- ホーム
- > 洋書
- > ドイツ書
- > Mathematics, Sciences & Technology
- > Mathematics
- > probability calculus, stochastics, mathematical statistics
Full Description
This open access book addresses key methodological and applied issues in rare event forecasting, with a particular focus on early warning systems based on hidden Markov models. It brings together recent advances developed by a cohesive and multidisciplinary group of researchers. A distinctive feature of the volume is its strong emphasis on real-world problems in economics, finance and health, illustrated using empirical datasets.
Contents
Chapter 1 Sampling-based and cost-sensitive classification in early warning systems for financial crises.- Chapter 2 Auto Machine Learning for Early Warning Crisis Detection.- Chapter 3 Exploring Binary Regression and Hidden Markov Models for Early Warning Systems.- Chapter 4 A regularized EWS for banking crises: a grouped fixed effects approach.- Chapter 5 A Bayesian Student's t-Hidden Markov Model Approach for Cryptocurrencies Time Series.- Chapter 6 Link prediction in temporal networks: A dynamic stochastic block model approach.- Chapter 7 The substitution between primary and emergency care in individuals with chronic conditions: evidence from a structural model.- Chapter 8 The demand of primary and secondary care: a Bayesian hierarchical approach.



