Complex-Valued Econometrics with Examples in R: Modelling, Regression and Applications
暫譯: 複數值計量經濟學：R範例中的建模、回歸與應用
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)
本書探討複變數在計量經濟模型中的應用。提供對複數理論的徹底介紹，並將這些概念擴展以發展複值模型，從而提高經濟預測和數據分析的準確性和深度。從簡單的多重複線性回歸開始，該專著討論模型的形成、估計技術和相關分析，並以 R 語言中的範例作為支持。
這本全面的指南是學生、研究人員和實務工作者的有用資源，旨在應用先進的數學技術來解決複雜的現實問題，使其成為提升商業、經濟和金融領域預測分析的有用工具。
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)
謝爾蓋·斯維圖科夫，經濟學博士，經濟科學博士，彼得大帝聖彼得堡理工大學教授，是數學建模在經濟學及經濟預測領域的領軍專家。他擁有超過250篇的科學出版物。在過去幾十年中，他還擔任俄羅斯科學基金會的專家。
伊凡·斯維圖科夫是英國蘭卡斯特大學的行銷分析講師。他擁有蘭卡斯特大學的管理科學博士學位，以及聖彼得堡國立經濟與金融大學的經濟學候選人學位。他的主要研究領域是預測的統計學習，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套件的創建者和維護者，並且是多篇論文和專著《增強型動態自適應模型的預測與分析》的作者。
