Statistical decision problems: selected concepts and portfolio safeguard case studies
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY [u.a.]
Springer
2014
|
| Schriftenreihe: | Springer optimization and its applications
85 |
| Schlagworte: | |
| Online-Zugang: | BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781461484707 9781461484714 |
| DOI: | 10.1007/978-1-4614-8471-4 |
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Datensatz im Suchindex
| _version_ | 1804151869184933888 |
|---|---|
| adam_text | STATISTICAL DECISION PROBLEMS
/ ZABARANKIN, MICHAEL
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
1. RANDOM VARIABLES
2. DEVIATION, RISK, AND ERROR MEASURES
3. PROBABILISTIC INEQUALITIES
4. MAXIMUM LIKELIHOOD METHOD
5. ENTROPY MAXIMIZATION
6. REGRESSION MODELS
7. CLASSIFICATION
8. STATISTICAL DECISION MODELS WITH RISK AND DEVIATION
9. PORTFOLIO SAFEGUARD CASE STUDIES
INDEX
REFERENCES
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STATISTICAL DECISION PROBLEMS
/ ZABARANKIN, MICHAEL
: 2014
ABSTRACT / INHALTSTEXT
STATISTICAL DECISION PROBLEMS PRESENTS A QUICK AND CONCISE INTRODUCTION
INTO THE THEORY OF RISK, DEVIATION AND ERROR MEASURES THAT PLAY A KEY
ROLE IN STATISTICAL DECISION PROBLEMS. IT INTRODUCES STATE-OF-THE-ART
PRACTICAL DECISION MAKING THROUGH TWENTY-ONE CASE STUDIES FROM REAL-LIFE
APPLICATIONS. THE CASE STUDIES COVER A BROAD AREA OF TOPICS AND THE
AUTHORS INCLUDE LINKS WITH SOURCE CODE AND DATA, A VERY HELPFUL TOOL FOR
THE READER. IN ITS CORE, THE TEXT DEMONSTRATES HOW TO USE DIFFERENT
FACTORS TO FORMULATE STATISTICAL DECISION PROBLEMS ARISING IN VARIOUS
RISK MANAGEMENT APPLICATIONS, SUCH AS OPTIMAL HEDGING, PORTFOLIO
OPTIMIZATION, CASH FLOW MATCHING, CLASSIFICATION, AND MORE. THE
PRESENTATION IS ORGANIZED INTO THREE PARTS: SELECTED CONCEPTS OF
STATISTICAL DECISION THEORY, STATISTICAL DECISION PROBLEMS, AND CASE
STUDIES WITH PORTFOLIO SAFEGUARD. THE TEXT IS PRIMARILY AIMED AT
PRACTITIONERS IN THE AREAS OF RISK MANAGEMENT, DECISION MAKING, AND
STATISTICS. HOWEVER, THE INCLUSION OF A FAIR BIT OF MATHEMATICAL RIGOR
RENDERS THIS MONOGRAPH AN EXCELLENT INTRODUCTION TO THE THEORY OF
GENERAL ERROR, DEVIATION, AND RISK MEASURES FOR GRADUATE STUDENTS. IT
CAN BE USED AS SUPPLEMENTARY READING FOR GRADUATE COURSES INCLUDING
STATISTICAL ANALYSIS, DATA MINING, STOCHASTIC PROGRAMMING, FINANCIAL
ENGINEERING, TO NAME A FEW. THE HIGH LEVEL OF DETAIL MAY SERVE USEFUL TO
APPLIED MATHEMATICIANS, ENGINEERS, AND STATISTICIANS INTERESTED IN
MODELING AND MANAGING RISK IN VARIOUS APPLICATIONS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Zabarankin, Michael 1974- Uryasev, Stan |
| author_GND | (DE-588)130331163 (DE-588)129733601 |
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| author_role | aut aut |
| author_sort | Zabarankin, Michael 1974- |
| author_variant | m z mz s u su |
| building | Verbundindex |
| bvnumber | BV041644528 |
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| dewey-full | 330 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330 |
| dewey-search | 330 |
| dewey-sort | 3330 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4614-8471-4 |
| format | Electronic eBook |
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| title | Statistical decision problems selected concepts and portfolio safeguard case studies |
| title_auth | Statistical decision problems selected concepts and portfolio safeguard case studies |
| title_exact_search | Statistical decision problems selected concepts and portfolio safeguard case studies |
| title_full | Statistical decision problems selected concepts and portfolio safeguard case studies Michael Zabarankin ; Stan Uryasev |
| title_fullStr | Statistical decision problems selected concepts and portfolio safeguard case studies Michael Zabarankin ; Stan Uryasev |
| title_full_unstemmed | Statistical decision problems selected concepts and portfolio safeguard case studies Michael Zabarankin ; Stan Uryasev |
| title_short | Statistical decision problems |
| title_sort | statistical decision problems selected concepts and portfolio safeguard case studies |
| title_sub | selected concepts and portfolio safeguard case studies |
| topic | Statistische Entscheidungstheorie (DE-588)4077850-2 gnd |
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