Books by Stefano M. Iacus

The authors describe a social media index for measuring subjective well-being, relying on the availability of big data sources provided by the social networking sites, and on one of the most recent techniques for sentiment analysis. This approach disentangles the main methodological issues raised in the literature on well-being measurement.

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.