral systems.
Book Synopsis Dynamics and Control of Process Systems 2004 by : Sirish Shah
Download or read book Dynamics and Control of Process Systems 2004 written by Sirish Shah and published by Elsevier. This book was released on 2005-06-10 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Philip R.van Loocke Publisher :Springer Science & Business Media ISBN 13 :9783540576471 Total Pages :360 pages Book Rating :4.5/5 (764 download)
Book Synopsis The Dynamics of Concepts by : Philip R.van Loocke
Download or read book The Dynamics of Concepts written by Philip R.van Loocke and published by Springer Science & Business Media. This book was released on 1994-01-28 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a model for concepts and their dynamics. A basic assumptionis that concepts are composed of specified components, which are representedby large binary patterns whose psychological meaning is governed by the interaction between conceptual modules and other functional modules. A recurrent connectionist model is developed in which some inputs are attracted faster than others by an attractor, where convergence times can beinterpreted as decision latencies. The learning rule proposed is extracted from psychological experiments. The rule has the property that that whena context becomes more familiar, the associations between the concepts of the context spontaneously evolve from loose associations to a more taxonomicorganization.
Book Synopsis Probabilistic Graphical Models for Genetics, Genomics, and Postgenomics by : Christine Sinoquet
Download or read book Probabilistic Graphical Models for Genetics, Genomics, and Postgenomics written by Christine Sinoquet and published by OUP Oxford. This book was released on 2014-09-18 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays bioinformaticians and geneticists are faced with myriad high-throughput data usually presenting the characteristics of uncertainty, high dimensionality and large complexity. These data will only allow insights into this wealth of so-called 'omics' data if represented by flexible and scalable models, prior to any further analysis. At the interface between statistics and machine learning, probabilistic graphical models (PGMs) represent a powerful formalism to discover complex networks of relations. These models are also amenable to incorporating a priori biological information. Network reconstruction from gene expression data represents perhaps the most emblematic area of research where PGMs have been successfully applied. However these models have also created renewed interest in genetics in the broad sense, in particular regarding association genetics, causality discovery, prediction of outcomes, detection of copy number variations, and epigenetics. This book provides an overview of the applications of PGMs to genetics, genomics and postgenomics to meet this increased interest. A salient feature of bioinformatics, interdisciplinarity, reaches its limit when an intricate cooperation between domain specialists is requested. Currently, few people are specialists in the design of advanced methods using probabilistic graphical models for postgenomics or genetics. This book deciphers such models so that their perceived difficulty no longer hinders their use and focuses on fifteen illustrations showing the mechanisms behind the models. Probabilistic Graphical Models for Genetics, Genomics and Postgenomics covers six main themes: (1) Gene network inference (2) Causality discovery (3) Association genetics (4) Epigenetics (5) Detection of copy number variations (6) Prediction of outcomes from high-dimensional genomic data. Written by leading international experts, this is a collection of the most advanced work at the crossroads of probabilistic graphical models and genetics, genomics, and postgenomics. The self-contained chapters provide an enlightened account of the pros and cons of applying these powerful techniques.
Book Synopsis Solution Models based on Symmetric and Asymmetric Information by : Edmundas Kazimieras Zavadskas
Download or read book Solution Models based on Symmetric and Asymmetric Information written by Edmundas Kazimieras Zavadskas and published by MDPI. This book was released on 2019-06-05 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Special Issue covers symmetry and asymmetry phenomena occurring in real-life problems. We invited authors to submit their theoretical or experimental research presenting engineering and economic problem solution models dealing with the symmetry or asymmetry of different types of information. The issue gained interest in the research community and received many submissions. After rigorous scientific evaluation by editors and reviewers, nine papers were accepted and published. The authors proposed different MADM and MODM solution models as integrated tools to find a balance between the components of sustainable global development, to find a symmetry axis concerning goals, risks, and constraints to cope with the complicated problems. Most approaches suggested decision models under uncertainty, combining the usual decision-making methods with interval-valued fuzzy or rough sets theory, also Z numbers. The application fields of the proposed models involved both problems of technological sciences and social sciences. The papers cover three essential areas: engineering, economy, and management. We hope that a summary of the Special Issue as provided here will encourage a detailed analysis of the papers included in the Printed Edition.
Book Synopsis Topics on the Dynamics of Civil Structures, Volume 1 by : Juan Caicedo
Download or read book Topics on the Dynamics of Civil Structures, Volume 1 written by Juan Caicedo and published by Springer Science & Business Media. This book was released on 2012-04-06 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics on the Dynamics of Civil Structures, Volume 1, Proceedings of the 30th IMAC, A Conference and Exposition on Structural Dynamics, 2012, the first volume of six from the Conference, brings together 45 contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Human Induced Vibrations Bridge Dynamics Operational Modal Analysis Experimental Techniques and Modeling for Civil Structures System Identification for Civil Structures Method and Technologies for Bridge Monitoring Damage Detection for Civil Structures Structural Modeling Vibration Control Method and Approaches for Civil Structures Modal Testing of Civil Structures
Book Synopsis Mathematical Modeling for Computer Applications by : Biswadip Basu Mallik
Download or read book Mathematical Modeling for Computer Applications written by Biswadip Basu Mallik and published by John Wiley & Sons. This book was released on 2024-10-08 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Introduction to Partial Correlations by :
Download or read book An Introduction to Partial Correlations written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Dr Gregg Harbaugh explains partial correlation and shows how it can be used to describe relationships among confusing data. He uses multiple regression and bivariate correlation models to look at data in different ways.
Book Synopsis On the Stationarity of Dynamic Conditional Correlation Models by : Jean-David Fermanian
Download or read book On the Stationarity of Dynamic Conditional Correlation Models written by Jean-David Fermanian and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Innovations in Classification, Data Science, and Information Systems by : Daniel Baier
Download or read book Innovations in Classification, Data Science, and Information Systems written by Daniel Baier and published by Springer Science & Business Media. This book was released on 2006-06-06 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume presents innovations in data analysis and classification and gives an overview of the state of the art in these scientific fields and applications. Areas that receive considerable attention in the book are discrimination and clustering, data analysis and statistics, as well as applications in marketing, finance, and medicine. The reader will find material on recent technical and methodological developments and a large number of applications demonstrating the usefulness of the newly developed techniques.
Book Synopsis Soft Sensors for Monitoring and Control of Industrial Processes by : Luigi Fortuna
Download or read book Soft Sensors for Monitoring and Control of Industrial Processes written by Luigi Fortuna and published by Springer Science & Business Media. This book was released on 2007-05-31 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews current design paths for soft sensors, and guides readers in evaluating different choices. The book presents case studies resulting from collaborations between the authors and industrial partners. The solutions presented, some of which are implemented on-line in industrial plants, are designed to cope with a wide range of applications from measuring system backup and what-if analysis through real-time prediction for plant control to sensor diagnosis and validation.
Book Synopsis Socioeconomic Dynamics of the COVID-19 Crisis by : Nezameddin Faghih
Download or read book Socioeconomic Dynamics of the COVID-19 Crisis written by Nezameddin Faghih and published by Springer Nature. This book was released on 2022-01-13 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book depicts and reveals the socioeconomic dynamics of the COVID-19 crisis, and its global, regional, and local perspectives. Explicitly interdisciplinary, this volume embraces a wide spectrum of topics across economics, business, public management, psychology, and public health. Written by global experts, each chapter offers a snapshot of an emerging aspect of the COVID-19 crisis for the benefit of academics and students, as well as the institutional, economic, social, and developmental policymakers and health practitioners on the ground.
