Details

Data Analysis and Related Applications 3

Theory and Practice, New Approaches
1. Aufl.

von: Yiannis Dimotikalis, Christos H. Skiadas
142,99 €
Verlag:	Wiley
Format:	EPUB
Veröffentl.:	10.04.2024
ISBN/EAN:	9781394284054
Sprache:	englisch
Anzahl Seiten:	304

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Beschreibungen

Titelbeschreibung

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.

Inhaltsverzeichnis

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

Autorenportrait

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.