Økonometri og økonomisk statistik

The purpose of this report is to assist Department of Defense decisionmakers called upon to respond to adverse economic shocks by identifying opportunities for improving analysis of shocks and their effects on U.S. defense postures.

This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects.

Gain a solid understanding of what is arguably the most critical and complex component of global supply chains with Novack/Gibson/Suzuki's TRANSPORTATION: A GLOBAL SUPPLY CHAIN PERSPECTIVE, 10E. You learn the fundamental role and importance of transportation in companies and society as you study the current complex environment of transportation service. The authors introduce the role of transportation in supply chains and provide an overview of the operating and service characteristics, cost structure and challenges that today's transportation providers face. Updates throughout this edition highlight critical transportation management issues with insights into the strategic activities and challenges in the movement of goods through the supply chain. You examine global topics with the latest coverage of hard and soft technology and interesting discussions of fuel, energy, managerial, economic and environmental issues.

The publication covers the 49 regional members of ADB. It discusses trends in development progress and the challenges to achieving inclusive and sustainable economic growth across Asia and the Pacific. This 53rd edition finds that the COVID-19 pandemic has set back the fight against poverty in the region by at least 2 years. Drawing on data simulations, it concludes that people with less social mobility may experience longer-lasting difficulties in escaping poverty. Key Indicators for Asia and the Pacific 2022 includes a special chapter on how data resilience can be achieved in the wake of pandemic disruptions to the operations of national statistical systems. The publication is complemented by a special supplement, Mapping the Public Voice for Development: Natural Language Processing of Social Media Text Data, which explores how social media text data can be harnessed to help policymakers understand the opinions, ideas, and expectations of the public.

Tackling the cybersecurity challenge is a matter of survival for society at large. Cyber attacks are rapidly increasing in sophistication and magnitude-and in their destructive potential. New threats emerge regularly, the last few years having seen a ransomware boom and distributed denial-of-service attacks leveraging the Internet of Things.For organisations, the use of cybersecurity risk management is essential in order to manage these threats. Yet current frameworks have drawbacks which can lead to the suboptimal allocation of cybersecurity resources. Cyber insurance has been touted as part of the solution - based on the idea that insurers can incentivize companies to improve their cybersecurity by offering premium discounts - but cyber insurance levels remain limited. This is because companies have difficulty determining which cyber insurance products to purchase, and insurance companies struggle to accurately assess cyber risk and thus develop cyber insurance products.To deal with these challenges, this volume presents new models for cybersecurity risk management, partly based on the use of cyber insurance. It contains:A set of mathematical models for cybersecurity risk management, including (i) a model to assist companies in determining their optimal budget allocation between security products and cyber insurance and (ii) a model to assist insurers in designing cyber insurance products.The models use adversarial risk analysis to account for the behavior of threat actors (as well as the behavior of companies and insurers).To inform these models, we draw on psychological and behavioural economics studies of decision-making by individuals regarding cybersecurity and cyber insurance.We also draw on organizational decision-making studies involving cybersecurity and cyber insurance.Its theoretical and methodological findings will appeal to researchers across a wide range of cybersecurity-related disciplines including risk and decision analysis, analytics, technology management, actuarial sciences, behavioural sciences, and economics. The practical findings will help cybersecurity professionals and insurers enhance cybersecurity and cyber insurance, thus benefiting society as a whole.This book grew out of a two-year European Union-funded project under Horizons 2020, called CYBECO (Supporting Cyber Insurance from a Behavioral Choice Perspective).

Environmental risk directly affects the financial stability of banks since they bear the financial consequences of the loss of liquidity of the entities to which they lend and of the financial penalties imposed resulting from the failure to comply with regulations and for actions taken that are harmful to the natural environment.This book explores the impact of environmental risk on the banking sector and analyzes strategies to mitigate this risk with a special emphasis on the role of modelling. It argues that environmental risk modelling allows banks to estimate the patterns and consequences of environmental risk on their operations, and to take measures within the context of asset and liability management to minimize the likelihood of losses. An important role here is played by the environmental risk modelling methodology as well as the software and mathematical and econometric models used. It examines banks' responses to macroprudential risk, particularly from the point of view of their adaptation strategies; the mechanisms of its spread; risk management and modelling; and sustainable business models. It introduces the basic concepts, definitions, and regulations concerning this type of risk, within the context of its influence on the banking industry.The book is primarily based on a quantitative and qualitative approach and proposes the delivery of a new methodology of environmental risk management and modelling in the banking sector. As such, it will appeal to researchers, scholars, and students of environmental economics, finance and banking, sociology, law, and political sciences.

This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.

This mini book will help manufacturers understand what Industry 4.0 is about, and how to approach it methodically. The book will enable them to implement what is relevant to them and avoid wasting resources in non-value-add activities. It will also help them develop their Digitalised Business strategies and build capabilities for execution.Apart from these, the book will also help them realistically visualise and design their own strategy and roadmap. The end result will be eliminating waste of time and money in unwanted activities. This book will activate your thought process and bring clarity, which in turn will immensely help YOUR business.Ashutosh Parasnis is a keynote speaker on Industry and Innovation Management. He is an Electronics Engineer and MBA with specialization in Marketing, Strategic Management and Business Process Re-engineering. He is a Business Strategist, Industry 4.0 Catalyst and Innovation Coach with over 30 years of experience.He was CEO at PTC & Qlogic India & has been associated with Stockholm School of Economics Executive Education & Symbiosis International University as Visiting Faculty. He is extremely passionate about innovation in Customer Experience, Business Management & ii Navigating Industry 4.0 Technologies & has consulted enterprises, SMEs & start-ups in their transformation journey. He has authored industry articles and industry research report.

Master the fundamental concepts and applications of operations (OM) and supply chain management (SCM) with OPERATIONS AND SUPPLY CHAIN MANAGEMENT, 3E by award-winning authors Collier/Evans. This edition balances coverage of both manufacturing and service businesses with the latest updates, an additional new SCM chapter and new discussions that highlight the latest changes in OM and SCM. Clear explanations are supported with contemporary examples and new and updated case studies that demonstrate how concepts apply. Discussions highlight new techniques and principles as well as the most recent Excel techniques and digital tools. Solved problems further guide you through key formulas and computations. MindTap online learning platform is available for both manual calculations and the use of Excel spreadsheet templates and models. MindTap's algorithmic homework and interactive learning tools also show you how to apply qualitative and quantitative reasoning to today's OM and SCM concepts.

Operations Research methods are used frequently in every field of modern life like industry, economy and medicine. This book brings together the latest advances of these methods.

This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.

Showcasing fuzzy set theory, this book highlights the enormous potential of fuzzy logic in helping to analyse the complexity of a wide range of socio-economic patterns and behaviour.The contributions to this volume explore the most up-to-date fuzzy-set methods for the measurement of socio-economic phenomena in a multidimensional and/or dynamic perspective. Thus far, fuzzy-set theory has primarily been utilised in the social sciences in the field of poverty measurement. These chapters examine the latest work in this area, while also exploring further applications including social exclusion, the labour market, educational mismatch, sustainability, quality of life and violence against women. The authors demonstrate that real-world situations are often characterised by imprecision, uncertainty and vagueness, which cannot be properly described by the classical set theory which uses a simple true-false binary logic. By contrast, fuzzy-set theory has been shown to be a powerful tool for describing the multidimensionality and complexity of social phenomena.This book will be of significant interest to economists, statisticians and sociologists utilising quantitative methods to explore socio-economic phenomena.

This book proposes new solutions to the problem of poverty, and begins with providing analyses. It bases most of the analyses and solutions in the context of the digital era. The book also follows, in addition to a scientific distribution, a spatial-geographical one: analyses of countries of the  European Union as well as South Africa, while it referring to two main variables, television and art, as agents of poverty alleviation. The book places particular focus on how poverty is understood in the framework of Industry 4.0. It introduces a new expanded Multidimensional Poverty Index with more than 20 dimensions; moreover, it provides a mathematically based solution for the disposal of perishable food. Finally, it does not disregard the crucial aspect of the issue of poverty: that of education planning. This book is of interest to specialists in poverty research, from students to professionals and from professors to activists, without excluding engineers.