Counting Statistics for Dependent Random Events
Counting Statistics for Dependent Random Events: With a Focus on Finance
by Enrico Bernardi
English | 2021 | ISBN: 3030642496 | 240 Pages | PDF EPUB | 25 MB
by Enrico Bernardi
English | 2021 | ISBN: 3030642496 | 240 Pages | PDF EPUB | 25 MB
This book on counting statistics presents a novel copula-based approach to counting dependent random events. It combines clustering, combinatorics-based algorithms and dependence structure in order to tackle and simplify complex problems, without disregarding the hierarchy of or interconnections between the relevant variables. These problems typically arise in real-world applications and computations involving big data in finance, insurance and banking, where experts are confronted with counting variables in monitoring random events.