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  • Book
  • © 2021

Data Science for Financial Econometrics

  • Presents recent findings and ideas on applying data science techniques to economic phenomena – and, in particular, financial phenomena

  • Inspires practitioners to learn how to apply various data science techniques to economic problems and encourages researchers to further improve the existing techniques and to come up with new data science-based techniques for economics

  • Written by respected experts in the field

Part of the book series: Studies in Computational Intelligence (SCI, volume 898)

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-030-48853-6
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 219.99
Price excludes VAT (USA)
Hardcover Book USD 219.99
Price excludes VAT (USA)

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Table of contents (42 chapters)

  1. Front Matter

    Pages i-x
  2. Theoretical Research

    1. Front Matter

      Pages 1-1
    2. A Theory-Based Lasso for Time-Series Data

      • Achim Ahrens, Christopher Aitken, Jan Ditzen, Erkal Ersoy, David Kohns, Mark E. Schaffer
      Pages 3-36
    3. Why LASSO, EN, and CLOT: Invariance-Based Explanation

      • Hamza Alkhatib, Ingo Neumann, Vladik Kreinovich, Chon Van Le
      Pages 37-50
    4. Composition of Quantum Operations and Their Fixed Points

      • Umar Batsari Yusuf, Parin Chaipunya, Poom Kumam, Sikarin Yoo-Kong
      Pages 51-65
    5. Information Quality: The Contribution of Fuzzy Methods

      • Bernadette Bouchon-Meunier
      Pages 67-79
    6. How to Make a Decision Based on the Minimum Bayes Factor (MBF): Explanation of the Jeffreys Scale

      • Olga Kosheleva, Vladik Kreinovich, Nguyen Duc Trung, Kittawit Autchariyapanitkul
      Pages 115-120
    7. An Invitation to Quantum Probability Calculus

      • Hung T. Nguyen, Nguyen Duc Trung, Nguyen Ngoc Thach
      Pages 121-140
    8. Extending the A Priori Procedure (APP) to Address Correlation Coefficients

      • Cong Wang, Tonghui Wang, David Trafimow, Hui Li, Liqun Hu, Abigail Rodriguez
      Pages 141-149
  3. Practical Applications

    1. Front Matter

      Pages 165-165
    2. Performance of Microfinance Institutions in Vietnam

      • Nguyen Ngoc Tan, Le Hoang Anh
      Pages 167-176
    3. Impacts of Internal and External Macroeconomic Factors on Firm Stock Price in an Expansion Econometric model—A Case in Vietnam Real Estate Industry

      • Dinh Tran Ngoc Huy, Vo Kim Nhan, Nguyen Thi Ngoc Bich, Nguyen Thi Phuong Hong, Nham Thanh Chung, Pham Quang Huy
      Pages 189-205
    4. Assessing the Determinants of Interest Rate Transmission in Vietnam

      • Nhan T. Nguyen, Yen H. Vu, Oanh T. K. Vu
      Pages 223-244
    5. Applying Lasso Linear Regression Model in Forecasting Ho Chi Minh City’s Public Investment

      • Nguyen Ngoc Thach, Le Hoang Anh, Hoang Nguyen Khai
      Pages 245-253

About this book

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics. In terms of capitalizing on data science, many application areas are way ahead of economics. To close this gap, the book provides examples of how data science techniques can be used in economics. Corresponding techniques range from almost traditional statistics to promising novel ideas such as quantum econometrics. Given its scope, the book will appeal to students and researchers interested in state-of-the-art developments, and to practitioners interested in using data science techniques.  

Keywords

  • Computational Intelligence
  • Intelligent Systems
  • Econometrics
  • Data Science
  • Probabilistic Methods
  • Economic Data Analysis
  • ECONVN

Editors and Affiliations

  • Institute for Research Science and Banking Technology, Banking University Ho Chi Minh City, Ho Chi Minh, Vietnam

    Nguyen Ngoc Thach

  • Department of Computer Science, Institute for Research Science and Banking Technology, El Paso, USA

    Vladik Kreinovich

  • Banking University Ho Chi Minh City, Ho Chi Minh City, Vietnam

    Nguyen Duc Trung

Bibliographic Information

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-030-48853-6
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 219.99
Price excludes VAT (USA)
Hardcover Book USD 219.99
Price excludes VAT (USA)