Data Analysis and Related Applications. 3, Theory and practice -- new approaches
Published
Newark : John Wiley & Sons, Incorporated, 2024.
Status
Available Online
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Format
Language
English
ISBN
9781394284061, 1394284063, 9781394284054, 1394284055, 1394284047, 9781394284047
UPC
10.1002/9781394284061
Notes
General Note
Description based upon print version of record.
General Note
Chapter 8. Numerical Studies of Implied Volatility Expansions Under the Gatheral Model
Description
The book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The chapters of this collaborative work represent a cross-section of current research interests in the above scientific areas. The collected material has been divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications. The published data analysis methodology includes the updated state-of-the-art rapidly developed theory and applications of data expansion, both of which go through outstanding changes nowadays. New approaches are expected to deliver and have been developed, including Artificial Intelligence.
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O'Reilly O'Reilly Online Learning: Academic/Public Library Edition
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Citations
APA Citation, 7th Edition (style guide)
Dimotikalis, Y., & Skiadas, C. H. (2024). Data Analysis and Related Applications . John Wiley & Sons, Incorporated.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Dimotikalis, Yiannis and Christos H. Skiadas. 2024. Data Analysis and Related Applications. Newark: John Wiley & Sons, Incorporated.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Dimotikalis, Yiannis and Christos H. Skiadas. Data Analysis and Related Applications Newark: John Wiley & Sons, Incorporated, 2024.
Harvard Citation (style guide)Dimotikalis, Y. and Skiadas, C. H. (2024). Data analysis and related applications. Newark: John Wiley & Sons, Incorporated.
MLA Citation, 9th Edition (style guide)Dimotikalis, Yiannis., and Christos H Skiadas. Data Analysis and Related Applications John Wiley & Sons, Incorporated, 2024.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
3bfcc606-0e5b-6c7b-adf5-e61cb572369b-eng
Grouping Information
| Grouped Work ID | 3bfcc606-0e5b-6c7b-adf5-e61cb572369b-eng |
|---|---|
| Full title | data analysis and related applications 3 theory and practice new approaches |
| Author | yianni dimotikalis christos h skiadas |
| Grouping Category | book |
| Last Update | 2025-01-24 12:33:29PM |
| Last Indexed | 2025-02-27 03:12:32AM |
Book Cover Information
| Image Source | syndetics |
|---|---|
| First Loaded | Feb 3, 2025 |
| Last Used | Feb 3, 2025 |
Marc Record
| First Detected | Dec 16, 2024 11:30:05 PM |
|---|---|
| Last File Modification Time | Dec 17, 2024 08:29:15 AM |
| Suppressed | Record had no items |
MARC Record
| LEADER | 06334cam a2200613Mu 4500 | ||
|---|---|---|---|
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| 035 | |a (OCoLC)1429723091|z (OCoLC)1432596495 | ||
| 037 | |a 9781786309624|b O'Reilly Media | ||
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| 245 | 0 | 0 | |a Data Analysis and Related Applications.|n 3,|p Theory and practice -- new approaches /|c edited by Yianni Dimotikalis, Christos H. Skiadas. |
| 246 | 3 | 0 | |a Theory and practice -- new approaches |
| 260 | |a Newark :|b John Wiley & Sons, Incorporated,|c 2024. | ||
| 300 | |a 1 online resource (298 p.) | ||
| 336 | |a text|b txt|2 rdacontent | ||
| 337 | |a computer|b c|2 rdamedia | ||
| 338 | |a online resource|b cr|2 rdacarrier | ||
| 490 | 1 | |a Innovation, entrepreneurship and management series. Big data, artificial intelligence, and data analysis set ;|v v. 11 | |
| 500 | |a Description based upon print version of record. | ||
| 500 | |a Chapter 8. Numerical Studies of Implied Volatility Expansions Under the Gatheral Model | ||
| 505 | 0 | |a Cover -- Title Page -- Copyright Page -- Contents -- Part 1. Data Analysis Classification -- Chapter 1. Walking into the Digital Era: Comparison of the European Union Countries in the Last Decade -- 1.1. Introduction -- 1.1.1. The dataset -- 1.1.2. Preliminary analysis of the data -- 1.2. Double principal component analysis: a brief description -- 1.3. Representation of the trajectories -- 1.4. Some final conclusions -- 1.5. Acknowledgements -- 1.6. References -- Chapter 2. Multivariate Kernel Discrimination Applied to Bank Loan Classification -- 2.1. Introduction | |
| 505 | 8 | |a 2.2. Multivariate kernel density estimation -- 2.2.1. Kernel density estimator -- 2.2.2. The optimal bandwidth -- 2.3. Kernel discriminant analysis -- 2.4. Applying kernel discriminant analysis to local data -- 2.4.1. Description of data -- 2.4.2. Variable selection -- 2.5. Conclusion -- 2.6. References -- Chapter 3. Introducing an Ontology of Adolescents' Digital Leisure -- 3.1. Introduction -- 3.2. Related work -- 3.3. Ontology -- 3.4. Description of the ontology construction -- 3.5. Data annotation -- 3.6. Conclusions -- 3.7. Acknowledgments -- 3.8. References | |
| 505 | 8 | |a Chapter 4. Blackjack and the Kelly Bet: A Simulation Assessment of Selected Playing Strategies -- 4.1. Introduction -- 4.2. Blackjack -- 4.2.1. Rules of the game -- 4.3. Kelly bet -- 4.4. Simulation study -- 4.4.1. Modeling assumptions -- 4.5. Empirical results -- 4.6. Conclusions -- 4.7. References -- Part 2. Estimators -- Chapter 5. An Evaluation of the Efficiency of a Shape Parameter Estimator for the Log-logistic Distribution -- 5.1. Introduction -- 5.2. Estimation of the shape parameter -- 5.2.1. Estimators under study -- 5.2.2. Asymptotic properties of the estimators | |
| 505 | 8 | |a 5.3. Simulation study -- 5.4. References -- Chapter 6. Restricted Minimum Density Power Divergence Estimator for Step-stress ALT with Nondestructive One-shot Devices -- 6.1. Introduction -- 6.2. Minimum density power divergence estimator and restricted minimum density power divergence estimator -- 6.3. Influence function of the restricted minimum density power divergence estimator -- 6.4. Applications of the restricted MDPDE -- 6.4.1. Rao-type test statistics -- 6.4.2. DPD-based statistics -- 6.5. Simulation study -- 6.6. Conclusions -- 6.7. References -- Part 3. Finance | |
| 505 | 8 | |a Chapter 7. Properties of American Options Under a Semi-Markov Modulated Black-Scholes Model -- 7.1. Introduction -- 7.2. American option pricing -- 7.3. Exercising strategies -- 7.3.1. Setting parameters -- 7.3.2. Relationship between the option price and "economic situation, asset price and maturity" -- 7.3.3. Relationship between option price and transition probability matrix -- 7.3.4. Consideration of the optimal exercise region -- 7.3.5. Condition of transition probability matrix for option price transition to be monotonous -- 7.4. Conclusion -- 7.5. References | |
| 520 | |a The book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The chapters of this collaborative work represent a cross-section of current research interests in the above scientific areas. The collected material has been divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications. The published data analysis methodology includes the updated state-of-the-art rapidly developed theory and applications of data expansion, both of which go through outstanding changes nowadays. New approaches are expected to deliver and have been developed, including Artificial Intelligence. | ||
| 588 | 0 | |a Online resource; title from PDF title page (John Wiley, viewed May 23, 2024). | |
| 590 | |a O'Reilly|b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Quantitative research.|9 399344 | |
| 650 | 0 | |a Electronic data processing.|9 37046 | |
| 650 | 0 | |a Mathematical statistics.|9 46678 | |
| 700 | 1 | |a Dimotikalis, Yiannis. | |
| 700 | 1 | |a Skiadas, Christos H. | |
| 776 | 0 | 8 | |i Print version:|a Dimotikalis, Yiannis|t Data Analysis and Related Applications 3|d Newark : John Wiley & Sons, Incorporated,c2024|z 9781786309624 |
| 830 | 0 | |a Innovation, entrepreneurship and management series.|p Big data, artificial intelligence and data analysis set ;|v v. 11. | |
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