Sriboonchitta / Kreinovich / Yamaka Credible Asset Allocation, Optimal Transport Methods, and Related Topics

1. Auflage 2022
ISBN: 978-3-030-97273-8
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 429, 773 Seiten, eBook

Reihe: Studies in Systems, Decision and Control

This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions

Zielgruppe

Research

Autoren/Hrsg.

Sriboonchitta, Songsak

Kreinovich, Vladik

Yamaka, Woraphon

Inhaltsverzeichnis

Part I. Theoretical Results.- Why Quantiles Are a Good Description of Volatility in Economics: A Pedagogical Explanation.- An Introduction to Stacking Regression for Economists.- Economics of Reciprocity and Temptation.- The Most Infamous Coronavirus Forecast.- How to Efficiently Store Intermediate Results in Quantum Computing: Theoretical Explanation of the Current Algorithm.- Decompositions in quantum mechanics --- an overview.- A First Look at Quantum Conditional Events for Economics.- Quantum-like Modeling: Projection Postulate and Quantum Nonlocality.- New paradigm of economic thinking under uncertainty.- Reward for Good Performance Works Better Than Punishment for Mistakes: Economic Explanation.- The conjunction fallacy in quantum decision theory.- Predicting (Economic) Trends: Why Signature Method in Machine Learning.- Why Geometric Progression in Selecting the LASSO Parameter: A Theoretical Explanation.- How to Train A-to-B and B-to-A Neural Networks So That the Resulting Transformations Are (Almost) Exact Inverses.- Use Cases of Quantum Optimization for Finance.- Classical Optical Modelling of Social Sciences in a Bohr-Kantian Framework.- Classical Optical Modelling of the 'Prisoner's Dilemma' Game.- The probability of being better or worse off, and by how much, depending on experimental conditions with skew normal populations.-  A Priori Procedure (APP) for Estimating the Scale Parameter in Gamma Populations for Known Shape.- Part II. Practical Applications.- Testing CAPM using Markov switching models: Application to ASEAN-6 stock markets.- A Bayesian Approach to Quantile Regression for Interval-Valued Data.- The Asymmetric Effect of Trade, Financial, and Political Globalization on Economic Development in ASEAN+3.- Interdependence of Macroeconomic Factors and Economic Growth in OECD Countries: Evidence Based on a Bayesian Panel VAR Model.- Economic Policy Uncertainty and Stock-Bond Correlations: Evidence from the Thailand Market.- Revisiting the Determinants of Thai Economic Growth: A mixed frequency approach.- A New Approach For Estimating Probability Density Function With Fuzzy Data.- An Application of Quantum Optimization with Fuzzy Inference System for Stock Index Futures Forecasting.- A Generalize Maximum Renyi Entropy Approach in Kink Regression Model.- How Does Economic Policy Uncertainty Affect Stock Market Returns: Evidence from a Markov-Switching Model with Mixture Distribution.- Analyzing the Influence of Transportation and Macroeconomic Determinants on Chinese Inbound Tourism: a Markov Switching Model Using Ridge and Lasso.- The