A Scientific View of Economic and Financial Data Analysis

Cornelis Los

A chapter in Advances in Stochastic Modelling and Data Analysis, 1995, pp 111-127 from Springer

Abstract: 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).

Keywords: Financial Analyst; Scientific View; Portfolio Allocation; System Coefficient; Bank Profitability (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-0663-6_7

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DOI: 10.1007/978-94-017-0663-6_7

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