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Klemelä, Jussi

Multivariate Nonparametric Regression and Visualization: With R and Applications to Finance

Klemelä, Jussi - Multivariate Nonparametric Regression and Visualization: With R and Applications to Finance, ebook

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A modern approach to statistical learning and its applications through visualization methods

With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generatingmechanisms, the book begins with an overview of classification and regression.

The book then introduces and examines various tested and proven visualization techniques for learning samples and functions. Multivariate Nonparametric Regression and Visualization identifies risk management, portfolio selection, and option pricing as the main areas in which statistical methods may be implemented in quantitative finance. The book provides coverage of key statistical areas including linear methods, kernel methods, additive models and trees, boosting, support vector machines, and nearest neighbor methods. Exploring the additional applications of nonparametric and semiparametric methods, Multivariate Nonparametric Regression and Visualization features:

  • An extensive appendix with R-package training material to encourage duplication and modification of the presented computations and research
  • Multiple examples to demonstrate the applications in the field of finance
  • Sections with formal definitions of the various applied methods for readers to utilize throughout the book

Multivariate Nonparametric Regression and Visualization is an ideal textbook for upper-undergraduate and graduate-level courses on nonparametric function estimation, advanced topics in statistics, and quantitative finance. The book is also an excellent reference for practitioners who apply statistical methods in quantitative finance.

Keywords: Statistical Software / R, Statistical Learning: A Visualization Approach Using R, linear methods, kernel methods, additive models and trees, boosting, support vector machines, nearest neighbor methods

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2014
Language
en
Edition
1
Series
Wiley Series in Computational Statistics
Page amount
392 pages
Category
Information Technology, Telecommunications
Format
Ebook
eISBN (ePUB)
9781118593509
Printed ISBN
9780470384428

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