Optimal Transport Statistics For Economics And Related Topics

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Optimal Transport Statistics For Economics And Related Topics
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Author : Nguyen Ngoc Thach
language : en
Publisher: Springer Nature
Release Date : 2023-10-31
Optimal Transport Statistics For Economics And Related Topics written by Nguyen Ngoc Thach and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-31 with Technology & Engineering categories.
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: ˆ inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and ˆ inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena.
Optimal Transport Methods In Economics
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Author : Alfred Galichon
language : en
Publisher: Princeton University Press
Release Date : 2018-08-14
Optimal Transport Methods In Economics written by Alfred Galichon and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-14 with Business & Economics categories.
Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers the basic results of the theory as well as their relations to linear programming, network flow problems, convex analysis, and computational geometry. Emphasizing computational methods, it also includes programming examples that provide details on implementation. Applications include discrete choice models, models of differential demand, and quantile-based statistical estimation methods, as well as asset pricing models. Authoritative and accessible, Optimal Transport Methods in Economics also features numerous exercises throughout that help you develop your mathematical agility, deepen your computational skills, and strengthen your economic intuition. The first introduction to the subject written especially for economists Includes programming examples Features numerous exercises throughout Ideal for students and researchers alike
Applications Of Optimal Transport To Economics And Related Topics
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Author : Vladik Kreinovich
language : en
Publisher: Springer Nature
Release Date : 2024-11-09
Applications Of Optimal Transport To Economics And Related Topics written by Vladik Kreinovich and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-09 with Technology & Engineering categories.
Often, when a new successful data processing techniques appears in one of the application areas, it then proves to be useful in many other areas. This was the case of optimal transportation techniques: these techniques were first developed for transportation problems, but now they have been shown to be successful in many statistical applications, including applications to economics. These techniques are the main focus of this book, but this book also contain papers that use other techniques, ranging from more traditional statistical approaches to more recent ones such as stochastic frontier methods, multivariable quantiles, random forest, and deep learning. Applications include all aspects of economics, from production (including agricultural) to trade (including international) and finances, with relation to issues of crime (including computer crime and cyberbullying), demographics, economic freedom, environment, health, and tourism. We hope that this volume will: help practitioners to become better knowledgeable of the state-of-the-art econometric techniques, especially optimal transport techniques, and help researchers to further develop these important research directions. We want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments. The publication of this volume was partly supported by the Faculty of Economics of the Chiang Mai University, Thailand. Our thanks to the leadership and staff of the Chiang Mai University for providing crucial support. Our special thanks to Prof. Hung T. Nguyen for his valuable advice and constant support.
Credible Asset Allocation Optimal Transport Methods And Related Topics
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Author : Songsak Sriboonchitta
language : en
Publisher: Springer Nature
Release Date : 2022-07-29
Credible Asset Allocation Optimal Transport Methods And Related Topics written by Songsak Sriboonchitta and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-29 with Technology & Engineering categories.
This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions
Optimal Transport For Applied Mathematicians
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Author : Filippo Santambrogio
language : en
Publisher: Birkhäuser
Release Date : 2015-10-17
Optimal Transport For Applied Mathematicians written by Filippo Santambrogio and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-17 with Mathematics categories.
This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource.
Machine Learning For Econometrics And Related Topics
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Author : Vladik Kreinovich
language : en
Publisher: Springer Nature
Release Date : 2024-06-01
Machine Learning For Econometrics And Related Topics written by Vladik Kreinovich and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-01 with Technology & Engineering categories.
In the last decades, machine learning techniques – especially techniques of deep learning – led to numerous successes in many application areas, including economics. The use of machine learning in economics is the main focus of this book; however, the book also describes the use of more traditional econometric techniques. Applications include practically all major sectors of economics: agriculture, health (including the impact of Covid-19), manufacturing, trade, transportation, etc. Several papers analyze the effect of age, education, and gender on economy – and, more generally, issues of fairness and discrimination. We hope that this volume will: help practitioners to become better knowledgeable of the state-of-the-art econometric techniques, especially techniques of machine learning, and help researchers to further develop these important research directions. We want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments.
Partial Identification In Econometrics And Related Topics
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Author : Nguyen Ngoc Thach
language : en
Publisher: Springer Nature
Release Date : 2024-07-31
Partial Identification In Econometrics And Related Topics written by Nguyen Ngoc Thach and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-31 with Technology & Engineering categories.
This book covers data processing techniques, with economic and financial application being the unifying theme. To make proper investments in economy, the authors need to have a good understanding of the future trends: how will demand change, how will prices change, etc. In general, in science, the usual way to make predictions is: to identify a model that best fits the current dynamics, and to use this model to predict the future behavior. In many practical situations—especially in economics—our past experiences are limited. As a result, the authors can only achieve a partial identification. It is therefore important to be able to make predictions based on such partially identified models—which is the main focus of this book. This book emphasizes partial identification techniques, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as game-theoretic approach, interval techniques, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (credit and banking, energy, health, labor, tourism, international trade) to specific issues affecting economy such as ecology, national culture, government regulations, and the existence of shadow economy. This book shows what has been achieved, but even more important are remaining open problems. The authors hope that this book 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. The authors want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments. The publication of this book—and organization of the conference at which these papers were presented—was supported: by the Ho Chi Minh University of Banking (HUB), Vietnam, and by the Vingroup Innovation Foundation (VINIF). The authors thank the leadership and staff of HUB and VINIF for providing crucial support.
Recent Advances In Econometrics And Statistics
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Author : Matteo Barigozzi
language : en
Publisher: Springer Nature
Release Date : 2024-10-28
Recent Advances In Econometrics And Statistics written by Matteo Barigozzi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-28 with Mathematics categories.
This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the occasion of his 75th birthday, it puts emphasis on the fundamental and applied topics he has significantly contributed to. The volume starts with an annotated bibliography that mainly catalogues his contributions to distribution-free rank-based and quantile-oriented inference and to time series analysis. The main part of the book collects 29 authoritative contributions by some of Marc Hallin’s main collaborators, organized into six parts: rank- and depth-based methods, asymptotic statistics, quantile regression, econometrics, statistical modelling and related topics, and high-dimensional and non-Euclidean data.
Computational Optimal Transport
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Author : Gabriel Peyre
language : en
Publisher: Foundations and Trends(r) in M
Release Date : 2019-02-12
Computational Optimal Transport written by Gabriel Peyre and has been published by Foundations and Trends(r) in M this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-12 with Computers categories.
The goal of Optimal Transport (OT) is to define geometric tools that are useful to compare probability distributions. Their use dates back to 1781. Recent years have witnessed a new revolution in the spread of OT, thanks to the emergence of approximate solvers that can scale to sizes and dimensions that are relevant to data sciences. Thanks to this newfound scalability, OT is being increasingly used to unlock various problems in imaging sciences (such as color or texture processing), computer vision and graphics (for shape manipulation) or machine learning (for regression, classification and density fitting). This monograph reviews OT with a bias toward numerical methods and their applications in data sciences, and sheds lights on the theoretical properties of OT that make it particularly useful for some of these applications. Computational Optimal Transport presents an overview of the main theoretical insights that support the practical effectiveness of OT before explaining how to turn these insights into fast computational schemes. Written for readers at all levels, the authors provide descriptions of foundational theory at two-levels. Generally accessible to all readers, more advanced readers can read the specially identified more general mathematical expositions of optimal transport tailored for discrete measures. Furthermore, several chapters deal with the interplay between continuous and discrete measures, and are thus targeting a more mathematically-inclined audience. This monograph will be a valuable reference for researchers and students wishing to get a thorough understanding of Computational Optimal Transport, a mathematical gem at the interface of probability, analysis and optimization.
Machine Learning And Principles And Practice Of Knowledge Discovery In Databases
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Author : Rosa Meo
language : en
Publisher: Springer Nature
Release Date : 2025-02-07
Machine Learning And Principles And Practice Of Knowledge Discovery In Databases written by Rosa Meo and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-07 with Computers categories.
The five-volume set CCIS 2133-2137 constitutes the refereed proceedings of the workshops held in conjunction with the Joint European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2023, which took place in Turin, Italy, during September 18-22, 2023. The 200 full papers presented in these proceedings were carefully reviewed and selected from 515 submissions. The papers have been organized in the following tracks: Part I: Advances in Interpretable Machine Learning and Artificial Intelligence -- Joint Workshop and Tutorial; BIAS 2023 - 3rd Workshop on Bias and Fairness in AI; Biased Data in Conversational Agents; Explainable Artificial Intelligence: From Static to Dynamic; ML, Law and Society; Part II: RKDE 2023: 1st International Tutorial and Workshop on Responsible Knowledge Discovery in Education; SoGood 2023 – 8th Workshop on Data Science for Social Good; Towards Hybrid Human-Machine Learning and Decision Making (HLDM); Uncertainty meets explainability in machine learning; Workshop: Deep Learning and Multimedia Forensics. Combating fake media and misinformation; Part III: XAI-TS: Explainable AI for Time Series: Advances and Applications; XKDD 2023: 5th International Workshop on eXplainable Knowledge Discovery in Data Mining; Deep Learning for Sustainable Precision Agriculture; Knowledge Guided Machine Learning; MACLEAN: MAChine Learning for EArth ObservatioN; MLG: Mining and Learning with Graphs; Neuro Explicit AI and Expert Informed ML for Engineering and Physical Sciences; New Frontiers in Mining Complex Patterns; Part IV: PharML, Machine Learning for Pharma and Healthcare Applications; Simplification, Compression, Efficiency and Frugality for Artificial intelligence; Workshop on Uplift Modeling and Causal Machine Learning for Operational Decision Making; 6th Workshop on AI in Aging, Rehabilitation and Intelligent Assisted Living (ARIAL); Adapting to Change: Reliable Multimodal Learning Across Domains; AI4M: AI for Manufacturing; Part V: Challenges and Opportunities of Large Language Models in Real-World Machine Learning Applications; Deep learning meets Neuromorphic Hardware; Discovery challenge; ITEM: IoT, Edge, and Mobile for Embedded Machine Learning; LIMBO - LearnIng and Mining for BlOckchains; Machine Learning for Cybersecurity (MLCS 2023); MIDAS - The 8th Workshop on MIning DAta for financial applicationS; Workshop on Advancements in Federated Learning.