Ngoc Thach / Kreinovich / Ha Optimal Transport Statistics for Economics and Related Topics

1. Auflage 2023
ISBN: 978-3-031-35763-3
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 483, 700 Seiten, eBook

Reihe: Studies in Systems, Decision and Control

This volume emphasizes techniques of optimal transport statistics, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as quantiles (in particular, multidimensional quantiles), maximum entropy approach, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (construction, credit and banking, energy, health, labor, textile, tourism, international trade) to specific issues affecting economy such as bankruptcy, effect of Covid-19 pandemic, effect of pollution, effect of gender, cryptocurrencies, and the existence of shadow economy. Papers presented in this volume also cover data processing techniques, with economic and financial application being the unifying theme. This volume shows what has been achieved, but even more important are remaining open problems. We hope that this volume will: inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena.

Zielgruppe

Research

Autoren/Hrsg.

Ngoc Thach, Nguyen

Kreinovich, Vladik

Ha, Doan Thanh

Trung, Nguyen Duc

Inhaltsverzeichnis

Preface.- An Invitation to Multivariate Quantiles Arising from Optimal Transport Theory.- The Unfulfilled Quest For Discovering Cause From Probability.- Optimal Transport for Counterfactual Estimation: A Method for Causal Inference.- Three Applications of Measure Transportation in Statistical Inference.- Extending the a priori Procedure For Estimating Location Parameter under Multivariate Skew Normal Settings.- A Note on Cournot-Nash Equilibria and Optimal Transport Between Unequal Dimensions.- Stacking Regression for Time-Series, with an Application to Forecasting Quarterly US GDP Growth.- Maximum Entropy Learning with Neural Networks.- Robustness of Multi-Criteria Nash Equilibrium Based on Vectorial Rationality Function.- Why Quantiles Are a Good Description of Volatility in Economics: An Alternative Explanation.- Hawthorne Effect: An Explanation Based on Decision Theory.- Fair Bankruptcy Solutions Under Interval Uncertainty.- Economy-related Emotional Attitudes Towards Other People: How Can We Explain Them?.- COVID-19 and Short-Run Survival in the Service Sector: Evidence from the Tourism Economy.- How Non-interest Income Matters for Operational Efficiency? A Bayesian Analysis of Vietnam Banks.- Cryptocurrency Portfolio Management Based on Usage Characteristics Criteria Applying R-Vine Copula.- Does Debt Affect Profitability of Construction Companies in Vietnam? A Bayesian Approach.- Determinants of Small and Medium Enterprises' capital intensity: The Case in Vietnam.- Labor productivity: Does Export Matters in Vietnamese Small and Medium Enterprises?.- Income and Consumption Patterns of Sri Lankan Senior Citizens and Subsequent Impact on Policies and Transportation.- Bayesian Consideration for Analyzing Employee's Motivation: Evidence from Vietnam.- The Roles of Grassroots Government and Associations versus Internet Access in Households' Income in Vietnam.- Predicting the Impact of Covid Pandemic on the Relationship Between Logistics Activities and Business Performance: A PlS-SEM Approach.- Consumption Expenditure Comparison Among Vulnerable Households in Thailand.- The Presence of Child and Spouse in the Household and Labor Market Opportunities of Male and Female Workers in Thailand.- Machine Learning Applications on Box Office Revenue Forecasting: The Taiwanese Film Market Case Study.- The War on The Shadow Economy in Southeast Asia: A New Contributionfrom Inclusion of LGBT People.- Bayesian Hierarchical Mix-effects Approach to Impacts of Air Pollution and Economic Growth on Private Health Care Expenditure.- Market Share Forecast of Vietnam and of the World's Leading Textile and Garment Exporters - Using Bayesian VAR Models.- The impact of global value chain integration on export: Evidence From Vietnam.- A Hybrid Model based on ARIMA and Artificial Neural Network to Forecast Consumer Price Index: The Case of Vietnam.- A Bayesian Approach to Determinants of Capital Structure of Listed Construction Firms In Vietnam.- Determinant of CapitalAdequacy Ratio: Evidence from Commercial Banks In Vietnam.- Impact of Managers' Gender Difference on Firms' Liability In Vietnam.- Contagion Effects Among Commodity Markets and Security Markets During the Conflict Between Russia and Ukraine: The Dynamic Conditional Correlation Approach.- Net Interest Margins of Vietnamese Commercial Banks: What Really Affects?.- Credit Growth: An Investigation of Vietnamese Commercial Banks.- Forecasting the Exchange Rate for the Thai Baht Against the Chinese Yuan by Using a Genetic Algorithm-Based Subset Autoregressive Integrated Moving Average Mode.- Impacts of Countermeasure Program on the Covid-19 Pandemic in Asian Countries.- Correlation Between Foreign Ownership and Liquidity Risk: Evidence from Vietnam Commercial Banks.- Impacts of Financial Development on Vietnamese Commercial Banks' Lending Mechanisms of Monetary Policy Pass-Through: Bayesian Analysis.-A Bayesian Binary Logistic Regression Approach to Identifying Factors Affecting the Households' Use Level of Financial Products/services in Vietnam.- Impacts of Global Pandemics, Financial Crises, and Oil Price Shocks on Japanese Stock Market.- Tourism Business Adaption to Survive the Coronavirus disease-2019 Pandemic in Thailand.- Impacts of Capital Structure on Microfinance Institutions' Risk: Evidence from Low- and Middle-Income Countries.- Factors Affecting the Financal Leverage of Vietnam Businesses.- Understanding the Nexus Between Emerging Stock Market Volatility and Gold Price Shocks.