This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions
Part I. Theoretical Results.- Why Quantiles Are a Good Description of
Volatility in Economics: A Pedagogical Explanation.- An Introduction to
Stacking Regression for Economists.- Economics of Reciprocity and
Temptation.- The Most Infamous Coronavirus Forecast.- How to Efficiently
Store Intermediate Results in Quantum Computing: Theoretical Explanation of
the Current Algorithm.- Decompositions in quantum mechanics --- an overview.-
A First Look at Quantum Conditional Events for Economics.- Quantum-like
Modeling: Projection Postulate and Quantum Nonlocality.- New paradigm of
economic thinking under uncertainty.- Reward for Good Performance Works
Better Than Punishment for Mistakes: Economic Explanation.- The conjunction
fallacy in quantum decision theory.- Predicting (Economic) Trends: Why
Signature Method in Machine Learning.- Why Geometric Progression in Selecting
the LASSO Parameter: A Theoretical Explanation.- How to Train A-to-B and
B-to-A Neural Networks So That the Resulting Transformations Are (Almost)
Exact Inverses.- Use Cases of Quantum Optimization for Finance.- Classical
Optical Modelling of Social Sciences in a Bohr-Kantian Framework.- Classical
Optical Modelling of the 'Prisoner's Dilemma' Game.- The probability of being
better or worse off, and by how much, depending on experimental conditions
with skew normal populations.- A Priori Procedure (APP) for Estimating the
Scale Parameter in Gamma Populations for Known Shape.- Part II. Practical
Applications.- Testing CAPM using Markov switching models: Application to
ASEAN-6 stock markets.- A Bayesian Approach to Quantile Regression for
Interval-Valued Data.- The Asymmetric Effect of Trade, Financial, and
Political Globalization on Economic Development in ASEAN+3.- Interdependence
of Macroeconomic Factors and Economic Growth in OECD Countries: Evidence
Based on a Bayesian Panel VAR Model.- Economic Policy Uncertainty and
Stock-Bond Correlations: Evidence from the Thailand Market.- Revisiting the
Determinants of Thai Economic Growth: A mixed frequency approach.- A New
Approach For Estimating Probability Density Function With Fuzzy Data.- An
Application of Quantum Optimization with Fuzzy Inference System for Stock
Index Futures Forecasting.- A Generalize Maximum Renyi Entropy Approach in
Kink Regression Model.- How Does Economic Policy Uncertainty Affect Stock
Market Returns: Evidence from a Markov-Switching Model with Mixture
Distribution.- Analyzing the Influence of Transportation and Macroeconomic
Determinants on Chinese Inbound Tourism: a Markov Switching Model Using Ridge
and Lasso.- The Im|Possibility of Quantum Annealing for Maximum Likelihood
Estimation.- Effects of Tourism Expenditure Increase in the Tourism Sector: a
Computable General Equilibrium Model for Cambodia.- The Nexus between
Regional Trade Integration and ASEAN Macroeconomic Indicators: Evidence from
Panel ARDL approach.- Impacts of Climate Variability on Rice Production in
Thailand.- Herding Behavior during the COVID-19 pandemic and the disposition
effect situation in the Stock Exchange of Thailand.- An Analysis of Market
Cycle for Thai Cassava Chips.- Maximal predictability portfolio optimization
model and applications to Vietnam stock market.- Driving factors for
realizing the fully smart transportation system: the case of individual-use
autonomous vehicle in Thailand.- TOUS: A New Technique for Imbalanced Data
Classification.- Value at Risk Analysis and Investment Portfolio Optimization
of Asian Stocks.- Cash-flow volatility and capital structure decisions.-
Consumer's Online Shopping in COVID-19 Pandemic: Evidence from Vietnam.- The
Role of Bond Yield in Financial Asset Markets: Application of the Regression
Kink Model.- Can Cryptocurrency Be A New Safe-Haven Asset?.- Modelling the
Relationship Among Telecommunication Infrastructure, Foreign Direct
Investment and Economic Growth in ASEAN Countries.- Industry Characteristics
and Elder's Labor Demand in Thailand.- Nonlinear forecasting of exchange rate
volatility using Google search.- Detection of buy and sell signals using
technical indicators with a prediction model based on neural networks.- An
analysis of the effects of tourism demand, yield curve, and stock returns on
economic growth of Thailand: A comparison between the Bayesian DCC-GARCH and
Bayesian change-point methods.- Relationship among International Trade,
Financial Development, and Economic Growth: the Case of ASEAN.
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