Econometrics for Financial Applications

• Corporate Author: SpringerLink (Online service)
• Other Authors: Anh, Ly H. (Editor, http://id.loc.gov/vocabulary/relators/edt), Dong, Le Si (Editor, http://id.loc.gov/vocabulary/relators/edt), Kreinovich, Vladik (Editor, http://id.loc.gov/vocabulary/relators/edt), Thach, Nguyen Ngoc (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Studies in Computational Intelligence, 760
• Subjects: Computational intelligence.; Artificial intelligence.; Econometrics.; Computational Intelligence.; Artificial Intelligence.

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on Ja...

Table of Contents:

• Testing, Prediction, and Cause in Econometric Models
• Information Criteria for Statistical Modeling in Data-Rich Era
• An invitation to quantum econometrics
• GL+ and GL- Regressions
• What If We Do Not Know Correlations?
• Markowitz Portfolio Theory Helps Decrease Medicines' Side Effect and Speed Up Machine Learning.