The computational revolution in simulation techniques has shown to become a key ingredient in the field of Bayesian econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement, forecasting, assessment of policy effectiveness...

The computational revolution in simulation techniques has shown to become a key ingredient in the field of Bayesian econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement, forecasting, assessment of policy effectiveness...

Part 1: Recent Developments in FinTech -- 1. FinTech Risk Management and Monitoring -- 2. Digital Transformation of Supply Chain with Supportive Culture in Blockchain Environment -- 3. Integration of Artificial Intelligence Technology in Management Accounting Information System - An Empirical...

This book offers essential information on the life and career of the recently deceased Giorgio P. Szegö, particularly his important contributions in various areas of mathematical programming and applications to financial markets. It highlights the developments in the fields of stability theory...

This study gives an outline of modern theory of classification and regression trees (CART) and shows the advantages of CART applications in finance. Practical issues regarding CART applications and core implementation are presented. The second part of the work is mainly concentrated on DAX30...

This paper extends the evolution equation of Patton (2006) for the time variation of the copula parameters by specifying an autoregressive fractionally integrated term. For any copula parameter there is a suitable one-to-one transformation so that the maximum likelihood estimation method may be...