Recherche & Mesure

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volatility constitutes a crucial aspect of finance, as it plays a vital role in predicting return distributions and managing risks. Among the various econometric models available, the stochastic volatility model has been a popular choice, particularly in comparison to other models, such as GARCH models, as it has demonstrated superior performance in previous empirical studies in terms of fit, forecasting volatility, and evaluating tail risk measures such as Value-at-Risk and Expected Shortfall. The book also explores an extension of the basic stochastic volatility model, incorporating a skewed return error distribution and a realized volatility measurement equation. The concept of realized volatility, a newly established estimator of volatility using intraday returns data, is introduced, and a comprehensive description of the resulting realized stochastic volatility model is provided. The text contains a thorough explanation of several efficient sampling algorithms for latent log volatilities, as well as an illustration of parameter estimation and volatility prediction through empirical studies utilizing various asset return data, including the yen/US dollar exchange rate, the Dow Jones Industrial Average, and the Nikkei 225 stock index. This publication is highly recommended for readers with an interest in the latest developments in stochastic volatility models and realized stochastic volatility models, particularly in regards to financial risk management.

This concise, easy-to-read pocket guide offers medical trainees, researchers, and clinicians at every level the perfect resource on Evidence Based Medicine (EBM). Based on the author's many years of experience teaching EBM to medical students and medical residents at Columbia University, this handy title addresses not only all the basic concepts and issues in EBM, but also takes an example-based approach and is replete with numerous illustrations. This brief book provides readers with all the tools needed to tell the good from the bad in healthcare research. It discusses every type of study design, from the assessment of diagnostic tests to clinical trials and meta-analysis. The work also introduces readers to novel methods, such as the Bayesian analysis of clinical trials. In addition, to help readers better retain the information, the guide includes thought-provoking review questions and answers in an appendix. In all, Pocket Evidence-Based Medicine: A Survival Guide for Clinicians and Students is an ideal resource for anyone who encounters statistics in their studies or career, including clinicians, researchers, trainees in medicine and graduate students in a wide range of other disciplines

This book offers an understanding of subjective well-being (SWB) in the Indian context across ages and strata. It discusses the conceptualization and measurement of both subjective well-being (SWB) and subjective ill-being (SIB) through a multi-phased research study. The structure of SWB and development, standardization, and indexing of an SWB Measure provide insights on how the SWB Measure can enable nations to find out the national level of SWB/SIB for its citizens. The index may be useful in identifying the level of people's well-being or ill-being. It explores the possibility of implications and interventions in optimizing SWB both at the individual and collective levels. It is a consolidated account of the work done in SWB research, particularly with a cultural focus from the Indian context. This book has a wide application for students, researchers, psychometricians, practitioners, policymakers, and all individuals interested in concepts like SWB and Happiness.

- 1. The Relationship between Food Styles and Health: A Contribution from Italian Official Data. - 2. Sagre and Quality of Life. The Italian Heritage of Popular Gastronomy. - 3. New Food and Restaurant Trends. - 4. Food Consumption Associated with Health Status and Lifestyle Factors in the Adult Italian Regional Population: An Analysis Proposal for Official Statistics Data. - 5. On the Theory of Measurement of Experience-Based Food Insecurity at the Global Level. - 6. Experienced Food Insecurity: A Compared Analysis between Formative and Reflective Approach. - 7. Agriculture and New Technologies: A Basic Challenge for the Twenty-First Century. - 8. Food and Communities: Perspectives of Sharing Society. - 9. Epilogue-Food Memories and Quality of Life.

This book analyzes the development of medical big data projects in Japan.Japan is experiencing unprecedented population aging, and labor productivity has decreased accordingly. Big data analysis of the Japanese medical real-world database (RWD) has the potential to tackle this issue.To allow readers to gain an understanding of Japanese medical big data analysis, the book discusses the original Japanese system that generates medical RWDs in the hospital medical records system, the nationwide standardized health checkup system, and the public medical insurance system in Japan.After introducing four major big data projects in the healthcare-medical field in Japan, the book explains the importance of creating information standards to maintain data quality and to analyze medical big data. It enables readers to analyze which standards are installed in which RWDs, how the standards are maintained, and which issues are prevalent in Japan.This book also describes the ethical processes involved in big data projects involving medical RWDs in Japan.

HC gerader Rücken mit Schutzumschlag

The Role of Social Science in the Education of Professional Practitioners explores the inter-relation between the social sciences and professional practice, particularly in areas of health and social welfare, and the form that professional education takes.

Contains chapters written by both leading experts and promising young researchers Addresses a diverse set of psychometric topics, including item response theory, multistage adaptive testing and cognitive diagnostic modelsFeatures contributions by researchers from around the globe

America's farms and farmers are integral to the U.S. economy and, more broadly, to the nation's social and cultural fabric. A healthy agricultural sector helps ensure a safe and reliable food supply, improves energy security, and contributes to employment and economic development, traditionally in small towns and rural areas where farming serves as a nexus for related sectors from farm machinery manufacturing to food processing. The agricultural sector also plays a role in the nation's overall economic growth by providing crucial raw inputs for the production of a wide range of goods and services, including many that generate substantial export value. If the agricultural sector is to be accurately understood and the policies that affect its functioning are to remain well informed, the statistical system's data collection programs must be periodically revisited to ensure they are keeping up with current realities. This report reviews current information and makes recommendations to the U.S. Department of Agriculture's (USDA's) National Agricultural Statistics Service (NASS) and Economic Research Service (ERS) to help identify effective methods for collecting data and reporting information about American agriculture, given increased complexity and other changes in farm business structure in recent decades.

Terence K. Hopkins was a hidden gem of world-systems studies who contributed indispensably to its foundation amid a lifelong collaboration with Immanuel Wallerstein. In this book, his students discuss his impactful life and legacy.

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The book provides a snapshot of a hot topic - the systemic nature of innovation and its relevance to design - with a trifold perspective: the academic level - the literature on innovation studies and design is often neglected and a clear connection between the two topics taken for granted; the research level - collaborative models are currently considered great opportunities for transforming consumption, production and distribution of goods, but a clear scholarly discourse is still forming; the political level - the European Commission and the OECD are devoting much effort to understanding and measuring the impact of design in innovation processes and firms and a clear contribution would greatly support this path. Thus the book provides an informed, historical and nuanced perspective to the relationship between design and innovation to contribute to all three levels and to propose a point of view that goes beyond aesthetics and meanings.

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