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  • Book
  • © 2022

Prediction and Causality in Econometrics and Related Topics

  • Provides recent research on Econometrics for Financial Applications

  • Introduces theoretical foundations and applications

  • Fourth International Econometric Conference of Vietnam—ECONVN2021, Ho Chi Minh City, Vietnam, January 11-13, 2021

Part of the book series: Studies in Computational Intelligence (SCI, volume 983)

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

Conference proceedings info: ECONVN 2021.

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eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-030-77094-5
  • 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 (49 chapters)

  1. Front Matter

    Pages i-xi
  2. Theoretical Results

    1. Front Matter

      Pages 1-1
    2. How to Explain the Anchoring Formula in Behavioral Economics

      • Laxman Bokati, Vladik Kreinovich, Chon Van Le
      Pages 28-34
    3. Models Only Say What They’re Told to Say

      • William M. Briggs
      Pages 35-42
    4. On Solving Image Deblurring Problem via Nash Equilibrium

      • Wachirapong Jirakitpuwapat, Poom Kumam, Nuttapol Pakkaranang
      Pages 57-66
    5. Commonsense Explanations of Sparsity, Zipf Law, and Nash’s Bargaining Solution

      • Olga Kosheleva, Vladik Kreinovich, Kittawit Autchariyapanikul
      Pages 67-74
    6. Practical Steps to Improve Specification Testing

      • Austin Nichols, Mark E. Schaffer
      Pages 75-88
    7. Why Most Empirical Distributions Are Few-Modal

      • Julio C. Urenda, Olga Kosheleva, Vladik Kreinovich
      Pages 89-96
    8. Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing

      • Woraphon Yamaka, Hamza Alkhatib, Ingo Neumann, Vladik Kreinovich
      Pages 123-130
  3. Practical Applications

    1. Front Matter

      Pages 143-143
    2. ARIMA Model – Vietnam’s GDP Forecasting

      • Lê Thị Thúy Hằng, Nguyễn Xuân Dũng
      Pages 145-151
    3. Neural Network Models for Inflation Forecasting: A Revisit

      • Thi Thanh Xuan Pham, Tu D. Q. Le, Tien Nhat Nguyen
      Pages 152-168
    4. Impact of Financial Development on International Trade in ASEAN-6 Countries: A Bayesian Approach

      • Nguyen Ngoc Thach, Vo Thi Thuy Kieu, Duong Thi Thuy An
      Pages 169-184
    5. Determinants of Bank Liquidity: Evidence from Vietnam

      • Hai Nam Pham, Thi Hong Nhung Pham
      Pages 185-196

About this book

This book provides the ultimate goal of economic studies to predict how the economy develops—and what will happen if we implement different policies. To be able to do that, we need to have a good understanding of what causes what in economics. Prediction and causality in economics are the main topics of this book's chapters; they use both more traditional and more innovative techniques—including quantum ideas -- to make predictions about the world economy (international trade, exchange rates), about a country's economy (gross domestic product, stock index, inflation rate), and about individual enterprises, banks, and micro-finance institutions: their future performance (including the risk of bankruptcy), their stock prices, and their liquidity. Several papers study how COVID-19 has influenced the world economy.

This book helps practitioners and researchers to learn more about prediction and causality in economics -- and to further develop this important research direction.

Keywords

  • Computational Intelligence
  • Intelligent Systems
  • Econometrics
  • Financial Applications
  • ECONVN2021

Editors and Affiliations

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

    Nguyen Ngoc Thach

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

    Doan Thanh Ha, Nguyen Duc Trung

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

    Vladik Kreinovich

Bibliographic Information

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-030-77094-5
  • 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)