Variance Decomposition Networks

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Variance Decomposition Networks

Author : Mr.Jorge A. Chan-Lau
Publisher : International Monetary Fund
ISBN 13 : 1475598629
Total Pages : 48 pages
Book Rating : 4.4/5 (755 download)

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Book Synopsis Variance Decomposition Networks by : Mr.Jorge A. Chan-Lau

Download or read book Variance Decomposition Networks written by Mr.Jorge A. Chan-Lau and published by International Monetary Fund. This book was released on 2017-05-04 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied rankings depend on the choice decomposition method. The standard choice is the order invariant generalized forecast error variance decomposition of Pesaran and Shin (1998). The shares of the forecast error variation, however, do not add to unity, making difficult to compare risk ratings and risks contributions at two different points in time. As a solution, this paper suggests using the Lanne-Nyberg (2016) decomposition, which shares the order invariance property. To illustrate the differences between both decomposition methods, I analyzed the global financial system during 2001 – 2016. The analysis shows that different decomposition methods yield substantially different systemic risk and vulnerability rankings. This suggests caution is warranted when using rankings and risk contributions for guiding financial regulation and economic policy.

City, Society, and Digital Transformation

Author : Robin Qiu
Publisher : Springer Nature
ISBN 13 : 3031156447
Total Pages : 475 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis City, Society, and Digital Transformation by : Robin Qiu

Download or read book City, Society, and Digital Transformation written by Robin Qiu and published by Springer Nature. This book was released on 2022-12-10 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book showcases recent research advances in service science and related fields. Including selected papers from the 2022 INFORMS International Conference on Service Science, held in Shenzhen, China from July 2 to 4, 2022, the book presents new theories and empirical results in the emerging, interdisciplinary field of digital transformation and society. Incorporating research, education and practice alike, the respective chapters highlight a host of ways to approach these challenges in service science.

Neural Networks for Pattern Recognition

Author : Christopher M. Bishop
Publisher : Oxford University Press
ISBN 13 : 0198538642
Total Pages : 501 pages
Book Rating : 4.1/5 (985 download)

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Book Synopsis Neural Networks for Pattern Recognition by : Christopher M. Bishop

Download or read book Neural Networks for Pattern Recognition written by Christopher M. Bishop and published by Oxford University Press. This book was released on 1995-11-23 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical pattern recognition; Probability density estimation; Single-layer networks; The multi-layer perceptron; Radial basis functions; Error functions; Parameter optimization algorithms; Pre-processing and feature extraction; Learning and generalization; Bayesian techniques; Appendix; References; Index.

Recent Developments in Asian Economics

Author : William A. Barnett
Publisher : Emerald Group Publishing
ISBN 13 : 183867361X
Total Pages : 371 pages
Book Rating : 4.8/5 (386 download)

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Book Synopsis Recent Developments in Asian Economics by : William A. Barnett

Download or read book Recent Developments in Asian Economics written by William A. Barnett and published by Emerald Group Publishing. This book was released on 2021-03-01 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Developments in Asian Economics is a crucial resource of current, cutting-edge research for any scholar of international finance and economics. Chapters cover a wide range of topics, such as social welfare systems, organizational culture, sustainability, the impact of economic policy uncertainty, and more.

Systems Immunology – Landscaping Immune Regulatory Networks

Author : Aridaman Pandit
Publisher : Frontiers Media SA
ISBN 13 : 288974860X
Total Pages : 180 pages
Book Rating : 4.8/5 (897 download)

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Book Synopsis Systems Immunology – Landscaping Immune Regulatory Networks by : Aridaman Pandit

Download or read book Systems Immunology – Landscaping Immune Regulatory Networks written by Aridaman Pandit and published by Frontiers Media SA. This book was released on 2022-03-31 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Machine Learning, Image Processing, Network Security and Data Sciences

Author : Nilay Khare
Publisher : Springer Nature
ISBN 13 : 3031243528
Total Pages : 381 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Machine Learning, Image Processing, Network Security and Data Sciences by : Nilay Khare

Download or read book Machine Learning, Image Processing, Network Security and Data Sciences written by Nilay Khare and published by Springer Nature. This book was released on 2023-01-17 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set (CCIS 1762-1763) constitutes the refereed proceedings of the 4th International Conference on Machine Learning, Image Processing, Network Security and Data Sciences, MIND 2022, held in Bhopal, India, in December 2022. The 64 papers presented in this two-volume set were thoroughly reviewed and selected from 399 submissions. The papers are organized according to the following topical sections: machine learning and computational intelligence; data sciences; image processing and computer vision; network and cyber security.

Optimization of the sustainability of contingency logistics networks: application of a hybrid heuristic & a multiobjective optimization approaches

Download Optimization of the sustainability of contingency logistics networks: application of a hybrid heuristic & a multiobjective optimization approaches PDF Online Free

Author : Havva Esra Dağ
Publisher : Hiperlink eğit.ilet.yay.san.tic.ve ltd.sti.
ISBN 13 : 605281053X
Total Pages : 163 pages
Book Rating : 4.0/5 (528 download)

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Book Synopsis Optimization of the sustainability of contingency logistics networks: application of a hybrid heuristic & a multiobjective optimization approaches by : Havva Esra Dağ

Download or read book Optimization of the sustainability of contingency logistics networks: application of a hybrid heuristic & a multiobjective optimization approaches written by Havva Esra Dağ and published by Hiperlink eğit.ilet.yay.san.tic.ve ltd.sti.. This book was released on 2019-02-15 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contingencies are unexpected crises or events that cause a major threat to the safety, security and well-being of a certain population. This research effort builds upon the work on contingency logistics reliability models by Miman (2008) who extended the preliminary work conducted by Thomas (2004) that provides the modeling approach which takes a mission success orientation and focuses on the ability to recover from or prevent a contingency logistics failure. Miman (2008) proposes the sustainability model of a contingency logistics network using the concept of selective maintenance. This problem, once formulated, is a non-convex, non-linear, non-separable, multi-dimensional, discrete knapsack problem. These problems are known to be NP hard. Therefore, one needs to explore heuristic solutions in search of robust and effective solution approaches. He developed a memetic algorithm, GAFTS, and proposed this for identifying the best set of maintenance actions to sustain the contingency logistics network. Besides, he used Physical Programming, a multi criteria optimization procedure, to exploit a network manager’s preference toward the numerous criteria (reliability, cost, time, resource utilization etc...) judiciously. This research effort continues the exploration of heuristic techniques for the sustainability model developed by Miman (2008) and develops a hybrid heuristics technique, EDGASA, incooperating simulating annealing (SA) procedure with genetic algorithm (GA). Comparisons of EDGASA with GA and SA reveal that it outperforms in terms of average reliability, best reliability and worst reliability found at an expense of increased solution time. One of the contributions of this study is a multi-objective modeling approach developed based on utopia distance that aims at minimizing the weighted distance between a solution to the ideal point that could be achieved. The study fills some of the voids in the contingency logistics networks’ solution and modeling and highlights potential studies by applying the hybrid heuristic developed as well as multiobjective modeling approach proposed to other problems.

Statistics and Probability in Forensic Anthropology

Author : Zuzana Obertová
Publisher : Academic Press
ISBN 13 : 0128157658
Total Pages : 434 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Statistics and Probability in Forensic Anthropology by : Zuzana Obertová

Download or read book Statistics and Probability in Forensic Anthropology written by Zuzana Obertová and published by Academic Press. This book was released on 2020-07-28 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics and Probability in Forensic Anthropology provides a practical guide for forensic scientists, primarily anthropologists and pathologists, on how to design studies, how to choose and apply statistical approaches, and how to interpret statistical outcomes in the forensic practice. As with other forensic, medical and biological disciplines, statistics have become increasingly important in forensic anthropology and legal medicine, but there is not a single book, which specifically addresses the needs of forensic anthropologists in relation to the research undertaken in the field and the interpretation of research outcomes and case findings within the setting of legal proceedings. The book includes the application of both frequentist and Bayesian statistics in relation to topics relevant for the research and the interpretation of findings in forensic anthropology, as well as general chapters on study design and statistical approaches addressing measurement errors and reliability. Scientific terminology understandable to students and advanced practitioners of forensic anthropology, pathology and related disciplines is used throughout. Additionally, Statistics and Probability in Forensic Anthropology facilitates sufficient understanding of the statistical procedures and data interpretation based on statistical outcomes and models, which helps the reader confidently present their work within the forensic context, either in the form of case reports for legal purposes or as research publications for the scientific community. - Contains the application of both frequentist and Bayesian statistics in relation to topics relevant for forensic anthropology research and the interpretation of findings - Provides examples of study designs and their statistical solutions, partly following the layout of scientific manuscripts on common topics in the field - Includes scientific terminology understandable to students and advanced practitioners of forensic anthropology, legal medicine and related disciplines

Neural Networks for Applied Sciences and Engineering

Author : Sandhya Samarasinghe
Publisher : CRC Press
ISBN 13 : 1420013068
Total Pages : 596 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Neural Networks for Applied Sciences and Engineering by : Sandhya Samarasinghe

Download or read book Neural Networks for Applied Sciences and Engineering written by Sandhya Samarasinghe and published by CRC Press. This book was released on 2016-04-19 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: In response to the exponentially increasing need to analyze vast amounts of data, Neural Networks for Applied Sciences and Engineering: From Fundamentals to Complex Pattern Recognition provides scientists with a simple but systematic introduction to neural networks. Beginning with an introductory discussion on the role of neural networks in

Systemic Risk and Complex Networks in Modern Financial Systems

Author : Vincenzo Pacelli
Publisher : Springer Nature
ISBN 13 : 3031649168
Total Pages : 419 pages
Book Rating : 4.0/5 (316 download)

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Book Synopsis Systemic Risk and Complex Networks in Modern Financial Systems by : Vincenzo Pacelli

Download or read book Systemic Risk and Complex Networks in Modern Financial Systems written by Vincenzo Pacelli and published by Springer Nature. This book was released on with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Contagion Phenomena with Applications in Finance

Author : Serge Darolles
Publisher : Elsevier
ISBN 13 : 0081004788
Total Pages : 168 pages
Book Rating : 4.0/5 (81 download)

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Book Synopsis Contagion Phenomena with Applications in Finance by : Serge Darolles

Download or read book Contagion Phenomena with Applications in Finance written by Serge Darolles and published by Elsevier. This book was released on 2015-08-26 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static framework can be flawed due to identification problems; they provide a more precise definition of the notion of shock to strengthen the solution within a dynamic framework. This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models, leading to the challenges of measurement of systematic risk and contagion, with interpretations of hedge fund survival and market liquidity risks - Features the standard practice of defining shocks to models to help you to define impulse response and dynamic consequences - Shows that identification of shocks can be solved in a dynamic framework, even within a linear perspective - Helps you to apply the models to portfolio management, risk monitoring, and the analysis of financial stability

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks

Author : Lean Yu
Publisher : Springer Science & Business Media
ISBN 13 : 038771720X
Total Pages : 323 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Foreign-Exchange-Rate Forecasting with Artificial Neural Networks by : Lean Yu

Download or read book Foreign-Exchange-Rate Forecasting with Artificial Neural Networks written by Lean Yu and published by Springer Science & Business Media. This book was released on 2010-02-26 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.

Advances in Neural Networks - ISNN 2007

Author : Derong Liu
Publisher : Springer Science & Business Media
ISBN 13 : 3540723927
Total Pages : 1345 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Advances in Neural Networks - ISNN 2007 by : Derong Liu

Download or read book Advances in Neural Networks - ISNN 2007 written by Derong Liu and published by Springer Science & Business Media. This book was released on 2007-05-24 with total page 1345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation The three volume set LNCS 4491/4492/4493 constitutes the refereed proceedings of the 4th International Symposium on Neural Networks, ISNN 2007, held in Nanjing, China in June 2007. The 262 revised long papers and 192 revised short papers presented were carefully reviewed and selected from a total of 1.975 submissions. The papers are organized in topical sections on neural fuzzy control, neural networks for control applications, adaptive dynamic programming and reinforcement learning, neural networks for nonlinear systems modeling, robotics, stability analysis of neural networks, learning and approximation, data mining and feature extraction, chaos and synchronization, neural fuzzy systems, training and learning algorithms for neural networks, neural network structures, neural networks for pattern recognition, SOMs, ICA/PCA, biomedical applications, feedforward neural networks, recurrent neural networks, neural networks for optimization, support vector machines, fault diagnosis/detection, communications and signal processing, image/video processing, and applications of neural networks.

Renminbi Exchange Rate Forecasting

Author : Yunjie Wei
Publisher : Routledge
ISBN 13 : 1000366677
Total Pages : 160 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Renminbi Exchange Rate Forecasting by : Yunjie Wei

Download or read book Renminbi Exchange Rate Forecasting written by Yunjie Wei and published by Routledge. This book was released on 2021-05-10 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the internationalization of Renminbi (RMB), the gradual liberalization of China's capital account and the recent reform of the RMB pricing mechanism, the RMB exchange rate has been volatile. This book examines how we can forecast exchange rate reliably. It explains how we can do so through a new methodology for exchange rate forecasting. The book also analyzes the dynamic relationship between exchange rate and the exchange rate data decomposition and integration, the domestic economic situation, the international economic situation and the public’s expectations and how these interactions would affect the exchange rate. The book also explains why this comprehensive integrated approach is the best model for optimizing accuracy in exchange rate forecasting.

Advances in Neural Information Processing Systems 10

Author : Michael I. Jordan
Publisher : MIT Press
ISBN 13 : 9780262100762
Total Pages : 1114 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Advances in Neural Information Processing Systems 10 by : Michael I. Jordan

Download or read book Advances in Neural Information Processing Systems 10 written by Michael I. Jordan and published by MIT Press. This book was released on 1998 with total page 1114 pages. Available in PDF, EPUB and Kindle. Book excerpt: The annual conference on Neural Information Processing Systems (NIPS) is the flagship conference on neural computation. These proceedings contain all of the papers that were presented.

Research Anthology on Artificial Neural Network Applications

Author : Management Association, Information Resources
Publisher : IGI Global
ISBN 13 : 1668424096
Total Pages : 1575 pages
Book Rating : 4.6/5 (684 download)

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Book Synopsis Research Anthology on Artificial Neural Network Applications by : Management Association, Information Resources

Download or read book Research Anthology on Artificial Neural Network Applications written by Management Association, Information Resources and published by IGI Global. This book was released on 2021-07-16 with total page 1575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Artificial neural networks (ANNs) present many benefits in analyzing complex data in a proficient manner. As an effective and efficient problem-solving method, ANNs are incredibly useful in many different fields. From education to medicine and banking to engineering, artificial neural networks are a growing phenomenon as more realize the plethora of uses and benefits they provide. Due to their complexity, it is vital for researchers to understand ANN capabilities in various fields. The Research Anthology on Artificial Neural Network Applications covers critical topics related to artificial neural networks and their multitude of applications in a number of diverse areas including medicine, finance, operations research, business, social media, security, and more. Covering everything from the applications and uses of artificial neural networks to deep learning and non-linear problems, this book is ideal for computer scientists, IT specialists, data scientists, technologists, business owners, engineers, government agencies, researchers, academicians, and students, as well as anyone who is interested in learning more about how artificial neural networks can be used across a wide range of fields.

Kernel Mode Decomposition and the Programming of Kernels

Author : Houman Owhadi
Publisher : Springer Nature
ISBN 13 : 3030821714
Total Pages : 125 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Kernel Mode Decomposition and the Programming of Kernels by : Houman Owhadi

Download or read book Kernel Mode Decomposition and the Programming of Kernels written by Houman Owhadi and published by Springer Nature. This book was released on 2022-01-01 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph demonstrates a new approach to the classical mode decomposition problem through nonlinear regression models, which achieve near-machine precision in the recovery of the modes. The presentation includes a review of generalized additive models, additive kernels/Gaussian processes, generalized Tikhonov regularization, empirical mode decomposition, and Synchrosqueezing, which are all related to and generalizable under the proposed framework. Although kernel methods have strong theoretical foundations, they require the prior selection of a good kernel. While the usual approach to this kernel selection problem is hyperparameter tuning, the objective of this monograph is to present an alternative (programming) approach to the kernel selection problem while using mode decomposition as a prototypical pattern recognition problem. In this approach, kernels are programmed for the task at hand through the programming of interpretable regression networks in the context of additive Gaussian processes. It is suitable for engineers, computer scientists, mathematicians, and students in these fields working on kernel methods, pattern recognition, and mode decomposition problems.