Risk Measurement, Econometrics and Neural Networks: Selected - download pdf or read online

By Klaus Abberger, Yuanhua Feng (auth.), Prof. Dr. Georg Bol, Prof. Dr. Gholamreza Nakhaeizadeh, Prof. Dr. Karl-Heinz Vollmer (eds.)

ISBN-10: 3642582729

ISBN-13: 9783642582721

ISBN-10: 3790811521

ISBN-13: 9783790811520

This ebook contains the articles of the sixth Econometric Workshop in Karlsruhe, Germany. within the first half techniques from conventional econometrics and leading edge tools from computer studying akin to neural nets are utilized to monetary matters. Neural Networks are effectively utilized to varied components akin to debtor research, forecasting and company finance. within the moment half a variety of features from Value-at-Risk are mentioned. The lawsuits describe the criminal framework, assessment the fundamentals and speak about new methods akin to shortfall measures and credits risk.

Show description

Read or Download Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany PDF

Best econometrics books

Ökonometrie: Mathematische Theorie und Anwendungen by Jörg-Uwe Löbus PDF

Ökonometrie ist Mathematische Statistik. Mathematische Statistik ist nicht Ökonometrie. Vielmehr werden diejenigen Teilgebiete der Mathematischen Statistik, die - zur quantitativen examine von ökonomischen Phänomenen, - zur Modellbildung und -testung mit Hilfe von empirisch gewonnenem Beobachtungsmaterial, - zur Prognose ökonomischer Kenngrößen benötigt werden, unter dem Begriff Ökonometrie zusammengefaßt.

Get The Salience of Marketing Stimuli: An Incongruity-Salience PDF

In buyer and social psychology, salience has been often handled as an characteristic of a stimulus, which permits it to face out and be spotted. Researchers, although, have in simple terms vaguely articulated the theoretical underpinnings of this time period, hence impeding a radical figuring out of the perceptual strategies at the back of its use in advanced advertising communications.

Download PDF by M.J. Vilares: Structural Change in Macroeconomic Models: Theory and

This publication grew out of a 'Doctorat D'Etat' thesis provided on the collage of Dijon-Institut Mathematique Economiques (lME). It goals to teach that amount rationing conception offers the technique of enhancing macroeconometric modelling within the learn of struc tural adjustments. The empirical effects provided within the final bankruptcy (concerning Portuguese financial system) and within the final Appendix (con cerning the French economy), even though initial, prompt that the hassle is profitable and will be persevered.

Get Rational Econometric Man: Transforming Structural PDF

This difficult and unique publication takes a clean, cutting edge examine econometrics, and re-examines the clinical status of structural econometrics as constructed by means of the founders (Frisch and Tinbergen) and prolonged through Haavelmo and the Cowles modellers (particularly Klein) through the interval 1930-1960.

Extra info for Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Sample text

In contrast to OLTP-systems decision support systems (DSS) are usually used by only a small number of data-analysts or executives and far less frequent than OLTP-systems. e. have to consider a very large amount of data including historical information (many-records-at-a-time) spread over a multitude of data sources. Consequently, the total volume of data rises into magnitudes of giga- up to terabytes of data. In addition, these 'transactions' are not pre-defined but rather generated highly dynamic and flexible.

The error-area-value of the BPN FA21-10 is decreased by seven percent compared to the benchmark. 385% on the validation set, slightly poorer than the FA21-10. 33 The VC-information consists of credit-standing relevant features which so far have not been processed by the VC-index. The computer-aided derived features as well as the manually encoded features improve the classifiers performance, if optimized according to its error-area. 2 Business information vs. financial statement The BPNs, which are developed in the separate analysis, process the information either from the VC-information or from the financial statement.

In addition, these 'transactions' are not pre-defined but rather generated highly dynamic and flexible. Figure 1 summarizes the differences between transactions for supporting the day-to-day operations of an enterprise (OLTP) and decision support. Decision Support Characteristics OLTP high low Number of User/Frequency complex Complexity of Transactions simple stactic, predifined dynamic, flexible Kind of Transactions few many Number of Sources Gigabyte Gigabyte-Terabyte Size of Sources Actuality current-valued current-valued and historical Fig.

Download PDF sample

Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany by Klaus Abberger, Yuanhua Feng (auth.), Prof. Dr. Georg Bol, Prof. Dr. Gholamreza Nakhaeizadeh, Prof. Dr. Karl-Heinz Vollmer (eds.)


by George
4.0

Rated 4.46 of 5 – based on 32 votes