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Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

  • Conference proceedings
  • © 2022

Overview

Editors:
  1. Nguyen Ngoc Thach

    1. Banking University of HCMC, Ho Chi Minh City, Vietnam

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  2. Vladik Kreinovich

    1. Department of Computer Science, University of Texas at El Paso, El Paso, USA

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  3. Doan Thanh Ha

    1. Banking University of HCMC, Ho Chi Minh City, Vietnam

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  4. Nguyen Duc Trung

    1. Banking University of HCMC, Ho Chi Minh City, Vietnam

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  • Shows recent research on econometrics for financial applications
  • Introduces theoretical foundations and applications
  • Has been written by experts in the field

Part of the book series: Studies in Systems, Decision and Control (SSDC, volume 427)

Included in the following conference series:

Conference proceedings info: ECONVN 2022.

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Table of contents (55 papers)

  1. Front Matter

    Pages i-xii
    Download chapter PDF

  2. Correcting Interval-Valued Expert Estimates: Empirical Formulas Explained

    • Laura Adriana Berrout Ramos, Vladik Kreinovich, Kittawit Autchariyapanitkul
    Pages 1-7

  3. On The Skill of Influential Predictions

    • William M. Briggs
    Pages 9-20

  4. How to Find the Dependence Based on Measurements with Unknown Accuracy: Towards a Theoretical Justification for Midpoint and Convex-Combination Interval Techniques and Their Generalizations

    • Somsak Chanaim, Vladik Kreinovich
    Pages 21-26

  5. An Alternative Extragradient Method for a Vector Quasi-Equilibrium Problem to a Vector Generalized Nash Equilibrium Problem

    • P. Dechboon, P. Kumam, P. Chaipunya
    Pages 27-47

  6. Introduction to Rare-Event Predictive Modeling for Inferential Statisticians—A Hands-On Application in the Prediction of Breakthrough Patents

    • Daniel Hain, Roman Jurowetzki
    Pages 49-83

  7. Logical Aspects of Quantum Structures

    • J. Harding, Z. Wang
    Pages 85-104

  8. Distributions on an Interval as a Scale-Invariant Combination of Scale-Invariant Functions: Theoretical Explanation of Empirical Marchenko-Pastur-Type Distributions

    • Vladik Kreinovich, Kevin Alvarez, Chon Van Le
    Pages 105-109

  9. A Panorama of Advances in Econometric Analysis

    • Hung T. Nguyen
    Pages 111-131

  10. What’s Wrong with How We Teach Estimation and Inference in Econometrics? And What Should We Do About It?

    • Mark E. Schaffer
    Pages 133-146

  11. Time Series Forecasting Using a Markov Switching Vector Autoregressive Model with Stochastic Search Variable Selection Method

    • Katsuhiro Sugita
    Pages 147-170

  12. Estimating the Correlation Coefficients in a Multivariate Skew Normal Population Using the a Priori Procedure (APP)

    • Cong Wang, Tonghui Wang, David Trafimow, Tingting Tong
    Pages 171-185

  13. Comparison of Entropy Measures in Panel Quantile Regression and Applications to Economic Growth Analysis

    • Woraphon Yamaka, Wilawan Srichaikul, Paravee Maneejuk
    Pages 187-199

  14. Quantum Uncertainty in Decision Theory

    • Vyacheslav I. Yukalov
    Pages 201-218

  15. Does Internal Control Affect Bank Profitability in Vietnam? A Bayesian Approach

    • Pham Hai Nam, Nguyen Ngoc Thach, Ngo Van Tuan, Nguyen Minh Nhat, Pham Thi Hong Nhung
    Pages 219-238

  16. Determinants of Labor Productivity of Small and Medium-Sized Enterprises (SMEs) with Bayesian Approach: A Case Study in the Trade and Service Sector in Vietnam

    • Huong Thi Thanh Tran
    Pages 239-251

  17. MEM or/and LogARMA: Which Model for Realized Volatility?

    • Stanislav Anatolyev
    Pages 253-268

  18. Crime and the Shadow Economy: Evidence from BRICS Countries

    • Nguyen Ngoc Thach, Duong Tien Ha My, Pham Xuan Thu, Nguyen Van Diep
    Pages 269-283

  19. Impact of Financial Leverage on Investment Decision: Case of Enterprises Listed on Ho Chi Minh Stock Exchange (Hose) in Vietnam

    • Nguyen Ngoc Thach, Nguyen Thi Nhu Quynh
    Pages 285-296

  20. What Affects the Capital Adequacy Ratio? A Clear Look at Vietnamese Commercial Banks

    • Pham Hai Nam, Nguyen Ngoc Tan, Nguyen Ngoc Thach, Huynh Thi Tuyet Ngan, Nguyen Minh Nhat
    Pages 297-309
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Other volumes

  1. Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

Keywords

About this book

This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.

Editors and Affiliations

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

    Nguyen Ngoc Thach, Doan Thanh Ha, Nguyen Duc Trung

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

    Vladik Kreinovich

Bibliographic Information

  • Book Title: Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

  • Editors: Nguyen Ngoc Thach, Vladik Kreinovich, Doan Thanh Ha, Nguyen Duc Trung

  • Series Title: Studies in Systems, Decision and Control

  • DOI: https://doi.org/10.1007/978-3-030-98689-6

  • Publisher: Springer Cham

  • eBook Packages: Intelligent Technologies and Robotics, Intelligent Technologies and Robotics (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022

  • Hardcover ISBN: 978-3-030-98688-9Published: 29 May 2022

  • Softcover ISBN: 978-3-030-98691-9Published: 29 May 2023

  • eBook ISBN: 978-3-030-98689-6Published: 28 May 2022

  • Series ISSN: 2198-4182

  • Series E-ISSN: 2198-4190

  • Edition Number: 1

  • Number of Pages: XII, 878

  • Number of Illustrations: 17 b/w illustrations, 100 illustrations in colour

  • Topics: Computational Intelligence, Artificial Intelligence, Econometrics

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