Data Analysis and Related Applications: 3,Theory and practice -- new approaches

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

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

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

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

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