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  • Conference proceedings
  • © 2018

Econometrics for Financial Applications

  • Includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018
  • Presents recent research on econometrics for financial applications
  • Introduces readers to the theoretical foundations and applications of econometric techniques to finance-related problems
  • Written by respected experts in the field
  • Includes supplementary material: sn.pub/extras

Part of the book series: Studies in Computational Intelligence (SCI, volume 760)

Conference series link(s): ECONVN: International Econometric Conference of Vietnam

Conference proceedings info: ECONVN 2018.

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Table of contents (76 papers)

  1. Front Matter

    Pages i-xiii
  2. General Theory

    1. Front Matter

      Pages 1-1
    2. An Invitation to Quantum Econometrics

      • Hung T. Nguyen, Le Si Dong
      Pages 44-62
    3. \(GL^+\) and \(GL^-\) Regressions

      • Charles Andoh, Lord Mensah, Francis Atsu
      Pages 63-77
    4. What If We Do Not Know Correlations?

      • Michael Beer, Zitong Gong, Ingo Neumann, Songsak Sriboonchitta, Vladik Kreinovich
      Pages 78-85
    5. The Generalized Diffie-Hellman Key Exchange Protocol on Groups

      • Wachirapong Jirakitpuwapat, Poom Kumam
      Pages 115-119
    6. Combination and Composition in Probabilistic Models

      • Radim JirouÅ¡ek, Prakash P. Shenoy
      Pages 120-133
    7. Efficient Parameter-Estimating Algorithms for Symmetry-Motivated Models: Econometrics and Beyond

      • Vladik Kreinovich, Anh H. Ly, Olga Kosheleva, Songsak Sriboonchitta
      Pages 134-145
    8. Quantum Ideas in Economics Beyond Quantum Econometrics

      • Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
      Pages 146-151
    9. An Ancient Bankruptcy Solution Makes Economic Sense

      • Anh H. Ly, Michael Zakharevich, Olga Kosheleva, Vladik Kreinovich
      Pages 152-160
    10. Confidence Intervals for the Ratio of Means of Delta-Lognormal Distribution

      • Patcharee Maneerat, Sa-Aat Niwitpong, Suparat Niwitpong
      Pages 161-174
    11. Modeling and Simulation of Financial Risks

      • Akira Namatame
      Pages 175-185
    12. Maximum Entropy Beyond Selecting Probability Distributions

      • Thach N. Nguyen, Olga Kosheleva, Vladik Kreinovich
      Pages 186-195
    13. Is It Legitimate Statistics or Is It Sexism: Why Discrimination Is Not Rational

      • Martha Osegueda Escobar, Vladik Kreinovich, Thach N. Nguyen
      Pages 235-242

Other Volumes

  1. Econometrics for Financial Applications

About this book

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018.

Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance.

An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.

Editors and Affiliations

  • Banking University HCMC, Ho Chi Minh City, Vietnam

    Ly H. Anh, Le Si Dong, Nguyen Ngoc Thach

  • Computer Science Department, University of Texas at El Paso, El Paso, USA

    Vladik Kreinovich

Bibliographic Information

  • Book Title: Econometrics for Financial Applications

  • Editors: Ly H. Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach

  • Series Title: Studies in Computational Intelligence

  • DOI: https://doi.org/10.1007/978-3-319-73150-6

  • Publisher: Springer Cham

  • eBook Packages: Engineering, Engineering (R0)

  • Copyright Information: Springer International Publishing AG 2018

  • Hardcover ISBN: 978-3-319-73149-0Published: 20 December 2017

  • Softcover ISBN: 978-3-319-89234-4Published: 04 September 2018

  • eBook ISBN: 978-3-319-73150-6Published: 18 December 2017

  • Series ISSN: 1860-949X

  • Series E-ISSN: 1860-9503

  • Edition Number: 1

  • Number of Pages: XIII, 1081

  • Number of Illustrations: 176 b/w illustrations

  • Topics: Computational Intelligence, Artificial Intelligence, Econometrics

Buy it now

Buying options

eBook USD 259.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access