Optimal statistical inference in financial engineering

Optimal Statistical Inference in Financi

📁 Optimal Statistical Inference in Financial Engineering

✍ Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki 📂 Library 📅 2007 🌐 English

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering

Statistical Inference in Financial and I

📁 Statistical Inference in Financial and Insurance Mathematics with R (Optimization in Insurance and Finance Set)

✍ Alexandre Brouste 📂 Library 📅 2017 🏛 ISTE Press - Elsevier 🌐 English

<p>Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponen

Statistical Inference for Financial Engi

📁 Statistical Inference for Financial Engineering

✍ Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai (auth.) 📂 Library 📅 2014 🏛 Springer International Publishing 🌐 English

<p><p>This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non

Statistical Inference via Convex Optimiz

📁 Statistical Inference via Convex Optimization

✍ Anatoli Juditsky, Arkadi Nemirovski 📂 Library 📅 2020 🏛 Princeton University Press 🌐 English

This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory

Statistical inference via convex optimiz

📁 Statistical inference via convex optimization

✍ Juditsky, Anatoli; Nemirovskiĭ, Arkadiĭ Semenovich 📂 Library 📅 2020 🏛 Princeton University Press 🌐 English

This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory

Statistical Inference via Convex Optimiz

📁 Statistical Inference via Convex Optimization

✍ Anatoli Juditsky; Arkadi Nemirovski 📂 Library 📅 2020 🏛 Princeton University Press 🌐 English

<p>This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization the