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Gelman Andrew: Bayesian Workflow

Bayesian Workflow

Why do we use eighty-year-old metrics to understand today’s economy? The ways that statisticians and governments measure the economy were developed in the 1940s, when the urgent economic problems were entirely different from those of today. In The Measure of Progress, Diane Coyle argues that the framework underpinning today’s economic statistics is so outdated that it functions as a distorting lens, or even a set of blinkers. When policymakers rely on such an antiquated conceptual tool, how can they measure, understand, and respond with any precision to what is happening in today’s digital economy? Coyle makes the case for a new framework, one that takes into consideration current economic realities. Coyle explains why economic statistics matter. They are essential for guiding better economic policies; they involve questions of freedom, justice, life, and death. Governments use statistics that affect people’s lives in ways large and small. The metrics for economic growth were developed when a lack of physical rather than natural capital was the binding constraint on growth, intangible value was less important, and the pressing economic policy challenge was managing demand rather than supply. Today’s challenges are different. Growth in living standards in rich economies has slowed, despite remarkable innovation, particularly in digital technologies. As a result, politics is contentious and democracy strained. Coyle argues that to understand the current economy, we need different data collected in a different framework of categories and definitions, and she offers some suggestions about what this would entail. Only with a new approach to measurement will we be able to achieve the right kind of growth for the benefit of all.

Counting What Really Matters

The Measure of Progress

Chapman & Hall/CRC Texts in Statistical Science

The field of time series analysis has undergone a remarkable transformation since the publication of the seventh edition of this book. While classical statistical models such as ARIMA, state-space models, and spectral methods remain essential, the rise of artificial intelligence (AI) has introduced groundbreaking approaches to modeling, forecasting, and generating time-dependent data. This eighth edition reflects these advancements with the addition of two new chapters: Predictive AI for Time Series and Generative AI for Time Series. These chapters bridge the gap between traditional time series methods and cutting-edge AI techniques, offering readers a comprehensive and integrated perspective on the field.Features:· Comprehensive coverage of classical time series models, including ARIMA, state-space models, and spectral methods· Two new chapters on predictive and generative AI, introducing cutting-edge methods like transformers, variational autoencoders, and diffusion models· Practical examples and illustrations using R, demonstrating the application of both classical and AI-based approaches to real-world time series data· Emphasis on the integration of classical statistical rigor with the flexibility and scalability of AI methods· Clear explanations and intuitive insights, making advanced concepts accessible to a broad audience· Updated content reflecting the latest developments in time series analysis, with a focus on modern, high-dimensional, and nonlinear data challengesThis eighth edition is designed for students, researchers, and practitioners in statistics, as well as in finance, economics, climate science, health, and engineering. It serves as both a foundational text for those new to time series analysis and a valuable resource for experienced analysts seeking to engage with the rapidly evolving landscape of predictive and generative AI. With its balance of theory, practical implementation, and real-world examples, the book is ideal for use in academic courses, professional training, and self-study.

An Introduction with R

The Analysis of Time Series

Chapman and Hall/CRC Financial Mathematics Series

Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both savings institutions and customer perspectives.The book is aimed at practicing risk managers and associated professionals but can also be a useful teaching resource for courses in risk management, financial structured products, and other related topics.Features <ul> <li>Offers detailed theoretical background alongside concrete, cutting-edge "quick wins" across strategic and operational business axes</li> <li>Practical tools for professionals in the banking industry, as well as great teaching/learning resources for students</li> <li>Highlights operational challenges across modelling, product designs and hedging.</li> </ul>

Managing Risk Appetites across Modelling, Structuring, and Hedging

Sustainable Financial Structured Products

Derivatives: Mathematical Foundations for Finance Students is written for students of finance and actuarial science who want to understand derivatives not just as formulas but as ideas that make sense. The goal is to build the mathematical foundations up step by step - starting from the familiar territory of first-year undergraduate probability and statistics and moving all the way to stochastic calculus and the principles of risk-neutral pricing, which form the heart of modern financial mathematics.This text will enable the reader to:¿ understand models of asset price behavior and apply stochastic calculus ¿ use stochastic simulations in R to investigate processes and price options ¿ price options with the binomial model ¿ derive solutions to the Black-Scholes equation using risk-neutral pricing ¿ price interest-rate derivatives using Black's model, short-rate models and the Heath-Jarrow-Morton (HJM) framework ¿ tackle quantitative finance exam questions.It incorporates a range of learning features to aid student understanding, including boxed examples, end-of-chapter summaries, selected questions from Society of Actuaries (US) Quantitative Finance examinations and further reading suggestions. The book is also supported by a suite of digital learning resources, including PowerPoint slides, multiple choice questions, instructor manual/advice document for lecturers and a test bank.This book will appeal to both undergraduate and postgraduate students who wish to understand the principles of stochastic calculus and option pricing.

Mathematical Foundations for Finance Students

Derivatives

Chapman & Hall/CRC Monographs on Statistics and Applied Probability

A Generalized Linear Models Approach

Count Time Series

Routledge-Giappichelli Studies in Business and Management

From Basic Growth Models to Computational Methods

Dynamic Programming for Economists

Chapman & Hall/CRC The R Series

Work Automation with R

The book addresses the underlying question of mis-specification in models estimated with spatial data. When spatial econometrics focusses on model estimation techniques, it is most often assumed that mis-specification is restricted to spatial autocorrelation and occasionally heteroskedasticity.

The book addresses the underlying question of mis-specification in models estimated with spatial data. When spatial econometrics focusses on model estimation techniques, it is most often assumed that mis-specification is restricted to spatial autocorrelation and occasionally heteroskedasticity.

Introduction to Applied Spatial Econometrics

The classic bestseller that changed how the world thinks about football'Quite magnificent - a sort of Freakanomicsof football.' Jonathan Wilson, Guardian'If you're a football fan, I'll save you some time: read this book' Daily Telegraph__________Football truly is the world's favourite game, followed in over 200 countries by hundreds of millions of people pouring their hearts and souls into supporting their chosen team every week.But behind the passion are questions that all true football fans want answered: has football spending spun out of control? How much do managers matter? Is hosting a World Cup a poisoned chalice?Soccernomicschallenges the conventional wisdom to reveal the surprising truths that actually determine success and failure on the pitch. From an acclaimed economist and leading sports journalist, this modern classic uses data and economic principles to explore the myths that dominate the game.Fully revised and updated ahead of the 2026 World Cup, Soccernomics takes you behind the passion and into the patterns - revealing why your team wins, why it loses, and why the game you love doesn't always work the way you think it does.__________Soccernomicsis essential reading for anyone in search of a more strategic, systematic perspective on the game, answering the questions that most consume football fans.

Why England Has Started to Win, Why Clubs Sign the Wrong Players and Why Billionaires Still Lose Money in Football

Soccernomics

Probability and Statistics for Engineering and the Sciences, Loose-Leaf Version

Statistical skills are essential for analysing data and ensuring optimal business operation and efficiency. In this clear and concise textbook, Les Oakshott and Kathy Kotiadis guide students through key quantitative techniques, from basic maths and statistics through to advanced topics such as hypothesis testing and linear programming. Grounded in the everyday realities of business, this textbook introduces each chapter with an engaging case study to highlight how organisations operationalise these techniques, ranging from the growth of China's economy and a Covid-19 infection survey to goal scoring at Euro 2024 and the effect of global warming on the occurrence of salmonella in Singapore. New to this edition: -Links the UN Sustainable Development Goals to quantitative techniques -Greater emphasis on Excel to enable seamless transition to blended learning approaches -Walk-through videos of key processes hosted on the companion website This is the essential textbook for delivering quantitative methods and business statistics modules to students of mixed maths abilities across undergraduate and postgraduate levels. Accompanying online resources for this title can be found at bloomsburypub/essential-quantitative-methods-8e. These resources are designed to support teaching and learning at no extra cost.

for Business, Management and Finance

Essential Quantitative Methods

Whether you're a maknae or a sunbae, let your artistic voice soar with this coloring book featuring stunning illustrations perfect for fans of favorite K-pop groups from BTS and Seo Taiji and Boys to Girls' Generation and BLACKPINK.
Unwind by coloring idol portraits, concert scenes, and beautiful art inspired by the cities and culture of South Korea. Full of games and puzzles, this book is brimming with entertainment, from mazes to drawing prompts to fill-in-the-blank songwriting. Inside, you'll enjoy:
· Drawing delicious Korean food that idols might enjoy while they're on tour
· Taking a "What Kind of K-Pop Idol Are You?" personality quiz
· Testing your knowledge of K-Pop terms with a fun crossword puzzle
· And more!
Step into the spotlight and reveal your bias with this ultimate K-pop stan's coloring and activity book.

I Love K-Pop Coloring and Activity Book

Bayesian Workflow

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