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Preface

Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing technology industry and the wide applicability of computational techniques, in conjunction with new advances in analytic tools. Modeling enables analysts to apply various statistical models to the data they are investigating, to identify relationships between variables, to make predictions about future sets of data, as well as to understand, interpret and visualize the extracted information more strategically. Many new research results have recently been developed and published and many more are developing and in progress at the present time. The topic is also widely presented at many international scientific conferences and workshops. This being the case, the need for the literature that addresses this is self-evident. This book includes the most recent advances on the topic. As a result, on one hand, it unifies in a single volume all new theoretical and methodological issues and, on the other, introduces new directions in the field of applied data analysis and modeling, which are expected to further grow the applicability of data analysis methods and modeling techniques.

This book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians, who have been working on the front end of data analysis. The chapters included in this collective volume represent a cross-section of current concerns and research interests in the above-mentioned scientific areas. This volume is divided into two parts with a total of 17 chapters in a form that provides the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications.

Part 1 focuses on financial and demographic modeling techniques and includes nine chapters: Chapter 1, “Data Mining Application Issues in the Taxpayer Selection Process”, by Mauro Barone, Stefano Pisani and Andrea Spingola; Chapter 2, “Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model”, by Mohammed Albuhayri, Anatoliy Malyarenko, Sergei Silvestrov, Ying Ni, Christopher Engström, Finnan Tewolde and Jiahui Zhang; Chapter 3, “New Dividend Strategies”, by Ekaterina Bulinskaya; Chapter 4, “Introduction of Reserves in Self-adjusting Steering the Parameters of a Pay-As-You-Go Pension Plan”, by Keivan Diakite, Abderrahim Oulidi and Pierre Devolder; Chapter 5, “Forecasting Stochastic Volatility for Exchange Rates using EWMA”, by Jean-Paul Murara, Anatoliy Malyarenko, Milica Rancic and Sergei Silvestrov; Chapter 6, “An Arbitrage-free Large Market Model for Forward Spread Curves”, by Hossein Nohrouzian, Ying Ni and Anatoliy Malyarenko; Chapter 7, “Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060”, by Christos H. Skiadas and Charilaos Skiadas; Chapter 8, “Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania”, by Aggeliki Maragkaki and George Matalliotakis; Chapter 9, “Some Remarks on the Coronavirus Pandemic in Europe”, by Konstantinos N. Zafeiris and Marianna Koukli.

Part 2 covers the area of applied stochastic and statistical models and methods and comprises eight chapters: Chapter 10, “The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data”, by Roberto Ascari, Sonia Migliorati and Andrea Ongaro; Chapter 11, “Quantization of Transformed Lévy Measures”, by Mark Anthony Caruana; Chapter 12, “A Flexible Mixture Regression Model for Bounded Multivariate Responses”, by Agnese M. Di Brisco and Sonia Migliorati; Chapter 13, “On Asymptotic Structure of the Critical Galton-Watson Branching Processes with Infinite Variance and Allowing Immigration”, by Azam A. Imomov and Erkin E. Tukhtaev; Chapter 14, “Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix”, by Asaph Keikara Muhumuza, Karl Lundengård, Sergei Silvestrov, John Magero Mango and Godwin Kakuba; Chapter 15, “Forecast Uncertainty of the Weighted TAR Predictor”, by Francesco Giordano and Marcella Niglio; Chapter 16, “Revisiting Transitions Between Superstatistics”, by Petr Jizba and Martin Prokš; Chapter 17, “Research on Retrial Queue with Two-Way Communication in a Diffusion Environment”, by Viacheslav Vavilov.

We wish to thank all the authors for their insights and excellent contributions to this book. We would like to acknowledge the assistance of all those involved in the reviewing process of this book, without whose support this could not have been successfully completed. Finally, we wish to express our thanks to the secretariat and, of course, the publishers. It was a great pleasure to work with them in bringing to life this collective volume.

Yannis DIMOTIKALIS

Crete, Greece

Alex KARAGRIGORIOU

Samos, Greece

Christina PARPOULA

Athens, Greece

Christos H. SKIADAS

Athens, Greece

December 2020