"'Big data' is now readily available to economic historians, thanks to the digitisation of primary sources, collaborative research linking different data sets, and the publication of databases on the internet. Key economic indicators, such as the consumer price index, can be tracked over long...

Drawing upon more than 12 million observations over the period from 1996 to 2020, we find that allowing for nonlinearities significantly increases the out-of-sample performance of option and stock characteristics in predicting future option returns. Besides statistical significance, the...

Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie?s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to...

In diesem Papier wurde entropiebasiertes Data Mining an dem Beispiel desProduktdesigns demonstriert. So wurde gezeigt, dass statistische Verfahrenwie die OLS-Methode in der Conjoint-Analyse Annahmen bezüglich derAbhängigkeiten von Variablen treffen müssen; sie untersuchen damit...