Structural modeling of aggregated financial ratios:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2007
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 117 S. Ill., graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | STRUCTURAL MODELING OF AGGREGATED FINANCIAL RATIOS DISSERTATION ZUR
ERLANGUNG DES GRADES EINES DOKTORS DER NATURWISSENSCHAFTEN (DR. RER.
NAT) VORGELEGT VON MSC.-STAT. EMTAIR MUFTAH OTHMAN ABDALLA EINGEREICHT
BEIM FACHBEREICH MATHEMATIK DER UNIVERSITAET SIEGEN SIEGEN/DEUTSCHLAND
2007 CONTENTS ACKNOWLEDGEMENT I PREFACE II LIST OF SPECIAL SYMBOLS VII
LIST OF TABLES X LIST OF FIGURES XI 1 FINANCIAL INFORMATION 1 1.1
FINANCIAL STATEMENTS 1 1.1.1 BALANCE SHEET 1 1.1.2 INCOME STATEMENT 1
1.2 FINANCIAL RATIOS 2 1.2.1 RISK RATIOS 3 1.2.2 RETURN RATIOS 4 1.2.3
GROWTH (ECONOMIC POSITION) 5 1.2.4 EXPENSES RATIOS 6 1.2.5 CAPITAL
MARKET RATIOS 6 1.3 THE DATA 7 1.4 LIMITATIONS OF FINANCIAL RATIO
ANALYSIS 7 1.4.1 MEANING AND COMPUTATIONAL ISSUES 7 1.4.2 MANIPULATION
AND INTERPRETATION 8 1.4.3 OUTLIERS 8 2 DIMENSION REDUCTION 9 2.1
METHODOLOGY 9 2.1.1 SPECTRAL DECOMPOSITION 10 2.1.2 SINGULAR VALUE
DECOMPOSITION 10 2.1.3 PROJECTION PURSUIT 11 2.2 DIMENSION RETENTION 11
2.2.1 EIGENVALUE CRITERIA 11 2.2.2 PARALLEL ANALYSIS 12 2.2.3 VALICER S
AVERAGE PARTIAL CORRELATION 12 IV V 3 FINANCIAL RATIO MODELING 13 3.1
NONPARAMETRIC MODELING 13 3.1.1 DATA EXPLORATION 13 3.1.2 DENSITY
ESTIMATION 17 19 3.2 PARAMETRIC MODELING 20 3.2.1 TECHNICAL LIMITATIONS
OF FINANCIAL RATIOS 20 3.2.2 GAUSSIAN MODELING 21 3.2.3 STUDENT S
^-DISTRIBUTION MODELING 29 3.2.4 GAMMA (PEARSON-TYPE II) MODELING 30
3.2.5 SUM-STABLE MODELING 31 3.2.6 MAX-STABLE MODELING 33 3.2.7
POT-STABLE MODELING 36 3.3 MODELING STRUCTURES 44 3.3.1 LINEAR PRINCIPAL
COMPONENTS 44 3.3.2 KERNEL PRINCIPAL COMPONENTS 45 3.3.3 FUZZY PRINCIPAL
COMPONENTS 45 4 INTERDEPENDENCE STRUCTURE 49 4.1 DEPENDENCE MEASURES 49
4.2 CANONICAL CORRELATION ANALYSIS 50 4.2.1 LINEAR (UNCONDITIONAL)
DEPENDENCE 50 4.2.2 LINEAR CANONICAL CORRELATION 50 4.2.3 SIGNIFICANCE
OF CANONICAL CORRELATION 51 4.2.4 KERNEL CANONICAL CORRELATION 52 4.3
FACTOR ANALYSIS 53 4.3.1 SIGNIFICANCE OF FACTOR ANALYSIS 53 4.3.2
SUITABILITY OF FACTOR ANALYSIS 54 4.3.3 COMMON FACTORS 54 4.3.4
RELIABILITY OF FINANCIAL RATIOS IN FACTOR STRUCTURES 55 4.3.5 FACTOR
ROTATION 56 4.3.6 NON-GAUSSIAN FACTOR ANALYSIS 59 4.4 COPULAS 62 4.4.1
DEFINITION AND PROPERTIES 62 4.4.2 RANK CORRELATION 63 4.4.3 ASYMMETRIE
(CONDITIONAL) DEPENDENCE 65 4.4.4 TAIL DEPENDENCE 65 4.4.5 STANDARD
COPULA MODELS 67 4.4.6 COPULAS IN FINANCE 71 5 CLASSIFICATION 75 5.1
CLUSTER ANALYSIS 75 5.1.1 ATTRIBUTE CLUSTERING 75 5.1.2 OBJECT
CLUSTERING 76 5.1.3 MULTIDIMENSIONAL SCALING 76 5.1.4 NUMBER OF
SUGGESTED CLUSTERS 77 VI 5.1.5 DISSIMILARITY MEASURES 78 5.1.6
CLUSTERING ALGORITHMS 79 5.2 DISCRIMINANT ANALYSIS 82 5.2.1 LINEAR
DISCRIMINANT ANALYSIS 83 5.2.2 BAYESIAN CLASSIFIER 83 5.2.3 NEURAL
NETWORKS 85 5.3 DISCRIMINATING EXCEEDANCE MIXTURES 90 5.3.1 THEORETICAL
MODELING 91 5.3.2 IMPLEMENTATION ON SYNTHETIC MIXTURES 102 5.3.3
REAL-LIFE APPLICATIONS 112 BIBLIOGRAPHY 115
|
| adam_txt |
STRUCTURAL MODELING OF AGGREGATED FINANCIAL RATIOS DISSERTATION ZUR
ERLANGUNG DES GRADES EINES DOKTORS DER NATURWISSENSCHAFTEN (DR. RER.
NAT) VORGELEGT VON MSC.-STAT. EMTAIR MUFTAH OTHMAN ABDALLA EINGEREICHT
BEIM FACHBEREICH MATHEMATIK DER UNIVERSITAET SIEGEN SIEGEN/DEUTSCHLAND
2007 CONTENTS ACKNOWLEDGEMENT I PREFACE II LIST OF SPECIAL SYMBOLS VII
LIST OF TABLES X LIST OF FIGURES XI 1 FINANCIAL INFORMATION 1 1.1
FINANCIAL STATEMENTS 1 1.1.1 BALANCE SHEET 1 1.1.2 INCOME STATEMENT 1
1.2 FINANCIAL RATIOS 2 1.2.1 RISK RATIOS 3 1.2.2 RETURN RATIOS 4 1.2.3
GROWTH (ECONOMIC POSITION) 5 1.2.4 EXPENSES RATIOS 6 1.2.5 CAPITAL
MARKET RATIOS 6 1.3 THE DATA 7 1.4 LIMITATIONS OF FINANCIAL RATIO
ANALYSIS 7 1.4.1 MEANING AND COMPUTATIONAL ISSUES 7 1.4.2 MANIPULATION
AND INTERPRETATION 8 1.4.3 OUTLIERS 8 2 DIMENSION REDUCTION 9 2.1
METHODOLOGY 9 2.1.1 SPECTRAL DECOMPOSITION 10 2.1.2 SINGULAR VALUE
DECOMPOSITION 10 2.1.3 PROJECTION PURSUIT 11 2.2 DIMENSION RETENTION 11
2.2.1 EIGENVALUE CRITERIA 11 2.2.2 PARALLEL ANALYSIS 12 2.2.3 VALICER'S
AVERAGE PARTIAL CORRELATION 12 IV V 3 FINANCIAL RATIO MODELING 13 3.1
NONPARAMETRIC MODELING 13 3.1.1 DATA EXPLORATION 13 3.1.2 DENSITY
ESTIMATION 17 19 3.2 PARAMETRIC MODELING 20 3.2.1 TECHNICAL LIMITATIONS
OF FINANCIAL RATIOS 20 3.2.2 GAUSSIAN MODELING 21 3.2.3 STUDENT'S
^-DISTRIBUTION MODELING 29 3.2.4 GAMMA (PEARSON-TYPE II) MODELING 30
3.2.5 SUM-STABLE MODELING 31 3.2.6 MAX-STABLE MODELING 33 3.2.7
POT-STABLE MODELING 36 3.3 MODELING STRUCTURES 44 3.3.1 LINEAR PRINCIPAL
COMPONENTS 44 3.3.2 KERNEL PRINCIPAL COMPONENTS 45 3.3.3 FUZZY PRINCIPAL
COMPONENTS 45 4 INTERDEPENDENCE STRUCTURE 49 4.1 DEPENDENCE MEASURES 49
4.2 CANONICAL CORRELATION ANALYSIS 50 4.2.1 LINEAR (UNCONDITIONAL)
DEPENDENCE 50 4.2.2 LINEAR CANONICAL CORRELATION 50 4.2.3 SIGNIFICANCE
OF CANONICAL CORRELATION 51 4.2.4 KERNEL CANONICAL CORRELATION 52 4.3
FACTOR ANALYSIS 53 4.3.1 SIGNIFICANCE OF FACTOR ANALYSIS 53 4.3.2
SUITABILITY OF FACTOR ANALYSIS 54 4.3.3 COMMON FACTORS 54 4.3.4
RELIABILITY OF FINANCIAL RATIOS IN FACTOR STRUCTURES 55 4.3.5 FACTOR
ROTATION 56 4.3.6 NON-GAUSSIAN FACTOR ANALYSIS 59 4.4 COPULAS 62 4.4.1
DEFINITION AND PROPERTIES 62 4.4.2 RANK CORRELATION 63 4.4.3 ASYMMETRIE
(CONDITIONAL) DEPENDENCE 65 4.4.4 TAIL DEPENDENCE 65 4.4.5 STANDARD
COPULA MODELS 67 4.4.6 COPULAS IN FINANCE 71 5 CLASSIFICATION 75 5.1
CLUSTER ANALYSIS 75 5.1.1 ATTRIBUTE CLUSTERING 75 5.1.2 OBJECT
CLUSTERING 76 5.1.3 MULTIDIMENSIONAL SCALING 76 5.1.4 NUMBER OF
SUGGESTED CLUSTERS 77 VI 5.1.5 DISSIMILARITY MEASURES 78 5.1.6
CLUSTERING ALGORITHMS 79 5.2 DISCRIMINANT ANALYSIS 82 5.2.1 LINEAR
DISCRIMINANT ANALYSIS 83 5.2.2 BAYESIAN CLASSIFIER 83 5.2.3 NEURAL
NETWORKS 85 5.3 DISCRIMINATING EXCEEDANCE MIXTURES 90 5.3.1 THEORETICAL
MODELING 91 5.3.2 IMPLEMENTATION ON SYNTHETIC MIXTURES 102 5.3.3
REAL-LIFE APPLICATIONS 112 BIBLIOGRAPHY 115 |
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| author | Abdalla, Emtair Muftah Othman 1961- |
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| index_date | 2024-07-02T19:38:59Z |
| indexdate | 2024-07-09T21:10:39Z |
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| language | English |
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| spelling | Abdalla, Emtair Muftah Othman 1961- Verfasser (DE-588)133644669 aut Structural modeling of aggregated financial ratios von Emtair Muftah Othman Abdalla 2007 XII, 117 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Siegen, Univ., Diss., 2007 Finanzmathematik (DE-588)4017195-4 gnd rswk-swf XTREMES (DE-588)4512524-7 gnd rswk-swf MATLAB (DE-588)4329066-8 gnd rswk-swf Modellierung (DE-588)4170297-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Finanzmathematik (DE-588)4017195-4 s MATLAB (DE-588)4329066-8 s XTREMES (DE-588)4512524-7 s Modellierung (DE-588)4170297-9 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016288405&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Abdalla, Emtair Muftah Othman 1961- Structural modeling of aggregated financial ratios Finanzmathematik (DE-588)4017195-4 gnd XTREMES (DE-588)4512524-7 gnd MATLAB (DE-588)4329066-8 gnd Modellierung (DE-588)4170297-9 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4512524-7 (DE-588)4329066-8 (DE-588)4170297-9 (DE-588)4113937-9 |
| title | Structural modeling of aggregated financial ratios |
| title_auth | Structural modeling of aggregated financial ratios |
| title_exact_search | Structural modeling of aggregated financial ratios |
| title_exact_search_txtP | Structural modeling of aggregated financial ratios |
| title_full | Structural modeling of aggregated financial ratios von Emtair Muftah Othman Abdalla |
| title_fullStr | Structural modeling of aggregated financial ratios von Emtair Muftah Othman Abdalla |
| title_full_unstemmed | Structural modeling of aggregated financial ratios von Emtair Muftah Othman Abdalla |
| title_short | Structural modeling of aggregated financial ratios |
| title_sort | structural modeling of aggregated financial ratios |
| topic | Finanzmathematik (DE-588)4017195-4 gnd XTREMES (DE-588)4512524-7 gnd MATLAB (DE-588)4329066-8 gnd Modellierung (DE-588)4170297-9 gnd |
| topic_facet | Finanzmathematik XTREMES MATLAB Modellierung Hochschulschrift |
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