Course Slides for Quantitative Research Methods Using Risk Simulator and ROV BizStats Software: Applying Econometrics, Multivariate Regression, ... Risk Simulation, and Predictive Modeling - Softcover

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FIFTH EDITION (2022) COURSE SLIDES

INTRODUCTION
Research Philosophy, Ontology, Epistemology
Theory, Constructs, Propositions, Logic, Attributes of a Good Theory, Theory Building
Qualitative Research: Case Study, Phenomenology, Field Research, Ethnographic Research, Grounded Theory
Probabilistic & Nonprobabilistic Sampling
Reliability & Threats to Validity
True/Quasi Experimental Design

THE BASICS
Central Tendency, Spread, Skew, Kurtosis
Probability, Bayes’ Theorem, Trees, Combination, Permutation
PDF, CDF, ICDF, Binomial, Hypergeometric, Poisson, Bernoulli, Discrete Uniform, Geometric, Negative Binomial, Pascal, Arcsine, Beta, Cauchy Lorentzian, Breit Wigner, Chi-Square, Cosine, Double Log, Erlang, Exponential, Extreme Value Gumbel, F Fisher Snedecor, Gamma Erlang, Laplace, Logistic, Lognormal, Normal, Parabolic, Pareto, Pearson V/VI, PERT, Power, Student’s T, Triangular, Uniform, Weibull/Rayleigh

Classical, Standard, P-Value, CI
Central Limit Theorem
Type I-IV Errors, Sampling Biases
Data Types & Collection Design

ANALYTICAL METHODS
T-Tests: Equal/Unequal/Paired Variance, F-Test, Z-Test
ANOVA, Blocked, Two-Way, ANCOVA, MANOVA
Linear/Nonlinear Correlation
Normality & Distributional Fitting: Kolmogorov-Smirnov, Chi-Square, Akaike Information Criterion, Anderson-Darling, Kuiper’s, Schwarz/Bayes, Box-Cox
Nonparametrics: Runs, Wilcoxon, Mann-Whitney, Lilliefors, Q-Q, D’Agostino-Pearson, Shapiro-Wilk-Royston, Kruskal-Wallis, Mood’s, Cochran’s Q, Friedman’s
Inter/Intra-Rater Reliability, Consistency, Diversity, Internal/External Validity, Predictability
Cohen’s Kappa, Cronbach’s Alpha, Guttman’s Lambda, Inter-Class Correlation, Kendall’s W, Shannon-Brillouin-Simpson Diversity, Homogeneity, Grubbs Outlier, Mahalanobis, Linear & Quadratic Discriminant, Hannan-Quinn, Diebold-Mariano, Pesaran-Timmermann, Precision, Error Control
Linear/Nonlinear Multivariate Regression
Multicollinearity, Heteroskedasticity
Structural Equation Modeling (SEM), Partial Least Squares (PLS)
Endogeneity, Simultaneous Equations Methods, Two-Stage Least Squares
Granger Causality, Engle-Granger
Advanced Regressions: Poisson, Deming, Ordinal Logistic, Ridge, Weighted, Bootstrap

ARTIFICIAL INTELLIGENCE AND MACHINE LEARNING (DATA SCIENCE)
Bagging Linear Bootstrap
Bagging Nonlinear Bootstrap
Classification and Regression Trees CART
Custom Fit
Dimension Reduction Principal Component Analysis
Dimension Reduction Factor Analysis
Ensemble Common Fit
Ensemble Complex Fit
Ensemble Time-Series
Gaussian Mix & K-Means Segmentation
K-Nearest Neighbors
Linear Fit Model
Multivariate Discriminant Analysis (Linear)
Multivariate Discriminant Analysis (Quadratic)
Neural Network (Cosine, Tangent, Hyperbolic)
Logistic Binary Classification
Normit-Probit Binary Classification
Phylogenetic Trees & Hierarchical Clustering
Random Forest
Segmentation Clustering
Support Vector Machines SVM

FORECASTING AND PREDICTIVE MODELING
Forecasting Techniques
Time-Series Analysis
Stepwise Regression
Stochastic Forecasting
Nonlinear Extrapolation
Box Jenkins ARIMA
J-Curve, S-Curve
GARCH
Markov Chain
GLM/MLE: Logit, Probit, Tobit
Cubic Spline, Neural Network, Combinatorial Fuzzy Logic
Trendlines, RMSE, MSE, MAD, MAPE, Theil’s U
Outliers, Nonlinearity, Multicollinearity, Heteroskedasticity, Autocorrelation, Structural Breaks
Functional Forms
Forecast Intervals, OLS, Detect/Fix Autocorrelation

MONTE CARLO SIMULATION
Confidence Intervals, Correlations, Precision, Tornado, Sensitivity, Fitting, Percentile Fit, Bootstrapping, Distributional Analysis, Scenarios, Structural Break, Detrending, Deseasonalizing

OPTIMIZATION
Algorithms: Continuous & Discrete Optimization
Efficient Frontier & Stochastic Optimization

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