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001 978-3-642-35443-4
003 DE-He213
005 20200421112542.0
007 cr nn 008mamaa
008 121214s2013 gw | s |||| 0|eng d
020 _a9783642354434
_9978-3-642-35443-4
024 7 _a10.1007/978-3-642-35443-4
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
245 1 0 _aUncertainty Analysis in Econometrics with Applications
_h[electronic resource] :
_bProceedings of the Sixth International Conference of the Thailand Econometric Society TES'2013 /
_cedited by Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2013.
300 _aXVI, 319 p. 34 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aAdvances in Intelligent Systems and Computing,
_x2194-5357 ;
_v200
505 0 _aPart I Keynote Addresses -- Part II Fundamental Theory -- Part III Applications.
520 _aUnlike 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 focusses on testing stationarity in economic time series data.
650 0 _aEngineering.
650 0 _aArtificial intelligence.
650 0 _aComputational intelligence.
650 0 _aEconometrics.
650 1 4 _aEngineering.
650 2 4 _aComputational Intelligence.
650 2 4 _aArtificial Intelligence (incl. Robotics).
650 2 4 _aEconometrics.
700 1 _aHuynh, Van-Nam.
_eeditor.
700 1 _aKreinovich, Vladik.
_eeditor.
700 1 _aSriboonchitta, Songsak.
_eeditor.
700 1 _aSuriya, Komsan.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642354427
830 0 _aAdvances in Intelligent Systems and Computing,
_x2194-5357 ;
_v200
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-35443-4
912 _aZDB-2-ENG
942 _cEBK
999 _c58348
_d58348