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A Scientific View of Economic and Financial Data Analysis

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Advances in Stochastic Modelling and Data Analysis

Abstract

This Special Lecture is a follow-up on what Dr. Kalman has told us yesterday about “Stochastic Modeling Without The Use Of Probability.” In the 1980s Dr. Kalman defined some powerful concepts for data analysis, which allowed him in the winter of 1990/91 to discover two very potent identification theorems, which I will try to interprete from a practitioner’s point of view. For the details and the proofs of our assertions I have to refer you to the papers of Dr. Kalman and myself. (A partial bibliography is attached at the end of this lecture).

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Author information

Authors and Affiliations

  1. ING Bank, New York, USA

    Dr. Cornelis A. Los (Economic Adviser)

Authors
  1. Dr. Cornelis A. Los
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Editor information

Editors and Affiliations

  1. Centre for Data Analysis and Stochastic Processes, Free University Brussels, Brussels, Belgium

    Jacques Janssen

  2. Department of Production Engineering and Management, Technical University of Crete, Chania, Crete, Greece

    Christos H. Skiadas  & Constantin Zopounidis  & 

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© 1995 Springer Science+Business Media Dordrecht

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Los, C.A. (1995). A Scientific View of Economic and Financial Data Analysis. In: Janssen, J., Skiadas, C.H., Zopounidis, C. (eds) Advances in Stochastic Modelling and Data Analysis. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0663-6_7

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  • DOI: https://doi.org/10.1007/978-94-017-0663-6_7

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-4574-4

  • Online ISBN: 978-94-017-0663-6

  • eBook Packages: Springer Book Archive

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