Modeling of complex data sets and risk analysis

ebook Modeling of complex data sets and risk analysis

Wydawca: Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach
Rok wydania: 2021
Opis Spis treści Szczegóły Recenzje


Modeling of complex data sets and risk analysis is a fascinating ebook that delves into the intricacies of modeling complex datasets and risk analysis. Written by experts at the Department of Demography and Economics Statistics, this book offers innovative research approaches and a comprehensive analysis.

Published by Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach in 2021, this ebook is available in the English language. With its engaging content and scientific rigor, it's a must-read for academics, researchers, and anyone interested in data analysis and risk management.

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Spis treści ebooka Modeling of complex data sets and risk analysis

Preface 7

Part I
Modeling of complex data sets

Chapter 1
Modeling socio-economic factors of life expectancy in Poland using panel data (Agnieszka Orwat-Acedańska) 11

Chapter 2
A coherent mortality and life expectancy forecasting – a comparison of frequentist and Bayesian approaches (Justyna Majewska) 30

Chapter 3
Evaluation of the labor market status of young people in selected countries of the European Union – the multiple regression approach (Grażyna Trzpiot, Magdalena Kawecka) 46

Part II
Risk analysis

Chapter 4
Quantile and expectile regression in risk measurement – downside risk measures approach (Grażyna Trzpiot) 77

Chapter 5
EVT in risk estimation on commodities exchanges (Alicja Ganczarek-Gamrot, Dominik Krężołek, Grażyna Trzpiot) 95

Chapter 6
Backtesting Expected Shortfall using extreme value theory on the metals market (Dominik Krężołek) 109

Chapter 7
Quantile-based CAPM model – the application on Polish capital market during COVID-19 pandemic (Tomasz Stachurski, Dominik Krężołek) 133

Szczegóły ebooka Modeling of complex data sets and risk analysis

Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach
Rok wydania:
2021
Typ publikacji:
Ebook
Język:
angielski
Format:
pdf
ISBN:
978-83-7875-702-3
ISBN wersji papierowej:
978-83-7875-701-6
Wydanie:
1
Redakcja:
Grażyna Trzpiot
Miejsce wydania:
Katowice
Liczba Stron:
148

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