Data Analysis and Applications 4 : Financial Data Analysis and Methods (Hardcover)

Part 1. Financial Data Analysis and Methods 1. Forecasting Methods in Extreme Scenarios and Advanced Data Analytics for Improved Risk Estimation, George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. 2. Credit Portfolio Risk Evaluation with Non-Gaussian One-factor Merton Models and its Application to CDO Pricing, Takuya Fujii and Takayuki Shiohama. 3. Towards an Improved Credit Scoring System with Alternative Data: the Greek Case, Panagiota Giannouli and Christos E. Kountzakis. 4. EM Algorithm for Estimating the Parameters of the Multivariate Stable Distribution, Leonidas Sakalauskas and Ingrida Vaiciulyte. Part 2. Statistics and Stochastic Data Analysis and Methods 5. Methods for Assessing Critical States of Complex Systems, Valery Antonov. 6. Resampling Procedures for a More Reliable Extremal Index Estimation, Dora Prata Gomes and M. Manuela Neves. 7. Generalizations of Poisson Process in the Modeling of Random Processes Related to Road Accidents, Franciszek Grabski. 8. Dependability and Performance Analysis for a Two Unit Multi-state System with Imperfect Switch, Vasilis P. Koutras, Sonia Malefaki and Agapios N. Platis. 9. Models for Time Series Whose Trend Has Local Maximum and Minimum Values, Norio Watanabe. 10. How to Model the Covariance Structure in a Spatial Framework: Variogram or Correlation Function?, Giovanni Pistone and Grazia Vicario. 11. Comparison of Stochastic Processes, Jesus Enrique Garcia, Ramin Gholizadeh and Veronica Andrea Gonzalez-Lopez. Part 3 . Demographic Methods and Data Analysis 12. Conjoint Analysis of Gross Annual Salary Re-evaluation: Evidence from Lombardy ELECTUS Data, Paolo Mariani, Andrea Marletta and Mariangela Zenga. 13. Methodology for an Optimum Health Expenditure Allocation, George Matalliotakis. 14. Probabilistic Models for Clinical Pathways: The Case of Chronic Patients, Stergiani Spyrou, Anatoli Kazektsidou and Panagiotis Bamidis. 15. On Clustering Techniques for Multivariate Demographic Health Data, Achilleas Anastasiou, George Mavridoglou, Petros Hatzopoulos and Alex Karagrigoriou. 16. Tobacco-related Mortality in Greece: The Effect of Malignant Neoplasms, Circulatory and Respiratory Diseases,1994?2016, Konstantinos N. Zafeiris.