{"product_id":"data-analysis-and-related-applications-4-new-approaches-hardback-9781786309921","title":"Data Analysis and Related Applications 4; New Approaches (Hardback) 9781786309921","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eData Analysis and Related Applications 4\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eNew Approaches\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eYiannis Dimotikalis (Edited by), Dimotikalis (Author), Christos H. Skiadas (Edited by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781786309921, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 17 September 2024\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e416 pages\u003cbr\u003e23.5 x 15.6 x 2.6 cm, 0.857 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eThis 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.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eData Analysis and Related Applications 4\u003c\/i\u003e investigates a number of different topics in the areas mentioned above, touching on statistical analysis, stochastic processes, estimation methods, algorithms, distributions and networks, among others.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003eChapter 1. On the First-Passage Area of a One-Dimensional Diffusion Process with Stochastic Resetting 1\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eMario ABUNDO\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e1.1. Formulation of the problem and general results 1\u003c\/p\u003e \u003cp\u003e1.2. Brownian motion with resetting 5\u003c\/p\u003e \u003cp\u003e1.3. Drifted Brownian motion with resetting 15\u003c\/p\u003e \u003cp\u003e1.4. References 17\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 2. Statistical Analysis of Groundwater Level in Slovakia 19\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eDominika SONAK BALLOVA, Jana KALICKA and Michaela CERVENANSKA\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e2.1. Introduction 19\u003c\/p\u003e \u003cp\u003e2.2. Data and methods 20\u003c\/p\u003e \u003cp\u003e2.3. Results 25\u003c\/p\u003e \u003cp\u003e2.4. Conclusion 27\u003c\/p\u003e \u003cp\u003e2.5. Acknowledgment 28\u003c\/p\u003e \u003cp\u003e2.6. References 28\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 3. Stochastic Processes Associated with Fully Nonlinear Parabolic Equations Arising in Financial Mathematics 29\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eYana BELOPOLSKAYA and Andrey CHUBATOV\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e3.1. Semilinear and fully nonlinear PDEs 29\u003c\/p\u003e \u003cp\u003e3.2. BSDE, FBSDE and deep learning algorithms 34\u003c\/p\u003e \u003cp\u003e3.3. Acknowledgments 42\u003c\/p\u003e \u003cp\u003e3.4. References 42\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 4. An Improved Shape Parameter Estimation Method for the Pareto Model 45\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eFrederico CAEIRO and Ayana MATEUS\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e4.1. Introduction 45\u003c\/p\u003e \u003cp\u003e4.2. Estimators under study 47\u003c\/p\u003e \u003cp\u003e4.3. An algorithm for selection of the control parameter of the LGPWM shape parameter estimator 50\u003c\/p\u003e \u003cp\u003e4.4. Numerical results 51\u003c\/p\u003e \u003cp\u003e4.5. Conclusion 54\u003c\/p\u003e \u003cp\u003e4.6. Acknowledgments 55\u003c\/p\u003e \u003cp\u003e4.7. References 55\u003c\/p\u003e \u003cp\u003eChapter 5. BSDE-θ Scheme for the Heston Model: Valuation of American Options 57\u003cbr\u003e\u003ci\u003eMarko DIMITROV, Abigail BERTA, Achref BACHOUCH, Christian EWALD and Ying NI\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e5.1. Background 57\u003c\/p\u003e \u003cp\u003e5.2. BSDE numerical schemes 59\u003c\/p\u003e \u003cp\u003e5.3. Numerical experimental studies: valuation of American options 68\u003c\/p\u003e \u003cp\u003e5.4. Conclusion and future work. 72\u003c\/p\u003e \u003cp\u003e5.5. References 72\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 6. Age-replacement Policy for Series Systems Under Parameter Uncertainty in Lifetime Distribution 75\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eKentaro FUJIOKA, Ying NI and Lu JIN\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e6.1. Introduction 75\u003c\/p\u003e \u003cp\u003e6.2.The model 78\u003c\/p\u003e \u003cp\u003e6.3. Optimization 81\u003c\/p\u003e \u003cp\u003e6.4. Numerical example 86\u003c\/p\u003e \u003cp\u003e6.5. Conclusion 89\u003c\/p\u003e \u003cp\u003e6.6. References 90\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 7. New Bicluster Algorithm for Trading 93\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eGloria GHENO\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e7.1. Introduction 93\u003c\/p\u003e \u003cp\u003e7.2. Fuzzy logic and trading rules 98\u003c\/p\u003e \u003cp\u003e7.3. Sentiment analysis, trading indicators and fuzzy rules 104\u003c\/p\u003e \u003cp\u003e7.4. Conclusion 106\u003c\/p\u003e \u003cp\u003e7.5. References 107\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 8. A Flexible Generalization of the Latent Dirichlet Allocation 109\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eAlice GIAMPINO, Roberto ASCARI and Sonia MIGLIORATI\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e8.1. Introduction 109\u003c\/p\u003e \u003cp\u003e8.2. Distributions on the simplex 111\u003c\/p\u003e \u003cp\u003e8.3. Latent topic models 113\u003c\/p\u003e \u003cp\u003e8.4. Collapsed Gibbs sampling 114\u003c\/p\u003e \u003cp\u003e8.5. Simulation study 117\u003c\/p\u003e \u003cp\u003e8.6. References 122\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 9. Extreme Value Parameters Estimation: An Overview 123\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eDora Prata GOMES and M. Manuela NEVES\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e9.1. Introduction and overview of extreme value theory 123\u003c\/p\u003e \u003cp\u003e9.2. Some parameters of interest in EVT 126\u003c\/p\u003e \u003cp\u003e9.3. EVI and EI estimation 127\u003c\/p\u003e \u003cp\u003e9.4. Extreme quantile estimation 130\u003c\/p\u003e \u003cp\u003e9.5. Application to the daily mean flow discharge in river Tejo 132\u003c\/p\u003e \u003cp\u003e9.6. Conclusion and work in progress 135\u003c\/p\u003e \u003cp\u003e9.7. Acknowledgments 135\u003c\/p\u003e \u003cp\u003e9.8. References 135\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 10. Some Properties on Optimal Maintenance Policies for \u003ci\u003ek\u003c\/i\u003e-out-of-\u003ci\u003en\u003c\/i\u003e:G Systems Considering Imperfect Repair with Controllable Repair Levels 139\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eSota IKENOYA and Lu JIN\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e10.1. Introduction 139\u003c\/p\u003e \u003cp\u003e10.2. System description 141\u003c\/p\u003e \u003cp\u003e10.2.1. Deterioration state 141\u003c\/p\u003e \u003cp\u003e10.2.2. Maintenance actions 142\u003c\/p\u003e \u003cp\u003e10.3. Total expected discounted cost 142\u003c\/p\u003e \u003cp\u003e10.4. Optimization of maintenance policy 144\u003c\/p\u003e \u003cp\u003e10.5. Numerical studies 149\u003c\/p\u003e \u003cp\u003e10.6. Conclusion 154\u003c\/p\u003e \u003cp\u003e10.7. References 155\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 11. Stochastic Orders and Reliability Properties for the Deficit at Ruin and Bounds for the Laplace Transform of a Compound Geometric Distribution 157\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eLazaros KANELLOPOULOS and Konstantinos POLITIS\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e11.1. Introduction 157\u003c\/p\u003e \u003cp\u003e11.2. Model description and results 159\u003c\/p\u003e \u003cp\u003e11.3. Bounds for the LT of the maximal aggregate loss 162\u003c\/p\u003e \u003cp\u003e11.4. Examples 163\u003c\/p\u003e \u003cp\u003e11.5. References 165\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 12. A New Family of Continuous Univariate Distributions with Applications in Actuarial Science 167\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eMarkos V. KOUTRAS and Spiros D. DAFNIS\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e12.1. Introduction 167\u003c\/p\u003e \u003cp\u003e12.2. Definitions and notations 169\u003c\/p\u003e \u003cp\u003e12.3. Probability bounds 173\u003c\/p\u003e \u003cp\u003e12.4. Aging properties and unimodality 176\u003c\/p\u003e \u003cp\u003e12.5. Tail behavior of Dg+(h) 180\u003c\/p\u003e \u003cp\u003e12.6. Conclusion 181\u003c\/p\u003e \u003cp\u003e12.7. Acknowledgment 181\u003c\/p\u003e \u003cp\u003e12.8. References 181\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 13. Simple Form of Probability Density Functions via Sampling 183\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eMaria LEDAKI and Myrto PAPAGEORGIOU\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e13.1. Introduction 183\u003c\/p\u003e \u003cp\u003e13.2. The sense and the method 184\u003c\/p\u003e \u003cp\u003e13.3. Using sampling data 187\u003c\/p\u003e \u003cp\u003e13.4. Results and discussion 191\u003c\/p\u003e \u003cp\u003e13.5. References 192\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 14. Optimizing Financial Trading Strategies Using Dynamic Bayesian Networks 193\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eKarl LEWIS, Mark Anthony CARUANA and David Paul SUDA\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e14.1. Introduction 193\u003c\/p\u003e \u003cp\u003e14.2. Theoretical framework 194arameters 201\u003c\/p\u003e \u003cp\u003e14.3. Methodology of analysis and results 203\u003c\/p\u003e \u003cp\u003e14.4. Conclusion 206\u003c\/p\u003e \u003cp\u003e14.5. References 207\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 15. Quantitative Methods for Analysing the Risk and Timing of Bankruptcy of Small and Medium Enterprises 209\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eFrancesca PIERRI and Chrys CARONI\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e15.1.Introduction 209\u003c\/p\u003e \u003cp\u003e15.2. Approaches to statistical modeling 210\u003c\/p\u003e \u003cp\u003e15.3. Imbalanced data 211\u003c\/p\u003e \u003cp\u003e15.4. Competing risks 214\u003c\/p\u003e \u003cp\u003e15.5. Conclusion 218\u003c\/p\u003e \u003cp\u003e15.6. References 219\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 16. Network of Adaptive Frequency Oscillators in a Ballistic, Non-Gaussian, Noisy Environment 223\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eJulio RODRIGUEZ\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e16.1. Introduction 223\u003c\/p\u003e \u003cp\u003e16.2. Dynamics of the network 224\u003c\/p\u003e \u003cp\u003e16.3. Analyzing the dynamics 226\u003c\/p\u003e \u003cp\u003e16.4. Numerical simulations 231\u003c\/p\u003e \u003cp\u003e16.5. Discussion and perspectives 233\u003c\/p\u003e \u003cp\u003e16.6. Appendices 234\u003c\/p\u003e \u003cp\u003e16.7. References 249\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 17. Penalised Regression Adaptations of the Longstaff-Schwartz Algorithm for Pricing American Options 251\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eDavid Paul SUDA, Monique BORG INGUANEZ and Lara CILIA\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e17.1. Introduction 252\u003c\/p\u003e \u003cp\u003e17.2. The Longstaff-Schwartz algorithm and proposed extensions 253\u003c\/p\u003e \u003cp\u003e17.3. Stochastic processes in finance and relevant theoretical considerations 255\u003c\/p\u003e \u003cp\u003e17.4. Simulation design 257\u003c\/p\u003e \u003cp\u003e17.5. Results 259\u003c\/p\u003e \u003cp\u003e17.6. Conclusion 263\u003c\/p\u003e \u003cp\u003e17.7. References 264\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 18. International Auditing Standards and Their Contribution to the Limitation of Accounting Fraud 267\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eEfthalia TABOURATZI and Leonidas FANOURAKIS\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e18.1. Introduction 267\u003c\/p\u003e \u003cp\u003e18.2. Literature review 269\u003c\/p\u003e \u003cp\u003e18.3. Empirical analysis 277\u003c\/p\u003e \u003cp\u003e18.4. Conclusion 292\u003c\/p\u003e \u003cp\u003e18.5. References 292\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 19. Equivariant Robust Estimators for Moment Condition Models 295\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eAida TOMA, Amor KEZIOU, Luiza BADIN and Silvia DEDU\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e19.1. Introduction 295\u003c\/p\u003e \u003cp\u003e19.2. Robust estimators for moment condition models 297\u003c\/p\u003e \u003cp\u003e19.3. Equivariance of robust minimum empirical divergence estimators 301\u003c\/p\u003e \u003cp\u003e19.4. Acknowledgments 305\u003c\/p\u003e \u003cp\u003e19.5. References 305\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 20. Continuous Increasing Probability Density Functions: An Approach Through Sampling 309\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eMaria TSIFOUTIDOU and Nikolaos FARMAKIS\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e20.1. Introduction 309\u003c\/p\u003e \u003cp\u003e20.2. Theoretical approach 310\u003c\/p\u003e \u003cp\u003e20.3. Examples for illustration 312\u003c\/p\u003e \u003cp\u003e20.4. Results and discussion 315\u003c\/p\u003e \u003cp\u003e20.5. References 315\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 21. The Importance of the Initial Selection of Suppliers in the Food Service Divisions of Hotels, the Current Situation in the Supply Chain of Greece 317\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eKonstantinos VASILAKAKIS, Efthalia TABOURATZI and Despoina SDRALI\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e21.1. Introduction 317\u003c\/p\u003e \u003cp\u003e21.2. Literature review 319\u003c\/p\u003e \u003cp\u003e21.3. Benefits of supply chain management 320\u003c\/p\u003e \u003cp\u003e21.4. Research methodology 321\u003c\/p\u003e \u003cp\u003e21.5. Data analysis 322\u003c\/p\u003e \u003cp\u003e21.6. Discussion. 331\u003c\/p\u003e \u003cp\u003e21.7. Conclusion 332\u003c\/p\u003e \u003cp\u003e21.8. References 332\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 22. Compliance with IUU Fisheries of Manila Clams in the Tagus Estuary 337\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eMargarida XAVIER, Ana LORGA DA SILVA and Paula CHAINHO\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e22.1. Introduction 338\u003c\/p\u003e \u003cp\u003e22.2. Research methodology 341\u003c\/p\u003e \u003cp\u003e22.3. Analysis and interpretation of results 343\u003c\/p\u003e \u003cp\u003e22.4. Conclusion 350\u003c\/p\u003e \u003cp\u003e22.5. Acknowledgments 351\u003c\/p\u003e \u003cp\u003e22.6. References 351\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 23. The Expectation of a Mixed Moving Average Process Subject to Ambiguous Lévy Basis 355\u003c\/b\u003e\u003cbr\u003e\u003ci\u003eHidekazu YOSHIOKA and Yumi YOSHIOKA\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e23.1. Introduction 355\u003c\/p\u003e \u003cp\u003e23.2. supOU process 356\u003c\/p\u003e \u003cp\u003e23.3. Optimization problems 358\u003c\/p\u003e \u003cp\u003e23.4. Application 363\u003c\/p\u003e \u003cp\u003e23.5. Conclusion 367\u003c\/p\u003e \u003cp\u003e23.6. Acknowledgments 368\u003c\/p\u003e \u003cp\u003e23.7. References 368\u003c\/p\u003e \u003cp\u003eList of Authors 371\u003c\/p\u003e \u003cp\u003eIndex 377\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-ISTE","offers":[{"title":"Brand New","offer_id":52446801363224,"sku":"9781786309921","price":104.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781786309921.jpg?v=1785114166","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/data-analysis-and-related-applications-4-new-approaches-hardback-9781786309921","provider":"Freshly Printed Books","version":"1.0","type":"link"}