Complex-Valued Econometrics with Examples in R: Modelling, Regression and Applications
Svetunkov, Sergey, Svetunkov, Ivan
相關主題
商品描述
This book explores the application of complex variables to econometric modeling. Providing a thorough introduction to the theory of complex numbers, it extends these concepts to develop complex-valued models that enhance the accuracy and depth of economic forecasting and data analysis. From simple to multiple complex linear regression, the monograph discusses model formulation, estimation techniques, and correlation analysis, supported by examples in R.
This comprehensive guide is a useful resource for students, researchers, and practitioners aiming to apply advanced mathematical techniques to tackle complex real-life problems, making it a useful tool for enhancing predictive analytics in business, economics, and finance.
商品描述(中文翻譯)
本書探討了將複數應用於計量經濟模型的方法。它從複數理論的基礎入手，延伸這些概念以發展複數模型，提高經濟預測和數據分析的準確性和深度。從簡單到多元複數線性回歸，本專著討論了模型的制定、估計技術和相關性分析，並提供了R語言的實例支持。
這本全面的指南是學生、研究人員和從業人員應用高級數學技巧解決複雜現實問題的有用資源，使其成為提升商業、經濟和金融預測分析的寶貴工具。
作者簡介
Sergey Svetunkov, PhD in Economics, Doctor of Economic Sciences, Professor at the Peter the Great St. Petersburg Polytechnic University, is the leading expert in the field of mathematical modelling in economics and economic forecasting. He is an author of more than 250 scientific publications. Over the last few decades, he has also acted as an expert of the Russian Science Foundation.
Ivan Svetunkov is a Lecturer of Marketing Analytics at Lancaster University, UK. He has PhD in Management Science from Lancaster University and a candidate degree in economics from Saint Petersburg State University of Economics and Finance. His main area of interest is statistical learning for forecasting, focusing on demand forecasting in healthcare, supply chains and retail. He is a creator and a maintainer of several forecasting- and analytics-related R packages and an author of many papers and a monograph "Forecasting and Analytics with the Augmented Dynamic Adaptive Model".
作者簡介(中文翻譯)
Sergey Svetunkov，經濟學博士，經濟學博士，聖彼得堡理工大學教授，是經濟數學建模和經濟預測領域的領先專家。他是250多篇科學論文的作者。在過去幾十年中，他還擔任過俄羅斯科學基金會的專家。
Ivan Svetunkov是英國蘭卡斯特大學的市場分析講師。他在蘭卡斯特大學獲得管理科學博士學位，並在聖彼得堡經濟與金融大學獲得經濟學候選學位。他的主要研究領域是統計學習預測，專注於醫療保健、供應鏈和零售的需求預測。他是幾個與預測和分析相關的R軟件包的創建者和維護者，也是許多論文和專著《增強動態自適應模型的預測和分析》的作者。
