Price loading...

Springer Counting Statistics for Dependent Random Events: With a Focus on Finance

Price data last checked 102 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order to tackle and simplify complex problems, without disregarding the hierarchy of or interconnections between the relevant variables. These problems typically arise in real-world applications and computations involving big data in finance, insurance and banking, where experts are confronted with counting variables in monitoring random events. In this new approach, combinatorial distributions of random events are the core element. In order to deal with the high-dimensional features of the problem, the combinatorial techniques are used together with a clustering approach, where groups of variables sharing common characteristics and similarities are identified and the dependence structure within groups is taken into account. The original problems can then be modeled using new classes of copulas, referred to here as clusterized copulas, which are essentially based on preliminary groupings of variables depending on suitable characteristics and hierarchical aspects. The book includes examples and real-world data applications, with a special focus on financial applications, where the new algorithms’ performance is compared to alternative approaches and further analyzed. Given its scope, the book will be of interest to master students, PhD students and researchers whose work involves or can benefit from the innovative methodologies put forward here. It will also stimulate the empirical use of new approaches among professionals and practitioners in finance, insurance and banking.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
23 March 2021
Listed Since
20 October 2020

Barcode

No barcode data available

Similar Products You Might Like

Mathematical and Statistical Methods for Actuarial Sciences and Finance
93% match

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Springer

£89.42 09 Mar 2026
Modeling Dependence in Econometrics: 251 (Advances in Intelligent Systems and Computing, 251)
93% match

Modeling Dependence in Econometrics: 251 (Advances in Intelligent Systems and Computing, 251)

Springer

£147.54 14 Jan 2026
Extreme Financial Risks: From Dependence to Risk Management
93% match

Extreme Financial Risks: From Dependence to Risk Management

Springer

£58.93 13 Jan 2026
Analyzing Dependent Data with Vine Copulas: A Practical Guide With R: 222 (Lecture Notes in Statistics, 222)
93% match

Analyzing Dependent Data with Vine Copulas: A Practical Guide With R: 222 (Lecture Notes in Statistics, 222)

Springer

£53.85 09 Feb 2026
Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)
93% match

Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)

Springer

£89.70 06 Mar 2026
Springer - Combinatorial and Statistical Data Analysis Book
93% match

Springer - Combinatorial and Statistical Data Analysis Book

Springer

£114.79 05 Mar 2026
Principles of Copula Theory
93% match

Principles of Copula Theory

CRC Press

£60.89 31 Mar 2026
Independent Random Sampling Methods (Statistics and Computing)
92% match

Independent Random Sampling Methods (Statistics and Computing)

Springer

£100.89 28 Feb 2026
Computational Statistics (Statistics and Computing)
92% match

Computational Statistics (Statistics and Computing)

Springer

£86.00 06 Feb 2026
Computational Statistics (Statistics and Computing)
92% match

Computational Statistics (Statistics and Computing)

Springer

£66.21 25 Feb 2026
Applied Quantitative Finance (Statistics and Computing)
92% match

Applied Quantitative Finance (Statistics and Computing)

Springer

£61.65 08 Jan 2026
Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)
92% match

Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)

Springer

£71.20 12 Jan 2026
Springer - Combinatorial and Statistical Data Analysis Book
92% match

Springer - Combinatorial and Statistical Data Analysis Book

Springer

£114.72 05 Mar 2026
Principles of Copula Theory
92% match

Principles of Copula Theory

CRC Press

£85.00 08 Mar 2026
Springer Copula Theory and Its Applications - Lecture Notes 198
92% match

Springer Copula Theory and Its Applications - Lecture Notes 198

Springer

£102.69 09 Mar 2026
Applied Quantitative Finance (Statistics and Computing)
92% match

Applied Quantitative Finance (Statistics and Computing)

Springer

£49.19 13 Jan 2026
Wiley Co-Clustering: Models, Algorithms and Applications
92% match

Wiley Co-Clustering: Models, Algorithms and Applications

Wiley

£124.00 28 Feb 2026
Springer Applied Stochastic Models and Control for Finance
92% match

Springer Applied Stochastic Models and Control for Finance

Springer

£119.91 02 Mar 2026
Computational and Methodological Statistics and Biostatistics: Contemporary Essays in Advancement (Emerging Topics in Statistics and Biostatistics)
92% match

Computational and Methodological Statistics and Biostatistics: Contemporary Essays in Advancement (Emerging Topics in Statistics and Biostatistics)

Springer

£103.81 06 Mar 2026
Statistical Analysis of Financial Data in R (Springer Texts in Statistics)
92% match

Statistical Analysis of Financial Data in R (Springer Texts in Statistics)

Springer

£111.24 23 Jan 2026
Computational Finance: An Introductory Course with R: 1 (Atlantis Studies in Computational Finance and Financial Engineering, 1)
92% match

Computational Finance: An Introductory Course with R: 1 (Atlantis Studies in Computational Finance and Financial Engineering, 1)

Springer

£48.99 20 Feb 2026
Methodologies and Applications of Computational Statistics for Machine Intelligence
92% match

Methodologies and Applications of Computational Statistics for Machine Intelligence

£196.47 25 Jan 2026
Statistical Analysis of Financial Data in R (Springer Texts in Statistics)
92% match

Statistical Analysis of Financial Data in R (Springer Texts in Statistics)

Springer

£78.56 24 Jan 2026
Introduction to Bayesian Estimation and Copula Models of Dependence
92% match

Introduction to Bayesian Estimation and Copula Models of Dependence

Wiley

£82.19 21 Jan 2026