Beyond Traditional Probabilistic Methods in Economics
by Vladik Kreinovich (Editor), Nguyen Ngoc Thach (Editor), Nguyen Duc Trung (Editor), Dang Van Thanh (Editor)
About this book
This book presents recent research on probabilistic methods in economics, from machine learning to statistical analysis. Economics is a very important – and at the same a very difficult discipline. It is not easy to predict how an economy will evolve or to identify the measures needed to make an economy prosper. One of the main reasons for this is the high level of uncertainty: different difficult-to-predict events can influence the future economic behavior. To make good predictions and reasonable recommendations, this uncertainty has to be taken into account.
In the past, most related research results were based on using traditional techniques from probability and statistics, such as p-value-based hypothesis testing. These techniques led to numerous successful applications, but in the last decades, several examples have emerged showing that these techniques often lead to unreliable and inaccurate predictions. It is therefore necessary to come up with new techniques for processing the corresponding uncertainty that go beyond the traditional probabilistic techniques.
This book focuses on such techniques, their economic applications and the remaining challenges, presenting both related theoretical developments and their practical applications.
Brief contents
General Theory
- Beyond Traditional Probabilistic Methods in Econometrics
- Everything Wrong with P-Values Under One Roof
- Mean-Field-Type Games for Blockchain-Based Distributed Power Networks
- Finance and the Quantum Mechanical Formalism
- Quantum-Like Model of Subjective Expected Utility: A Survey of Applications to Finance
- Agent-Based Artificial Financial Market
- A Closer Look at the Modeling of Economics Data
- What to Do Instead of Null Hypothesis Significance Testing or Confidence Intervals
- Why Hammerstein-Type Block Models Are so Efficient: Case Study of Financial Econometrics
- Why Threshold Models: A Theoretical Explanation
- The Inference on the Location Parameters Under Multivariate Skew Normal Settings
- Blockchains Beyond Bitcoin: Towards Optimal Level of Decentralization in Storing Financial Data
- Why Quantum (Wave Probability) Models Are a Good Description of Many Non-quantum Complex Systems, and How to Go Beyond Quantum Models
- Decision Making Under Interval Uncertainty: Beyond Hurwicz Pessimism-Optimism Criterion
- Comparisons on Measures of Asymmetric Associations
Fixed-Point Theory
- Proximal Point Method Involving Hybrid Iteration for Solving Convex Minimization Problem and Common Fixed Point Problem in Non-positive Curvature Metric Spaces
- New Ciric Type Rational Fuzzy F-Contraction for Common Fixed Points
- Common Fixed Point Theorems for Weakly Generalized Contractions and Applications on G-metric Spaces
- A Note on Some Recent Strong Convergence Theorems of Iterative Schemes for Semigroups with Certain Conditions
- Fixed Point Theorems of Contractive Mappings in -cone Metric Spaces over Banach Algebras
Applications
- The Relationship Among Education Service Quality, University Reputation and Behavioral Intention in Vietnam
- Impact of Leverage on Firm Investment: Evidence from GMM Approach
- Oligopoly Model and Its Applications in International Trade
- Energy Consumption and Economic Growth Nexus in Vietnam: An ARDL Approach
- The Impact of Anchor Exchange Rate Mechanism in USD for Vietnam Macroeconomic Factors
- The Impact of Foreign Direct Investment on Structural Economic in Vietnam
- A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis on the Determinants of Vietnam’s Stock Market
- Explaining and Anticipating Customer Attitude Towards Brand Communication and Customer Loyalty: An Empirical Study in Vietnam’s ATM Banking Service Context
- Measuring Misalignment Between East Asian and the United States Through Purchasing Power Parity
- Determinants of Net Interest Margins in Vietnam Banking Industry
- Economic Integration and Environmental Pollution Nexus in Asean: A PMG Approach
- The Threshold Effect of Government’s External Debt on Economic Growth in Emerging Countries
- Value at Risk of the Stock Market in ASEAN-5
- Impacts of Monetary Policy on Inequality: The Case of Vietnam
- Earnings Quality: Does State Ownership Matter? Evidence from Vietnam
- Does Female Representation on Board Improve Firm Performance? A Case Study of Non-financial Corporations in Vietnam
- Measuring Users’ Satisfaction with University Library Services Quality: Structural Equation Modeling Approach
- Analysis of the Factors Affecting Credit Risk of Commercial Banks in Vietnam
- Analysis of Monetary Policy Shocks in the New Keynesian Model for Viet Nams Economy: Rational Expectations Approach
- The Use of Fractionally Autoregressive Integrated Moving Average for the Rainfall Forecasting
- Detection of Structural Changes Without Using P Values
- Measuring Internal Factors Affecting the Competitiveness of Financial Companies: The Research Case in Vietnam
- Multi-dimensional Analysis of Perceived Risk on Credit Card Adoption
- Public Services in Agricultural Sector in Hanoi in the Perspective of Local Authority
- Public Investment and Public Services in Agricultural Sector in Hanoi
- Assessment of the Quality of Growth with Respect to the Efficient Utilization of Material Resources
- Is Lending Standard Channel Effective in Transmission Mechanism of Macroprudential Policy? The Case of Vietnam
- Impact of the World Oil Price on the Inflation on Vietnam – A Structural Vector Autoregression Approach
- The Level of Voluntary Information Disclosure in Vietnamese Commercial Banks
- Corporate Governance Factors Impact on the Earnings Management – Evidence on Listed Companies in Ho Chi Minh Stock Exchange
- Empirical Study on Banking Service Behavior in Vietnam
- Empirical Study of Worker’s Behavior in Vietnam
- Empirical Study of Purchasing Intention in Vietnam
- The Impact of Foreign Reserves Accumulation on Inflation in Vietnam: An ARDL Bounds Testing Approach
- The Impact of Oil Shocks on Exchange Rates in Southeast Asian Countries - A Markov-Switching Approach
- Analysis of Herding Behavior Using Bayesian Quantile Regression
- Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market
- Bayesian Approach for Mixture Copula Model
- Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression
- Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand
- The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression
- Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model
- The Seasonal Affective Disorder Cycle on the Vietnam’s Stock Market
- Consumers’ Purchase Intention of Pork Traceability: The Moderator Role of Trust
- Income Risk Across Industries in Thailand: A Pseudo-Panel Analysis
- Evaluating the Impact of Official Development Assistance (ODA) on Economic Growth in Developing Countries
- The Effect of Macroeconomic Variables on Economic Growth: A Cross-Country Study
- The Effects of Loan Portfolio Diversification on Vietnamese Banks’ Return
- An Investigation into the Impacts of FDI, Domestic Investment Capital, Human Resources, and Trained Workers on Economic Growth in Vietnam
- The Impact of External Debt to Economic Growth in Viet Nam: Linear and Nonlinear Approaches
- The Effects of Macroeconomic Policies on Equity Market Liquidity: Empirical Evidence in Vietnam
- Factors Affecting to Brand Equity: An Empirical Study in Vietnam Banking Sector
- Factors Influencing to Accounting Information Quality: A Study of Affecting Level and Difference Between in Perception of Importance and Actual Performance Level in Small Medium Enterprises in Ho Chi Minh City
- Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model
- Impact of the Transmission Channel of the Monetary Policies on the Stock Market
- Can Vietnam Move to Inflation Targeting?
- Impacts of the Sectoral Transformation on the Economic Growth in Vietnam
- Bayesian Analysis of the Logistic Kink Regression Model Using Metropolis-Hastings Sampling
- Analyzing Factors Affecting Risk Management of Commercial Banks in Ho Chi Minh City – Vietnam
- The Role of Market Competition in Moderating the Debt-Performance Nexus Under Overinvestment: Evidence in Vietnam
- The Moderation Effect of Debt and Dividend on the Overinvestment-Performance Relationship
- Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables
- Exchange Rate Variability and Optimum Currency Areas: Evidence from ASEAN
- The Firm Performance – Overinvestment Relationship Under the Government’s Regulation
Series: Studies in Computational Intelligence (Book 809)
Pages: 1157 pages
Publisher: Springer; 1st ed. 2019 edition (November 24, 2018)
Language: English
ISBN-10: 3030041999
ISBN-13: 978-3030041991
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