This book covers data processing techniques, with economic and financial application being the unifying theme. To make proper investments in economy, the authors need to have a good understanding of the future trends: how will demand change, how will prices change, etc. In general, in science, the usual way to make predictions is:
- to identify a model that best fits the current dynamics, and
- to use this model to predict the future behavior.
In many practical situations—especially in economics—our past experiences are limited. As a result, the authors can only achieve a partial identification. It is therefore important to be able to make predictions based on such partially identified models—which is the main focus of this book. This book emphasizes partial identification techniques, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as game-theoretic approach, interval techniques, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (credit and banking, energy, health, labor, tourism, international trade) to specific issues affecting economy such as ecology, national culture, government regulations, and the existence of shadow economy. This book shows what has been achieved, but even more important are remaining open problems. The authors hope that this book will:
- inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and
- inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena. The authors want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments.
The publication of this book—and organization of the conference at which these papers were presented—was supported:
The authors thank the leadership and staff of HUB and VINIF for providing crucial support.
Tabella dei contenuti
Part 1:Theoretical Results.- 1.Dynamic Factor Models: A Genealogy.- 2. Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Non-proportional Hazard Regression Models.- 3. Extending Jaynes: How Disagreements In Science & Economics Arise.- 4. The Outcomes of Generative AI are Exactly the Nash Equilibria of a Non-potential Game.- 5. Uncertainty and Decision-Making in Crop Economics Using Fuzzy Hypersoft Set with MULTIMOORA Method and Machine Learning.- 6. On Ambiguity Arising from Partially Identified Models.- 7. Application of Neural Network with Extreme Learning Machine.- 8. Linear Regression under Partial Information.- 9. How to Deal with Inconsistent Intervals: Utility-Based Approach Can Overcome the Limitations of the Purely Probability-based Approach.- 10 .How to Make Machine Learning Financial Recommendations More Fair: Theoretical Explanation of Empirical Result.- 11. Gain-Probability Analysis of Skew t distribution.- Part 2: Practical Applications.- 12. Disaggregated Energy Use and GDP Growth Nexus Revisited: A Comparison Between Thoughtful and Naive Bayesian Estimations.- 13. Foreign Direct Investment and Innovation Activities of Vietnamese Small And Medium Enterprises.- 14. Small-Sample Bayesian Analysis of Environment, Income, Internet, and Happiness Nexus Amid Covid-19 Pandemic.- 15. Partial Least Squares for SARS-Co V-2 Risk Perception on Intention to Engage in Online Workout.- 16. Impact of Income Diversification on Vietnamese Bank Performance: Evidence from Bayesian Approach.- 17. Impact of Covid-19 on Listed Company Operating Performance.- 18. Modelling Decision Making.- A Bayesian Linear Regression Approach to Consumers’ Intention to Purchase Second-hand Clothing.- 19. Mathematical Modeling of the Moroccan Most Active Shares Index Using Capital Asset Pricing Model, The Case Of Casablanca Exchange.- 20. Factors Affecting Loan Loss Provisions Of Vietnamese Commercial Banks: A Bayesian Approach.- 21. DCC-GARCH Using Histogram Valued Time Series in Asian Countries.- 22. Exploring the Dynamic Correlations Between Stock Market Indexes and Exchange Rates: During- and Post-Crisis Insights from USA, Japan, China, England, and Thailand.- 23. Effect Of Oil Price on Return On Assets and Z-Score of Commercial Banks in Vietnam: A Bayesian Random-effect Panel Data Model.- 24. Globalization, Economic Freedom, and the Shadow Economy in ASEAN Countries: Insights from Bayesian Modeling.- 25. How Government Support affects Firm Performance? Evidencefrom WBES Dataset.- 26. Factors Affecting Capital Adequacy Ratio (CAR) of the Cmmercial Bank in Vietnam.- 27. Evidence from the Behavior of Subordinated Creditors on the Market Discipline.- 28. Heterogeneous Impact of Tourism Development, and Economic Growth on Ecological Footprint in Singapore.- 29. DEA-RNNs: An Ensemble Approach for Portfolio Selection in the Thailand Stock Market.- 30. Efficiency of the ASEAN-5 Stock Markets: A Markov-switching Model Estimation using Adjusted Market Inefficiency Magnitude.- 31. How to Improve the Logistics Performance Index.- 32. The Impact of the Economic, Societal and Environmental Factors on Sustainable Trade of a Country.- 33. Application of Bayesian Algorithm for Selecting a Healthcare Facility.- 34. National Culture and Shadow Economy in OECD Countries: A Bayesian Approach.- 35. The Impact of the Monetary Policy on the Household Sector in Vietnam: Bayesian DSGE Model Approach.- 36. Factors Affecting Purchase Intention to Food Products of Gen Z in Vietnam.- 37. Factors Affecting the Credit Growth of Vietnamese Commercial Banks in the Post-global economic crisis.- 38. Hybrid ARIMA and Machine Learning Approach for the VND/USD Exchange Rate Prediction in Vietnam: A Comparative Analysis.- 39. The Effect of Firm Size on Its Productivity: Evidence from Vietnamese Small and Medium enterprises.- 40. The Impact of Internet Usage on the Labor Market in Vietnam.- 41. The Impact of Non-interest Income on Vietnamese Bank Performance.- 42. Does Renewable Energy Minimize Greenhouse Gas Emissions in Asia? Evidence from the Bayesian Approach.- 43. Willingness to Pay for Ready-to-Eat Quinoa Products Among Consumers in Thailand.- 44. The Relationship Between Macroprudential Policy and Financial Spillovers in Southeast Asia in the Last Two Decades.- 45. Application of Artificial Neural Network in Forecasting Economic Growth in Ho Chi Minh City.- 46. University–Enterprise Linkages: A Bayesian SEM Approach Toward Management Information Systems Major.
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