书目名称 | Uncertainty Analysis in Econometrics with Applications |
编辑 | Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya |
视频video | |
概述 | Presents recent research on Maximum Entropy Econometrics and Related Topics.Proceedings of the Sixth International Conference of the Thailand Econometric Society TES‘2013.Written by leading experts in |
丛书名称 | Advances in Intelligent Systems and Computing |
图书封面 |  |
描述 | .Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization..This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address f |
出版日期 | Conference proceedings 2013 |
关键词 | Economtetric Society; Intelligent Systems; Maximum Entropy Econometrics |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-35443-4 |
isbn_softcover | 978-3-642-35442-7 |
isbn_ebook | 978-3-642-35443-4Series ISSN 2194-5357 Series E-ISSN 2194-5365 |
issn_series | 2194-5357 |
copyright | Springer-Verlag Berlin Heidelberg 2013 |