| 书目名称 | Statistical Decision Problems | | 副标题 | Selected Concepts an | | 编辑 | Michael Zabarankin,Stan Uryasev | | 视频video | | | 概述 | Presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems.Discusses basic principles of statistical decision | | 丛书名称 | Springer Optimization and Its Applications | | 图书封面 |  | | 描述 | .Statistical Decision Problems. presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. . .The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary | | 出版日期 | Book 2014 | | 关键词 | Portfolio Safeguard software; linear regression portfolio; portfolio optimization; statistical decision | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-8471-4 | | isbn_softcover | 978-1-4939-5325-7 | | isbn_ebook | 978-1-4614-8471-4Series ISSN 1931-6828 Series E-ISSN 1931-6836 | | issn_series | 1931-6828 | | copyright | Springer Science+Business Media, New York 2014 |
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发表于 2025-3-21 18:56:49
