Holdings: Statistical decision problems

Statistical decision problems: selected concepts and portfolio safeguard case studies

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Bibliographic Details
Main Authors:	Zabarankin, Michael 1974- (Author), Uryasev, Stan (Author)
Format:	Electronic eBook
Language:	English
Published:	New York, NY [u.a.] Springer 2014
Series:	Springer optimization and its applications 85
Subjects:	Statistische Entscheidungstheorie
Online Access:	BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract
Physical Description:	1 Online-Ressource
ISBN:	9781461484707 9781461484714
DOI:	10.1007/978-1-4614-8471-4

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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.
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author	Zabarankin, Michael 1974- Uryasev, Stan
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spelling	Zabarankin, Michael 1974- Verfasser (DE-588)130331163 aut Statistical decision problems selected concepts and portfolio safeguard case studies Michael Zabarankin ; Stan Uryasev New York, NY [u.a.] Springer 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer optimization and its applications 85 Statistische Entscheidungstheorie (DE-588)4077850-2 gnd rswk-swf Statistische Entscheidungstheorie (DE-588)4077850-2 s 1\p DE-604 Uryasev, Stan Verfasser (DE-588)129733601 aut Springer optimization and its applications 85 (DE-604)BV039769482 85 https://doi.org/10.1007/978-1-4614-8471-4 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085261&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085261&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Zabarankin, Michael 1974- Uryasev, Stan Statistical decision problems selected concepts and portfolio safeguard case studies Springer optimization and its applications Statistische Entscheidungstheorie (DE-588)4077850-2 gnd
subject_GND	(DE-588)4077850-2
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
topic_facet	Statistische Entscheidungstheorie
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