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Statistical Modelling and Risk Analysis

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Cover of 'Statistical Modelling and Risk Analysis'

Table of Contents

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    Book Overview
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    Chapter 1 Examining the Network Effects in Bank Risk: Evidence from Liquidity Creation in Mutual Banks
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    Chapter 2 Teaching Note—Data Science Training for Finance and Risk Analysis: A Pedagogical Approach with Integrating Online Platforms
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    Chapter 3 Analysing Misclassifications in Confusion Matrices
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    Chapter 4 Management Excellence Model Use: Brazilian Electricity Distributors Case
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    Chapter 5 A Statistical Boost to Assess Water Quality
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    Chapter 6 Time Series Procedures to Improve Extreme Quantile Estimation
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    Chapter 7 Factors Associated with Powerful Hurricanes in the Atlantic
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    Chapter 8 Reliable Alternative Ways to Manage the Risk of Extreme Events
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    Chapter 9 Risk Analysis in Practice and Theory
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    Chapter 10 On Some Consequences of COVID-19 in EUR/USD Exchange Rates and Economy
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    Chapter 11 Natural Risk Assessment of Italian Municipalities for Residential Insurance
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    Chapter 12 Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk
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    Chapter 13 Operations with Iso-structured Models with Commutative Orthogonal Block Structure: An Introductory Approach
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    Chapter 14 Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach
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    Chapter 15 Taxonomy-Based Risk Analysis with a Digital Twin
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    Chapter 16 Advanced Lattice Rules for Multidimensional Sensitivity Analysis in Air Pollution Modelling
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    Chapter 17 On Pitfalls in Statistical Analysis for Risk Assessment of COVID-19
Attention for Chapter 12: Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk
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Chapter title
Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk
Chapter number 12
Book title
Statistical Modelling and Risk Analysis
Published in
Springer Proceedings in Mathematics & Statistics, January 2023
DOI 10.1007/978-3-031-39864-3_12
Book ISBNs
978-3-03-139863-6, 978-3-03-139864-3
Authors

Pierri, Francesca