Tensors for Data Processing: Theory, Methods, and Applications

✍ Scribed by Yipeng Liu (editor)

• Publisher: Academic Press
• Year: 2021
• Tongue: English
• Leaves: 691
• Edition: 1
• Category: Library

✦ Synopsis

Tensors for Data Processing: Theory, Methods and Applications presents both classical and state-of-the-art methods on tensor computation for data processing, covering computation theories, processing methods, computing and engineering applications, with an emphasis on techniques for data processing. This reference is ideal for students, researchers and industry developers who want to understand and use tensor-based data processing theories and methods.

As a higher-order generalization of a matrix, tensor-based processing can avoid multi-linear data structure loss that occurs in classical matrix-based data processing methods. This move from matrix to tensors is beneficial for many diverse application areas, including signal processing, computer science, acoustics, neuroscience, communication, medical engineering, seismology, psychometric, chemometrics, biometric, quantum physics and quantum chemistry.

✦ Table of Contents

Preface
Contents
Theoretical Results
On Random Sets for Inference in Statistics and Econometrics
1 Introduction
2 Finite Random Sets
3 A Flavor of Statistics with Finite Random Sets
4 Random Sets on Continuous Sampling Spaces
5 Set Parameters in Nonparametric Estimation
6 Set-Parameters in Partially Identified Econometric Models
References
How the Proportion of People Who Agree to Perform a Task Depends on the Stimulus: A Theoretical Explanation of the Empirical Formula
1 Formulation of the Problem
2 Main Idea and the Resulting Explanation
3 Proof of the Main Result
References
How to Explain the Anchoring Formula in Behavioral Economics
1 Formulation of the Problem
2 Formal Explanation of the Anchoring Formula
3 Explaining the Numerical Values of the Anchoring Index
References
Models Only Say What They're Told to Say
1 What Is A Model?
2 Simplicity
3 Models per Se
4 Practicalities
5 Models Themselves
6 Conclusion
References
Lüders Rule and Conditional Probability for Commuting Events
1 Introduction
2 Finite-Dimensional Quantum Mechanics
3 Lüders Conditional Probability
4 The Infinite-Dimensional Setting
5 Discussion
References
On Solving Image Deblurring Problem via Nash Equilibrium
1 Introduction
2 Image Deblurring via Equilibrium Game
3 Experiment
4 Discussion and Conclusion
References
Commonsense Explanations of Sparsity, Zipf Law, and Nash's Bargaining Solution
1 Formulation of the Problem
2 Commonsense Explanation of Sparsity
3 Commonsense Explanation of Zipf's Law
4 Commonsense Explanation of Nash's Bargaining Solution
References
Practical Steps to Improve Specification Testing
1 Introduction
2 Misspecification Testing
2.1 Ramsey's RESET Test
2.2 Testing for Heteroskedasticity
2.3 The Hausman Test
2.4 Testing for Instrument Relevance: Examples of Good Practice in NHMT
3 Toward Informative Misspecification Testing
3.1 Testing for Heteroskedasticity Revisited: A Proposed Approach
4 Conclusions
References
Why Most Empirical Distributions Are Few-Modal
1 Formulation of the Problem
2 Analysis of the Problem
3 Definitions and the Main Result
Reference
A Different Kind of Effect Size Based on Samples from Two Populations with Delta Log-Skew-Normal Distributions
1 Introduction
2 Delta Log-Skew-Normal Distributions
2.1 Linear Combination of Independent Delta Log-Skew-Normal Distributions
2.2 Bivariate Delta Log-Skew-Normal Distribution
3 Estimation of Parameters
4 Implications
4.1 Independent Case
4.2 Dependent Case: Bivariate Log-Skew-Normal Distribution
5 A Real Data Example
6 Discussion
A.1 Proof of Theorem2.1
A.2 Proof of Theorem2.2
A.3 Proof of Theorem3.1
References
Efficiency Effects in a Copula Based Stochastic Frontier Model
1 Introduction
2 Methodology
2.1 Model
2.2 Copula Functions
2.3 Estimation
3 Monte Carlo Simulation Study
4 An Empirical Illustration with the Philippines Rice Data
4.1 Model Selection
5 Conclusion
References
Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing
1 Formulation of the Problem
2 How Can We Describe Imprecise Expert Knowledge: A Brief Reminder
3 Let Us Apply Uncertainty Techniques to Our Problem: Why LASSO and Ridge Regression
4 Why EN
References
Turning Points of Environmental Kuznets Curves for G20 Economies
1 Introduction
2 Literature Review
3 Econometric Specification
4 Empirical Results
References
Practical Applications
ARIMA Model – Vietnam’s GDP Forecasting
1 Introduction
2 Forecasting Economic Growth Researches by ARIMA Model
3 Auto Regressive Integrated Moving Average (ARIMA) Model
4 Forecasting Vietnam’s GDP Growth Rate by the ARIMA Model
5 Conclusion
References
Neural Network Models for Inflation Forecasting: A Revisit
1 Introduction
2 Methodology and Data
2.1 Artificial Neural Network (ANN)
2.2 Neural Network Construction Process
3 Results and Discussions
4 Conclusion
References
Impact of Financial Development on International Trade in ASEAN-6 Countries: A Bayesian Approach
1 Introduction
2 Literature Review
3 Methodology
3.1 Research Method
3.2 Data Description
4 Bayesian Simulation Results
4.1 Model Comparison
4.2 Testing MCMC Convergence
4.3 Posterior Simulations
4.4 Robustness Check
5 Discussions and Conclusion
References
Determinants of Bank Liquidity: Evidence from Vietnam
1 Introduction
2 Literature Review
3 Data and Methodology
3.1 Data Collection
3.2 Methodology
4 Empirical Results and Discussion
4.1 Bayesian Simulation Results
5 Conclusion and Policy Implications
5.1 Conclusion
5.2 Policy Implications
References
Liquidity Management and Stock Price Reactions in an Economic Crisis
1 Introduction
2 Methodology
3 Data
4 Results
4.1 An Overview of the Impact of the 2020 COVID-19 Crisis on the Market
4.2 Liquidity Management and Stock Price Reactions in the Pandemic
4.3 Empirical Evidence of the Relationship Between Liquidity Management and Stock Returns
5 Conclusions
Appendix: Checking Convergence of MCMC of Parameter Estimates
References
High Frequency-Based Quantile Forecast and Combination: An Application to Oil Market
1 Introduction
2 Methodology
2.1 Conditional Volatility Models
2.2 The Quantile Regression Approach
2.3 The Quantile Combination
3 Methods of Evaluation
3.1 Evaluation of Absolute Performance
3.2 Evaluation of Comparative Performance
4 Data Specifications
5 Evaluation of Quantile Forecasts
5.1 Evaluation of Absolute Performance
5.2 Evaluation of Comparative Performance
6 Evaluation of Forecast Combinations
7 Conclusions
References
The Determinants of Non-interest Income of Banks with Dominant State Capital in Vietnam
1 Introduction
2 Factors Affecting Banks’ Non-interest Income
2.1 Micro-level Factors
2.2 Macro-level Factors
2.3 Factor of Competition
3 Research Methodology
3.1 Research Model
3.2 Research Methodology
3.3 Research Data
4 Research Results
5 Conclusion
References
Implementation of Basel III Regulations in Asia-Pacific
1 Introduction
2 Literature Review
2.1 Basel III and International Capital, Liquidity Framework
2.2 The Interplay Between the Basel III Requirements and Banks’ Profitability
3 Data and Methodology
3.1 Econometric Model
3.2 Variable Description
3.3 Data
4 Empirical Results and Diagnostic Test
4.1 Diagnostic Test
4.2 Empirical Result
5 Conclusion
References
Multimarket Contact: Board Characteristics and Bank Stability in Vietnam
1 Introduction
2 Literature Review
2.1 Bank Stability
2.2 Multimaket Contact, Board Characteristics and Bank Stability
3 Methodology and Data
3.1 Econometric Model
3.2 Variable Description
3.3 Data
4 Empirical Results
4.1 The Multimarket Contact and Bank Stability
4.2 Board Characteristics and Bank Stability with/without Considering Multimarket Contact
5 Conclusion
References
The Impact of Credit on Economic Growth in Vietnam: A Comparison of Traditional Methods and the Bayes Method
1 Introduction
2 Theoretical Framework and Literature Review
2.1 Theoretical Framework
2.2 Literature Review
3 Data and Methodology
3.1 The Data
3.2 The Model
4 Content and Research Results
4.1 ADF Test
4.2 Testing Cointegration
4.3 VECM Model
4.4 Granger Causality Test
4.5 Testing After Regression Model
4.6 Results of Bayes method
5 Conclusion and Recommendations
References
Economic Growth in EAGLE Emerging Economies: Exogenous or Endogenous?
1 Introduction
2 Theoretical Framework and Empirical Research
2.1 Theoretical Framework
2.2 Empirical Studies on VES
3 Methodology
4 Research Data
5 Empirical Results
5.1 Bayesian Simulation Results
5.2 Discussion of Findings
6 Concluding Remarks
References
Monetary Policy, Macroprudential Policy, Institutional Quality and Bank Risk: Evidence from Eagle Group
1 Introduction
2 Theoretical Framework
3 Literature Review
4 Research Method
5 Discussion
6 Conclusion
References
The Impact of Public Expenditure on Economic Growth of Provinces and Cities in the Southern Key Economic Zone of Vietnam: Bayesian Approach
1 Introduction
2 Theoretical Background and Related Studies
2.1 Theoritical Basis on The Impact of Public Expenditure on Economic Growth
2.2 Related Studies
3 Data, Model, and Research Methods
3.1 Research Model
3.2 Data
3.3 Research Methods
4 Results
5 Conclusions and Recommendations
5.1 Conclusions
5.2 Recommendations
References
Impact of Monetary and Macroprudential Regulation on Bank Stability: A Bayesian Mixed-Effects Analysis
1 Introduction
2 Literature Review
3 Method, Model and Data
3.1 Measuring Bank Stability
3.2 Tools of Monetary Policy
3.3 Tools of Macroprudential Policy
3.4 Interaction Between Monetary and Macroprudential Policies
3.5 Methodology
3.6 Data Description
4 Empirical Results
5 Conclusion
Appendices
Appendix 1. Mixed-Effects ML Regression
References
Operational Performance of Microfinance Institutions: The Case of Lower-Middle Income Countries in Asia
1 Introduction
2 Literature Review
2.1 Benefits of Microfinance
2.2 Effectiveness of MFIs: Social Aspect and Financial Aspect
2.3 Driving Factors of the Performance of MFIs
3 Data and Model Specification
3.1 Research Data
3.2 Methodology
4 Discussion
5 Conclusion
References
Bankruptcy Prediction: Evidence from Vietnam
1 Introduction
2 Data and Methodology
2.1 Data
2.2 Bankruptcy Prediction Models
2.3 Evaluation Method
3 Results
3.1 Variable Selection
3.2 Bankruptcy Prediction Performance
4 Conclusion
References
Applying the PLS-SEM Model for the Loyalty of Domestic Travelers
1 Introduction
2 Conceptual Framework and Hypotheses
2.1 The Relationship Between Auxiliary Service, Satisfaction, and Loyalty
2.2 The Moderating Role of the Diversity in the Relationship Between the Auxiliary Service and Satisfaction
3 Methodology
3.1 Sample
3.2 Model Evaluation
4 Results
4.1 Measurement Model
4.2 Model Assessment
5 Conclusion and Implications
5.1 Conclusion
5.2 Implications
5.3 Limitations and Future Recommendations
References
Application of Machine Learning Concept to Tourism Demand Forecast
1 Introduction
2 Literature Review
3 The Conceptual Framework for Tourism Demand Forecasting
3.1 Recurrent Neural Network
3.2 Long Short-Term Memory Network
4 Empirical Results
4.1 Descriptive Statistics of the Variables
4.2 Predicting Future Tourism Demands Using Machine Learning Models
5 Conclusion
References
The Impact of Oil Shock on Exchange Rates in BRICS Countries: A Markov Switching Model
1 Introduction
2 Methodology
2.1 Generating Oil Shocks Process
2.2 Markov Switching Regression Model
3 Data Description
4 Estimated Results
4.1 The Impact of Oil Shocks on Real Exchange Rates
5 Conclusions and Implications
References
Empirical Research on the Impact of Brand Awareness on Brand Loyalty: The Mediating Role of Brand Image
1 Introduction
2 Literature Review and Research Hypotheses
2.1 Brand Loyalty
2.2 Brand Awareness
2.3 Brand Image
2.4 Brand Image as a Mediator Variable Between Brand Awareness and Brand Loyalty
3 Research Methodology
3.1 Sample and Data Collection
3.2 Measurements
3.3 Statistical Data Processing Software
4 Results and Discussion
4.1 Results
4.2 Discussion
5 Managerial Implications and Limitations
5.1 Managerial Implications
5.2 Limitations
References
A Comment on Hansen's Risk of James-Stein and Lasso Shrinkage
References
Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation Approach
1 Introduction
2 Methodology
2.1 GARCH-Type Models
2.2 DCC-GARCH-Type Models
3 Data Description
4 Estimated Results
4.1 Selected Models
4.2 Estimation of the DCC-GARCH-X (1,1) Model
5 Conclusion
References
Market Behavior on the Digital Platform
1 Introduction
2 Market Equilibrium
3 Market Behavior
4 Conclusions
References
A Full Convex Combination Method for Linear Regression with Interval Data
1 Introduction
2 Linear Regression Models with Interval Data
2.1 The Center Method
2.2 The Full Convex Combination Method
3 Real Data Application Using CAPM
3.1 CAPM with Interval Data Using Full Convex Combination Method
3.2 CAPM with Interval Data Using the Convex Combination Method
3.3 CAPM with Interval Data Using the Center Method
4 Conclusions and Future Research
References
Forecasts of GDP Growth and Inflation Under the Influence of the Covid-19 Pandemic: The Case of Vietnam
1 Introduction
2 Methodology
2.1 Artificial Neural Network
2.2 Artificial Neural Structure
2.3 Artificial Neural Network Structure
2.4 Data Analysis Process with ANN
3 Forecasts GDP Growth and Inflation of Vietnam Using ANN
3.1 GDP Growth Forecast
3.2 Inflation Forecast
4 Conclusion
References
An Empirical Study on Causal Relationship Between Real Effective Exchange Rate and Foreign Portfolio Investment in Vietnam
1 Introduction
2 Overview
2.1 FPI Inflows into Vietnam in the 2005–2019 Period
2.2 Real Effective Exchange Rates of Vietnam in the 2005–2019 Period
3 Literature Review
3.1 Causality One-Way Runs from Exchange Rate to FPI
3.2 Causality One-Way Runs from FPI to Exchange Rate
3.3 Impact of Financial Crisis, Economics Growth and Trade Openness on the Relationship Between REER and FPI
3.4 Empirical Evidence on the Relationship Between Exchange Rate and Foreign Investment in Vietnam
4 Research Methodology
4.1 Research Model
4.2 Research Data
5 Results
5.1 Analysis to Select the Appropriate Model
5.2 Impulse Response Function
5.3 Granger Causality Wald Tests
5.4 Variance Decomposition Analysis
6 Conclusion and Policy Implications
References
Contagion Effects Among Stock Markets, Treasury Bill, Petroleum, Gold, and Cryptocurrency During the COVID-19 Pandemic: A Dynamic Conditional Correlation Approach
1 Introduction
2 Methodology
2.1 Standard GARCH (SGARCH) Models
2.2 The Glosten-Jagannathan-Runkle-GARCH and Component GARCH
2.3 Component GARCH
2.4 DCC-GARCH
3 Data
4 Estimation Results
5 Conclusion
References
The Spillovers from US Monetary Policy to Asian Economies
1 Introduction
2 Theoretical Background
2.1 The International Transmission Mechanism of Monetary Policy
2.2 The Transmission Mechanism of Monetary Policy
2.3 Previous Empirical Studies
3 Estimation Methods
3.1 BVAR Specification
3.2 Data
3.3 Prior Setting
4 Estimation Results
4.1 Country Group Characteristics
4.2 Results of Stationarity Tests
4.3 Significance Testing
4.4 Impulse Response Functions of US Monetary Policy Across Asian Countries
5 Concluding Remarks
References
COVID-19: What is Going on with the Stock Market in Vietnam
1 Introduction
2 The Extremely Rare Event COVID-19
3 Research Method and Data
3.1 Research Method
3.2 Data
4 Results and Discussion
4.1 The Impact of Firm’s Characteristics
4.2 The Impact of Firm’s Characteristics When Accounting for the Industry Effect
4.3 The Impact of the Firm’s Characteristics When Accounting for the Reversal and Momentum Effect
4.4 Recommendation
5 Conclusion
Appendix
References
The Accommodation Services Booking Intention Through the Mobile Applications of Generation Y: An Empirical Evidence Based on TAM2 Model
1 Introduction
2 Literature Reviews
2.1 Generation Y and Tourism Linkages
2.2 Theoretical Model
2.3 Hypotheses Development
3 Research Methodology
4 Research Results
4.1 The Measurement Model Assessment
4.2 Partial Least Squares Structural Equation Modeling (PLS-SEM)
4.3 Bayesian SEM Estimation
5 Discussion
6 Implication and Conclusion
References
LASSO Regression and Its Application in Forecasting Macro Economic Indicators: A Study on Vietnam's Exports
1 Introduction
2 Methodology and Research Method
2.1 OLS Regression
2.2 LASSO Regression
2.3 Time Series Models
2.4 Autoregressive Model with LASSO Correction
2.5 Model of Macroeconomic Indicators that Influence Vietnam's Exports
3 Experimental Application
3.1 Descriptive Statistics for This Dataset
3.2 Stationary Test
3.3 Estimation of Exchange Rate Volatility by Garch Model Using LASSO Regression
3.4 Estimating Factors of Vietnam's Exports
4 Conclusion
References
Determinants of Variation in Human Development Index Before and After the Financial Crisis: A Bayesian Analysis for Panel Data Model
1 Introduction
2 Literature Review
3 Design of a Bayesian Model
3.1 Bayes’s Theorem and Bayesian Estimation
3.2 Design of an Empirical Model
4 Empirical Results
5 Concluding Remarks and Implications
Appendices
Appendix 2. Visual Diagnostics for MCMC Convergence of Countries with Medium HDI Over 2006–2011 Period
Appendix 3. Visual Diagnostics for MCMC Convergence of Countries with High HDI Over 2006–2011 Period
Appendix 4. Visual Diagnostics for MCMC Convergence of Countries with Very High HDI Over 2006–2011 Period
Appendix 5. Visual Diagnostics for MCMC Convergence of All Sample Over the 2012–2018 Period
Appendix 6. Visual Diagnostics for MCMC Convergence of Countries with Medium HDI Over 2012–2018 Period
Appendix 7. Visual Diagnostics for MCMC Convergence of Countries with High HDI Over 2012–2018 Period
Appendix 8. Visual Diagnostics for MCMC Convergence of Countries with Very High HDI Over 2012–2018 Period
References
Determinants of Bank Stability: Evidence from Vietnam. A Bayesian Approach
1 Introduction
2 Literature Review
2.1 Theoretical Background
2.2 Literature Review
3 Method, Model, and Data
3.1 Measuring Bank Stability
3.2 Factors Affect on Bank Stability
3.3 Research Model
3.4 Methodology
3.5 Data Description
4 Empirical Results
5 Conclusion
References
Profitability of Momentum Strategies: Empirical Evidence from Vietnam
1 Introduction
2 Theoretical Background and an Overview of Empirical Studies
2.1 Traditional Finance Theory
2.2 Behavioral Theory
3 Empirical Study
3.1 Data
3.2 Momentum Portfolio Construction
3.3 Risk-Adjusted Momentum Profits
3.4 Bayesian Method
4 Empirical Results
4.1 Momentum Profit
4.2 Momentum Profit Within Subsamples
4.3 Risk-Adjusted Profit
5 Conclusion
References
Macroeconomic Forecasting Based on LSTM-Conditioned Normalizing Flows
1 Introduction
2 Background
2.1 Problem Statement
2.2 Encoder-Decoder Architecture
3 Proposed Approach
4 Experiments
4.1 Metrics
4.2 Datasets
4.3 Evaluation
5 Conclusion
References
The Impact of Digital Transformation on the Economic Growth of the Countries
1 Introduction
2 Literature Review
2.1 Digital Transformation Concept
2.2 Digital Transformation Measurement
2.3 The Relationship Between Digital Transformation and Economic Growth
3 Research Methods
3.1 Method of Assessing the Impact of Digital Transformation on the Economic Growth
3.2 The Bayesian Linear Regression
3.3 Data
4 Research Results
5 Conclusion
References
Author Index