Applied Stochastic Models and Data Analysis - Proceedings of the Sixth International Symposium
By: J. Janssen (editor), Christos H. Skiadas (editor)Hardback
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The papers in these two volumes are focused on the following fields: real life problems and theoretical results in stochastic modelling and data analysis, interactions between applied stochastic models, data analysis and artificial intelligence (including neural networks), probabilistic and statistical computation and forecasting, database management and knowledge acquisition, expert systems, computer-aided decision support systems and neural computing. In particular, results and applications in economics, finance and insurance, management, marketing, health sciences, production and engineering are presented. The main objective is to publish papers, both technical and practical, presenting new results which have potential for solving real-life problems.
Expected utility and the Siegel paradox - a generalization, R. Aboudy and D. Thon; on the empirical behaviour of a stochastic process, A.M. Aguilera et al; "generalized Vasicek" models of the term structure, S. Babbs; American path-dependent options, G. Barone-Adesi and M. Chesney; a general formalization of factor analysis with an application to market shares, M. Lejeune; an investigation of equidistance between the steps of a rating scale, G. Leunbach; rational learning and stock market volatility, D. Margaritis; assessment of country risk - a conceptual clustering approach, V.S. Moustakis; stock price dynamics in an error correction market model - evidence from the Athens stock exchange, G. Papachristou; quadratic estimating equations applied to the estimation of time series models, D. Papanastassiou; models for interdependent decisions over time, U. Potter; conformance, reliability and replacement costs, I. Sahin. (Part contents).
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