Data Analysis and Related Applications 3
ISTE Ltd and John Wiley & Sons Inc (Verlag)
978-1-78630-962-4 (ISBN)
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.
Yiannis Dimotikalis is Assistant Professor of Quantitative Methods in the Department of Management Science and Technology at Hellenic Mediterranean University, Greece. Christos H. Skiadas was the Founder and Director of Data Analysis and Forecasting and Former Vice-Rector at the Technical University of Crete, Greece. He is the Chair of the Applied Stochastic Models and Data Analysis conference series.
Part 1 Data Analysis Classification 1
Chapter 1 Walking into the Digital Era: Comparison of the European Union Countries in the Last Decade 3
Fernanda Otilia FIGUEIREDO and Adelaide FIGUEIREDO
1.1 Introduction 3
1.2 Double principal component analysis: a brief description 7
1.3 Representation of the trajectories 8
1.4 Some final conclusions 11
1.5 Acknowledgements 12
1.6 References 12
Chapter 2 Multivariate Kernel Discrimination Applied to Bank Loan Classification 13
Mark Anthony CARUANA and Gabriele LENTINI
2.1 Introduction 13
2.2 Multivariate kernel density estimation 14
2.3 Kernel discriminant analysis 17
2.4 Applying kernel discriminant analysis to local data 18
2.5 Conclusion 25
2.6 References 25
Chapter 3 Introducing an Ontology of Adolescents' Digital Leisure 29
George FILANDRIANOS, Aggeliki KAZANI, Dimitrios PARSANOGLOU, Maria SYMEONAKI and Giorgos STAMOU
3.1 Introduction 29
3.2 Related work 32
3.3 Ontology 35
3.4 Description of the ontology construction 36
3.5 Data annotation 39
3.6 Conclusions 41
3.7 Acknowledgments 41
3.8 References 41
Chapter 4 Blackjack and the Kelly Bet: A Simulation Assessment of Selected Playing Strategies 43
Jim FREEMAN and Haoyu MIAO
4.1 Introduction 43
4.2 Blackjack 44
4.3 Kelly bet 46
4.4 Simulation study 47
4.5 Empirical results 48
4.6 Conclusions 49
4.7 References 50
Part 2 Estimators 51
Chapter 5 An Evaluation of the Efficiency of a Shape Parameter Estimator for the Log-logistic Distribution 53
Frederico CAEIRO and Ayana MATEUS
5.1 Introduction 53
5.2 Estimation of the shape parameter 56
5.3 Simulation study 58
5.4 References 60
Chapter 6 Restricted Minimum Density Power Divergence Estimator for Step-stress ALT with Nondestructive One-shot Devices 63
Narayanaswamy BALAKRISHNAN, María JAENADA and Leandro PARDO
6.1 Introduction 63
6.2 Minimum density power divergence estimator and restricted minimum density power divergence estimator 65
6.3 Influence function of the restricted minimum density power divergence estimator 68
6.4 Applications of the restricted MDPDE 69
6.5 Simulation study 73
6.6 Conclusions 75
6.7 References 75
Part 3 Finance 77
Chapter 7 Properties of American Options Under a Semi-Markov Modulated Black-Scholes Model 79
Kouki TAKADA, Marko DIMITROV, Lu JIN and Ying NI
7.1 Introduction 79
7.2 American option pricing 81
7.3 Exercising strategies 83
7.4 Conclusion 93
7.5 References 93
Chapter 8 Numerical Studies of Implied Volatility Expansions Under the Gatheral Model 97
Mohammed ALBUHAYRI, Marko DIMITROV, Ying NI and Anatoliy MALYARENKO
8.1 Introduction 97
8.2 Previous results 99
8.3 Accuracy of the asymptotic expansions 102
8.4 Numerical analysis 105
8.5 Conclusion and future work 106
8.6 Acknowledgments 106
8.7 References 106
Chapter 9 Constructing Trinominal Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives 109
Hossein NOHROUZIAN, Anatoliy MALYARENKO and Ying NI
9.1 Introduction and outline of this chapter 109
9.2 Cubature formula in Black-Scholes and Black's models 110
9.3 Constructing a trinomial tree via cubature formula 113
9.4 Convergence to geometric Brownian motion 115
9.5 Martingale probability measure 122
9.6 Extension of the results and examples 124
9.7 Discussion 129
9.8 References 129
Chapter 10 A Bayesian Approach to Measuring Risk on Portfolios with Many Assets 131
Samuel BONELLO, David SUDA and Monique BORG INGUANEZ
10.1 Introduction 131
10.2, Dynamic principal component analysis 133
10.3 The Bayesian GARCH(1,1) model 135
10.4 Modeling a portfolio with many assets 137
10.5 Forecasting and risk estimation 140
10.6 Measuring predictive ability 143
10.7 Conclusion 144
10.8 Acknowledgments 145
10.9 References 145
Chapter 11 Financial Management of Four Hellenic Public Health Units Analysis and Evaluation through Numerical Indicators 147
Maria SACHINIDOU and George MATALLIOTAKIS
11.1 Introduction 148
11.2 Theoretical framework 148
11.3 Methodology 149
11.4 Research results 149
11.5 Conclusions 162
11.6 References 163
Part 4 Health Services 165
Chapter 12 Lean Management as an Improvement Factor in Health Services The Case of Venizeleio General Hospital of Crete, Greece 167
Eleni GENITSARIDI and George MATALLIOTAKIS
12.1 Introduction 168
12.2 Theoretical framework 168
12.3 Purpose of the research 172
12.4 Methodology 172
12.5 Research results 172
12.6 Conclusions 179
12.7 References 180
Chapter 13 Satisfaction of Employees in Primary and Secondary Healthcare Structures During the Pandemic Period in the Prefecture of Magnesia 183
Sofia TRIKALLIOTI and George MATALLIOTAKIS
13.1 Introduction 184
13.2 The Covid-19 pandemic and its effects 184
13.3 Job satisfaction of healthcare professionals 185
13.4 Healthcare professionals and the burnout syndrome 186
13.5 Research purpose 188
13.6 Research methodology 188
13.7 Research conclusions 189
13.8 References 193
Chapter 14 A Parametric Analysis of OpenFlow and P4 Protocols Based on Software Defined Networks 197
Lincoln S PETER, Hlabishi I KOBO and Viranjay M SRIVASTAVA
14.1 Introduction 198
14.2 Motivation 200
14.3 Challenges to the existing models 202
14.4 Conclusions and future recommendations 205
14.5 References 205
Chapter 15 A Dynamic Neural Network Model for Accurate Recognition of Masked Faces 209
Oladapo T IBITOYE and Viranjay M SRIVASTAVA
15.1 Introduction 210
15.2 Methodology 213
15.3 Results and discussion 217
15.4 Conclusions and future recommendations 220
Chapter 16 An Action-based Monitoring Tool for Processes Subject to Multiple Quality Shifts 225
Konstantina TSIOTA and Konstantinos A TASIAS
16.1 Introduction 225
16.2 Problem definition and assumptions 227
16.3 Conventional versus proposed SPC approach 230
16.4 Markov chain models 232
16.5 Optimization problem 238
16.6 Numerical analysis 239
16.7 Conclusions 242
16.8 References 242
Chapter 17 Phi Divergence and Consistent Estimation for Stochastic Block Model 243
Cyprien FERRARIS
17.1 Introduction 243
17.2 Statement of the problem 244
17.3 Results 247
17.4 Simulations 248
17.5 Study of real dataset: email-Enron 250
17.6 Summary and discussion 251
17.7 Acknowledgment 252
17.8 Appendix 252
17.9 References 257
List of Authors 259
Index 263
| Erscheinungsdatum | 10.05.2024 |
|---|---|
| Verlagsort | London |
| Sprache | englisch |
| Gewicht | 737 g |
| Themenwelt | Informatik ► Datenbanken ► Data Warehouse / Data Mining |
| Mathematik / Informatik ► Mathematik | |
| ISBN-10 | 1-78630-962-9 / 1786309629 |
| ISBN-13 | 978-1-78630-962-4 / 9781786309624 |
| Zustand | Neuware |
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