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Are Analysts Loss Functions Asymmetric
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Book Synopsis Bayesian Analysis in Statistics and Econometrics by : Donald A. Berry
Download or read book Bayesian Analysis in Statistics and Econometrics written by Donald A. Berry and published by John Wiley & Sons. This book was released on 1996 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Book Synopsis Medical Image Understanding and Analysis by : Guang Yang
Download or read book Medical Image Understanding and Analysis written by Guang Yang and published by Springer Nature. This book was released on 2022-07-25 with total page 913 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 26th Conference on Medical Image Understanding and Analysis, MIUA 2022, held in Cambridge, UK, in July 2022. The 65 full papers presented were carefully reviewed and selected from 95 submissions. They were organized according to following topical sections: biomarker detection; image registration, and reconstruction; image segmentation; generative models, biomedical simulation and modelling; classification; image enhancement, quality assessment, and data privacy; radiomics, predictive models, and quantitative imaging. Chapter “FCN-Transformer Feature Fusion for Polyp Segmentation” is available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Book Synopsis Methods for the Analysis of Asymmetric Proximity Data by : Giuseppe Bove
Download or read book Methods for the Analysis of Asymmetric Proximity Data written by Giuseppe Bove and published by Springer Nature. This book was released on 2021-08-14 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible introduction and practical guidelines to apply asymmetric multidimensional scaling, cluster analysis, and related methods to asymmetric one-mode two-way and three-way asymmetric data. A major objective of this book is to present to applied researchers a set of methods and algorithms for graphical representation and clustering of asymmetric relationships. Data frequently concern measurements of asymmetric relationships between pairs of objects from a given set (e.g., subjects, variables, attributes,...), collected in one or more matrices. Examples abound in many different fields such as psychology, sociology, marketing research, and linguistics and more recently several applications have appeared in technological areas including cybernetics, air traffic control, robotics, and network analysis. The capabilities of the presented algorithms are illustrated by carefully chosen examples and supported by extensive data analyses. A review of the specialized statistical software available for the applications is also provided. This monograph is highly recommended to readers who need a complete and up-to-date reference on methods for asymmetric proximity data analysis.
Book Synopsis Uncertainty by : Millett Granger Morgan
Download or read book Uncertainty written by Millett Granger Morgan and published by Cambridge University Press. This book was released on 1990 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: A risk analysis textbook which is intended as a basic text for students as well as a reference for practitioners and researchers. It provides a basis for policy analysis and draws upon a variety of case studies.
Book Synopsis Essays in Nonlinear Time Series Econometrics by : Niels Haldrup
Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Book Synopsis The Structural Econometric Time Series Analysis Approach by : Arnold Zellner
Download or read book The Structural Econometric Time Series Analysis Approach written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-10-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.
Book Synopsis Survival Analysis: State of the Art by : John P. Klein
Download or read book Survival Analysis: State of the Art written by John P. Klein and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Survival analysis is a highly active area of research with applications spanning the physical, engineering, biological, and social sciences. In addition to statisticians and biostatisticians, researchers in this area include epidemiologists, reliability engineers, demographers and economists. The economists survival analysis by the name of duration analysis and the analysis of transition data. We attempted to bring together leading researchers, with a common interest in developing methodology in survival analysis, at the NATO Advanced Research Workshop. The research works collected in this volume are based on the presentations at the Workshop. Analysis of survival experiments is complicated by issues of censoring, where only partial observation of an individual's life length is available and left truncation, where individuals enter the study group if their life lengths exceed a given threshold time. Application of the theory of counting processes to survival analysis, as developed by the Scandinavian School, has allowed for substantial advances in the procedures for analyzing such experiments. The increased use of computer intensive solutions to inference problems in survival analysis~ in both the classical and Bayesian settings, is also evident throughout the volume. Several areas of research have received special attention in the volume.
Book Synopsis Bayesian Analysis for the Social Sciences by : Simon Jackman
Download or read book Bayesian Analysis for the Social Sciences written by Simon Jackman and published by John Wiley & Sons. This book was released on 2009-10-27 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian methods are increasingly being used in the social sciences, as the problems encountered lend themselves so naturally to the subjective qualities of Bayesian methodology. This book provides an accessible introduction to Bayesian methods, tailored specifically for social science students. It contains lots of real examples from political science, psychology, sociology, and economics, exercises in all chapters, and detailed descriptions of all the key concepts, without assuming any background in statistics beyond a first course. It features examples of how to implement the methods using WinBUGS – the most-widely used Bayesian analysis software in the world – and R – an open-source statistical software. The book is supported by a Website featuring WinBUGS and R code, and data sets.
Book Synopsis Statistical Methods for Spatial Data Analysis by : Oliver Schabenberger
Download or read book Statistical Methods for Spatial Data Analysis written by Oliver Schabenberger and published by CRC Press. This book was released on 2017-01-27 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding spatial statistics requires tools from applied and mathematical statistics, linear model theory, regression, time series, and stochastic processes. It also requires a mindset that focuses on the unique characteristics of spatial data and the development of specialized analytical tools designed explicitly for spatial data analysis. Statistical Methods for Spatial Data Analysis answers the demand for a text that incorporates all of these factors by presenting a balanced exposition that explores both the theoretical foundations of the field of spatial statistics as well as practical methods for the analysis of spatial data. This book is a comprehensive and illustrative treatment of basic statistical theory and methods for spatial data analysis, employing a model-based and frequentist approach that emphasizes the spatial domain. It introduces essential tools and approaches including: measures of autocorrelation and their role in data analysis; the background and theoretical framework supporting random fields; the analysis of mapped spatial point patterns; estimation and modeling of the covariance function and semivariogram; a comprehensive treatment of spatial analysis in the spectral domain; and spatial prediction and kriging. The volume also delivers a thorough analysis of spatial regression, providing a detailed development of linear models with uncorrelated errors, linear models with spatially-correlated errors and generalized linear mixed models for spatial data. It succinctly discusses Bayesian hierarchical models and concludes with reviews on simulating random fields, non-stationary covariance, and spatio-temporal processes. Additional material on the CRC Press website supplements the content of this book. The site provides data sets used as examples in the text, software code that can be used to implement many of the principal methods described and illustrated, and updates to the text itself.
Book Synopsis Handbook Of Applied Econometrics And Statistical Inference by : Aman Ullah
Download or read book Handbook Of Applied Econometrics And Statistical Inference written by Aman Ullah and published by CRC Press. This book was released on 2002-01-29 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.
Book Synopsis Financial Risk Management with Bayesian Estimation of GARCH Models by : David Ardia
Download or read book Financial Risk Management with Bayesian Estimation of GARCH Models written by David Ardia and published by Springer Science & Business Media. This book was released on 2008-05-08 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique. As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters. The author is indebted to numerous individuals for help in the preparation of this study. Primarily, I owe a great debt to Prof. Dr. Philippe J. Deschamps who inspired me to study Bayesian econometrics, suggested the subject, guided me under his supervision and encouraged my research. I would also like to thank Prof. Dr. Martin Wallmeier and my colleagues of the Department of Quantitative Economics, in particular Michael Beer, Roberto Cerratti and Gilles Kaltenrieder, for their useful comments and discussions. I am very indebted to my friends Carlos Ord as Criado, Julien A. Straubhaar, J er ^ ome Ph. A. Taillard and Mathieu Vuilleumier, for their support in the elds of economics, mathematics and statistics. Thanks also to my friend Kevin Barnes who helped with my English in this work. Finally, I am greatly indebted to my parents and grandparents for their support and encouragement while I was struggling with the writing of this thesis.
Book Synopsis Monetary Policy with a Convex Phillips Curve and Asymmetric Loss by : Demosthenes N. Tambakis
Download or read book Monetary Policy with a Convex Phillips Curve and Asymmetric Loss written by Demosthenes N. Tambakis and published by International Monetary Fund. This book was released on 1998-02-01 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent theoretical and empirical work has cast doubt on the hypotheses of a linear Phillips curve and a symmetric quadratic loss function underlying traditional thinking on monetary policy. This paper analyzes the Barro-Gordon optimal monetary policy problem under alternative loss functions—including an asymmetric loss function corresponding to the “opportunistic approach” to disinflation—when the Phillips curve is convex. Numerical simulations are used to compare the implications of the alternative loss functions for equilibrium levels of inflation and unemployment. For parameter estimates relevant to the United States, the symmetric loss function dominates the asymmetric alternative.
Book Synopsis Managing Information Risk and the Economics of Security by : M. Eric Johnson
Download or read book Managing Information Risk and the Economics of Security written by M. Eric Johnson and published by Springer Science & Business Media. This book was released on 2009-04-05 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: Security has been a human concern since the dawn of time. With the rise of the digital society, information security has rapidly grown to an area of serious study and ongoing research. While much research has focused on the technical aspects of computer security, far less attention has been given to the management issues of information risk and the economic concerns facing firms and nations. Managing Information Risk and the Economics of Security provides leading edge thinking on the security issues facing managers, policy makers, and individuals. Many of the chapters of this volume were presented and debated at the 2008 Workshop on the Economics of Information Security (WEIS), hosted by the Tuck School of Business at Dartmouth College. Sponsored by Tuck’s Center for Digital Strategies and the Institute for Information Infrastructure Protection (I3P), the conference brought together over one hundred information security experts, researchers, academics, reporters, corporate executives, government officials, cyber crime investigators and prosecutors. The group represented the global nature of information security with participants from China, Italy, Germany, Canada, Australia, Denmark, Japan, Sweden, Switzerland, the United Kingdom and the US. This volume would not be possible without the dedicated work Xia Zhao (of Dartmouth College and now the University of North Carolina, Greensboro) who acted as the technical editor.
Book Synopsis System-Theoretic Methods in Economic Modelling II by : S. Mittnik
Download or read book System-Theoretic Methods in Economic Modelling II written by S. Mittnik and published by Elsevier. This book was released on 2014-06-28 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoretic concepts with economic modelling processes. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling. This volume initiates new and intensifies existing debate between researchers and practitioners within and across the disciplines involved, with the objective of encouraging interdisciplinary research. The papers are split into four sections - estimation, filtering and smoothing problems in the context of state space modelling; applying the state space concept to financial modelling; modelling rational expectation; and a miscellaneous section including a follow-up case study by Tse and Khilnani on their integrated system model for a fishery management process, which featured in the first volume.
Book Synopsis Analysis of Poverty Data by Small Area Estimation by : Monica Pratesi
Download or read book Analysis of Poverty Data by Small Area Estimation written by Monica Pratesi and published by John Wiley & Sons. This book was released on 2016-02-23 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to implementing SAE methods for poverty studies and poverty mapping There is an increasingly urgent demand for poverty and living conditions data, in relation to local areas and/or subpopulations. Policy makers and stakeholders need indicators and maps of poverty and living conditions in order to formulate and implement policies, (re)distribute resources, and measure the effect of local policy actions. Small Area Estimation (SAE) plays a crucial role in producing statistically sound estimates for poverty mapping. This book offers a comprehensive source of information regarding the use of SAE methods adapted to these distinctive features of poverty data derived from surveys and administrative archives. The book covers the definition of poverty indicators, data collection and integration methods, the impact of sampling design, weighting and variance estimation, the issue of SAE modelling and robustness, the spatio-temporal modelling of poverty, and the SAE of the distribution function of income and inequalities. Examples of data analyses and applications are provided, and the book is supported by a website describing scripts written in SAS or R software, which accompany the majority of the presented methods. Key features: Presents a comprehensive review of SAE methods for poverty mapping Demonstrates the applications of SAE methods using real-life case studies Offers guidance on the use of routines and choice of websites from which to download them Analysis of Poverty Data by Small Area Estimation offers an introduction to advanced techniques from both a practical and a methodological perspective, and will prove an invaluable resource for researchers actively engaged in organizing, managing and conducting studies on poverty.
Book Synopsis Determinants of Earnings Forecast Error, Earnings Forecast Revision and Earnings Forecast Accuracy by : Sebastian Gell
Download or read book Determinants of Earnings Forecast Error, Earnings Forecast Revision and Earnings Forecast Accuracy written by Sebastian Gell and published by Springer Science & Business Media. This book was released on 2012-03-26 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Earnings forecasts are ubiquitous in today’s financial markets. They are essential indicators of future firm performance and a starting point for firm valuation. Extremely inaccurate and overoptimistic forecasts during the most recent financial crisis have raised serious doubts regarding the reliability of such forecasts. This thesis therefore investigates new determinants of forecast errors and accuracy. In addition, new determinants of forecast revisions are examined. More specifically, the thesis answers the following questions: 1) How do analyst incentives lead to forecast errors? 2) How do changes in analyst incentives lead to forecast revisions?, and 3) What factors drive differences in forecast accuracy?
Book Synopsis NBER Macroeconomics Annual 2015 by : Martin Eichenbaum
Download or read book NBER Macroeconomics Annual 2015 written by Martin Eichenbaum and published by University of Chicago Press. This book was released on 2016-06-22 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: This year, the NBER Macroeconomics Annual celebrates its thirtieth volume. The first two papers examine China’s macroeconomic development. “Trends and Cycles in China's Macroeconomy” by Chun Chang, Kaiji Chen, Daniel F. Waggoner, and Tao Zha outlines the key characteristics of growth and business cycles in China. “Demystifying the Chinese Housing Boom” by Hanming Fang, Quanlin Gu, Wei Xiong, and Li-An Zhou constructs a new house price index, showing that Chinese house prices have grown by ten percent per year over the past decade. The third paper, “External and Public Debt Crises” by Cristina Arellano, Andrew Atkeson, and Mark Wright, asks why there appear to be large differences across countries and subnational jurisdictions in the effect of rising public debts on economic outcomes. The fourth, “Networks and the Macroeconomy: An Empirical Exploration” by Daron Acemoglu, Ufuk Akcigit, and William Kerr, explains how the network structure of the US economy propagates the effect of gross output productivity shocks across upstream and downstream sectors. The fifth and sixth papers investigate the usefulness of surveys of household’s beliefs for understanding economic phenomena. “Expectations and Investment,” by Nicola Gennaioli, Yueran Ma, and Andrei Shleifer, demonstrates that a chief financial officer's expectations of a firm's future earnings growth is related to both the planned and actual future investment of that firm. “Declining Desire to Work and Downward Trends in Unemployment and Participation” by Regis Barnichon and Andrew Figura shows that an increasing number of prime-age Americans who are not in the labor force report no desire to work and that this decline accelerated during the second half of the 1990s.
