Optimal transport statistics for economics and related topics

Contributor(s):

Material type: Text

TextSeries: Studies in Systems, Decision and Control (SSDC, volume 483)Publication details: Springer Cham 2024Description: xi, 700 pISBN:

9783031357626

Subject(s):

Optimal transport

DDC classification:

330.015196 THA

Summary: This volume emphasizes techniques of optimal transport statistics, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as quantiles (in particular, multidimensional quantiles), maximum entropy approach, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (construction, credit and banking, energy, health, labor, textile, tourism, international trade) to specific issues affecting economy such as bankruptcy, effect of Covid-19 pandemic, effect of pollution, effect of gender, cryptocurrencies, and the existence of shadow economy. Papers presented in this volume also cover data processing techniques, with economic and financial application being the unifying theme. This volume shows what has been achieved, but even more important are remaining open problems. We hope that this volume will: inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena. (https://link.springer.com/book/10.1007/978-3-031-35763-3)

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Public Policy & General Management	330.015196 THA (Browse shelf(Opens below))	1	Available		007879

Table of contents:
Front Matter
Pages i-xi
Download chapter PDF
An Invitation to Multivariate Quantiles Arising from Optimal Transport Theory
Hung T. Nguyen
Pages 1-37
The Unfulfilled Quest for Discovering Cause from Probability
William M. Briggs
Pages 38-44
Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic
Pages 45-89
Three Applications of Measure Transportation in Statistical Inference
Marc Hallin
Pages 90-106
Extending the A Priori Procedure for Estimating Location Parameter Under Multivariate Skew Normal Settings
Ziwei Ma, Tonghui Wang, S. T. Boris Choy, Zheng Wei, Xiaonan Zhu
Pages 107-116
A Note on Cournot-Nash Equilibria and Optimal Transport Between Unequal Dimensions
Luca Nenna, Brendan Pass
Pages 117-130
Stacking Regression for Time-Series, with an Application to Forecasting Quarterly US GDP Growth
Erkal Ersoy, Haoyang Li, Mark E. Schaffer, Tibor Szendrei
Pages 131-149
Maximum Entropy Learning with Neural Networks
Woraphon Yamaka
Pages 150-162
Robustness of Multi-criteria Nash Equilibrium Based on Vectorial Rationality Function
Urairat Deepan, Parin Chaipunya, Poom Kumam
Pages 163-168
Why Quantiles Are a Good Description of Volatility in Economics: An Alternative Explanation
Laxman Bokati, Olga Kosheleva, Vladik Kreinovich, Kittawit Autchariyapanitkul
Pages 169-173
Hawthorne Effect: An Explanation Based on Decision Theory
Sofia Holguin, Vladik Kreinovich, Phuong Hoang Nguyen
Pages 174-177
Fair Bankruptcy Solutions Under Interval Uncertainty
Uyen Pham, Olga Kosheleva, Vladik Kreinovich
Pages 178-185
Economy-Related Emotional Attitudes Towards Other People: How Can We Explain Them?
Christopher Reyes, Vladik Kreinovich, Chon Van Le
Pages 186-192
COVID-19 and Short-Run Survival in the Service Sector: Evidence from the Tourism Economy
Surapot Baiya, Pithoon Thanabordeekij, Paravee Maneejuk
Pages 193-210
How Non – Interest Income Matters for Operation Efficiency? A Bayesian Analysis of Vietnam Banks
Bui Dan Thanh, Doan Thanh Ha, Pham Thi Hong Nhung
Pages 211-234
Cryptocurrency Portfolio Management Based on Usage Characteristics Criteria Applying R-Vine Copula
Terdthiti Chitkasame, Pichayakone Rakpho, Nachattapong Kaewsompong
Pages 235-247
Does Debt Affect Profitability of Construction Companies in Vietnam? A Bayesian Approach
Bui Dan Thanh, Nguyen Ngoc Huyen
Pages 248-263
Determinants of Small and Medium Enterprises’ Capital Intensity: The Case in Vietnam
Nhan Truong Thanh Dang, Van Dung Ha, Van Tung Nguyen
Pages 264-273
Labor Productivity: Does Export Matter for Vietnamese Small and Medium Enterprises?
Dang Nhan Truong Thanh, Ha Van Dung, Nguyen Van Tung
Pages 274-285
(https://link.springer.com/book/10.1007/978-3-031-35763-3)

This volume emphasizes techniques of optimal transport statistics, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as quantiles (in particular, multidimensional quantiles), maximum entropy approach, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (construction, credit and banking, energy, health, labor, textile, tourism, international trade) to specific issues affecting economy such as bankruptcy, effect of Covid-19 pandemic, effect of pollution, effect of gender, cryptocurrencies, and the existence of shadow economy. Papers presented in this volume also cover data processing techniques, with economic and financial application being the unifying theme. This volume shows what has been achieved, but even more important are remaining open problems. We hope that this volume will: inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena.
(https://link.springer.com/book/10.1007/978-3-031-35763-3)

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