Mathematical Finance with Applications

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Publisher : MDPI
ISBN 13 : 3039435736
Total Pages : 232 pages
Book Rating : 4.0/5 (394 download)

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Book Synopsis Mathematical Finance with Applications by : Wing-Keung Wong

Download or read book Mathematical Finance with Applications written by Wing-Keung Wong and published by MDPI. This book was released on 2020-12-07 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.

Frontier Computing

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Publisher : Springer Nature
ISBN 13 : 9811680523
Total Pages : 1877 pages
Book Rating : 4.8/5 (116 download)

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Book Synopsis Frontier Computing by : Jason C. Hung

Download or read book Frontier Computing written by Jason C. Hung and published by Springer Nature. This book was released on 2022-05-23 with total page 1877 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers the proceedings of the 11th International Conference on Frontier Computing, held in Seoul, on July 13–17, 2021, and provides comprehensive coverage of the latest advances and trends in information technology, science, and engineering. It addresses a number of broad themes, including communication networks, business intelligence and knowledge management, Web intelligence, and related fields that inspire the development of information technology. The respective contributions cover a wide range of topics: database and data mining, networking and communications, Web and Internet of things, embedded systems, soft computing, social network analysis, security and privacy, optical communication, and ubiquitous/pervasive computing. Many of the papers outline promising future research directions, and the book benefits students, researchers, and professionals alike. Further, it offers a useful reference guide for newcomers to the field.

Applied Predictive Modeling

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Publisher : Springer Science & Business Media
ISBN 13 : 1461468493
Total Pages : 595 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Applied Predictive Modeling by : Max Kuhn

Download or read book Applied Predictive Modeling written by Max Kuhn and published by Springer Science & Business Media. This book was released on 2013-05-17 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Predictive Modeling covers the overall predictive modeling process, beginning with the crucial steps of data preprocessing, data splitting and foundations of model tuning. The text then provides intuitive explanations of numerous common and modern regression and classification techniques, always with an emphasis on illustrating and solving real data problems. The text illustrates all parts of the modeling process through many hands-on, real-life examples, and every chapter contains extensive R code for each step of the process. This multi-purpose text can be used as an introduction to predictive models and the overall modeling process, a practitioner’s reference handbook, or as a text for advanced undergraduate or graduate level predictive modeling courses. To that end, each chapter contains problem sets to help solidify the covered concepts and uses data available in the book’s R package. This text is intended for a broad audience as both an introduction to predictive models as well as a guide to applying them. Non-mathematical readers will appreciate the intuitive explanations of the techniques while an emphasis on problem-solving with real data across a wide variety of applications will aid practitioners who wish to extend their expertise. Readers should have knowledge of basic statistical ideas, such as correlation and linear regression analysis. While the text is biased against complex equations, a mathematical background is needed for advanced topics.

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 948 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Empirical Asset Pricing

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Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Empirical Asset Pricing by : Wayne Ferson

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Annual Index/abstracts of SAE Technical Papers

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Publisher :
ISBN 13 :
Total Pages : 1016 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Annual Index/abstracts of SAE Technical Papers by :

Download or read book Annual Index/abstracts of SAE Technical Papers written by and published by . This book was released on 2005 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Econometrics with R

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Publisher : Springer Science & Business Media
ISBN 13 : 0387773185
Total Pages : 229 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Applied Econometrics with R by : Christian Kleiber

Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Generalized Linear Models

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Publisher : John Wiley & Sons
ISBN 13 : 0470556978
Total Pages : 521 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Generalized Linear Models by : Raymond H. Myers

Download or read book Generalized Linear Models written by Raymond H. Myers and published by John Wiley & Sons. This book was released on 2012-01-20 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities." —Technometrics Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Maintaining the same nontechnical approach as its predecessor, this update has been thoroughly extended to include the latest developments, relevant computational approaches, and modern examples from the fields of engineering and physical sciences. This new edition maintains its accessible approach to the topic by reviewing the various types of problems that support the use of GLMs and providing an overview of the basic, related concepts such as multiple linear regression, nonlinear regression, least squares, and the maximum likelihood estimation procedure. Incorporating the latest developments, new features of this Second Edition include: A new chapter on random effects and designs for GLMs A thoroughly revised chapter on logistic and Poisson regression, now with additional results on goodness of fit testing, nominal and ordinal responses, and overdispersion A new emphasis on GLM design, with added sections on designs for regression models and optimal designs for nonlinear regression models Expanded discussion of weighted least squares, including examples that illustrate how to estimate the weights Illustrations of R code to perform GLM analysis The authors demonstrate the diverse applications of GLMs through numerous examples, from classical applications in the fields of biology and biopharmaceuticals to more modern examples related to engineering and quality assurance. The Second Edition has been designed to demonstrate the growing computational nature of GLMs, as SAS®, Minitab®, JMP®, and R software packages are used throughout the book to demonstrate fitting and analysis of generalized linear models, perform inference, and conduct diagnostic checking. Numerous figures and screen shots illustrating computer output are provided, and a related FTP site houses supplementary material, including computer commands and additional data sets. Generalized Linear Models, Second Edition is an excellent book for courses on regression analysis and regression modeling at the upper-undergraduate and graduate level. It also serves as a valuable reference for engineers, scientists, and statisticians who must understand and apply GLMs in their work.

Applied Linear Statistical Models

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Publisher : McGraw-Hill/Irwin
ISBN 13 : 9780072386882
Total Pages : 1396 pages
Book Rating : 4.3/5 (868 download)

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Book Synopsis Applied Linear Statistical Models by : Michael H. Kutner

Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.

Energy Abstracts for Policy Analysis

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Publisher :
ISBN 13 :
Total Pages : 928 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Energy Abstracts for Policy Analysis by :

Download or read book Energy Abstracts for Policy Analysis written by and published by . This book was released on 1981 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Martingale Limit Theory and Its Application

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Publisher : Academic Press
ISBN 13 : 1483263223
Total Pages : 321 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Martingale Limit Theory and Its Application by : P. Hall

Download or read book Martingale Limit Theory and Its Application written by P. Hall and published by Academic Press. This book was released on 2014-07-10 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Threshold Models in Non-linear Time Series Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 1468478885
Total Pages : 333 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Threshold Models in Non-linear Time Series Analysis by : H. Tong

Download or read book Threshold Models in Non-linear Time Series Analysis written by H. Tong and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. Despite my almost Confucian attitude of preferring talking (i.e. a transient record) to writing (i.e. a permanent record), the warm encouragement of friends has led to the ensuing notes. I am also only too conscious of the infancy of the methodology introduced in these notes. However, it is my sincere hope that exposure to a wider audience will accelerate its maturity. Readers are assumed to be familiar with the basic theory of time series analysis. The book by Professor M.B. Priestley (1981) may be used as a general reference. Chapter One is addressed to the general question: "why do we need non-linear time series models?" After describing some significant advantages of linear models, it singles out several major limitations of linearity. Of course, the selection reflects my personal view on the subject, which is only at its very beginning, although there does seem to be a general agreement in the literature that time irr'eversibility and limit cycles are among the most obvious.

Technical Abstract Bulletin

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Publisher :
ISBN 13 :
Total Pages : 848 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Technical Abstract Bulletin by :

Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1967 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 804 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

RethinkHIV

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Publisher : Cambridge University Press
ISBN 13 : 1139577166
Total Pages : 387 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis RethinkHIV by : Bjørn Lomborg

Download or read book RethinkHIV written by Bjørn Lomborg and published by Cambridge University Press. This book was released on 2012-10-18 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thirty years after the identification of the disease that became known as AIDS, humanitarian organizations warn that the fight against HIV/AIDS has slowed, amid a funding shortfall and donor fatigue. In this book, Bjørn Lomborg brings together research by world-class specialist authors, a foreword by UNAIDS founding director Peter Piot and perspectives from Nobel Laureates and African civil society leaders to identify the most effective ways to tackle the pandemic across sub-Saharan Africa. There remains an alarming lack of high-quality data evaluating responses to HIV. We still know too little about what works, where and how to replicate our successes. This book offers the first comprehensive attempt by teams of authors to analyze HIV/AIDS policy choices using cost-benefit analysis, across six major topics. This approach provides a provocative fresh look at the best ways to scale up the fight against this killer epidemic.

Model-based Geostatistics

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Publisher : Springer Science & Business Media
ISBN 13 : 0387485368
Total Pages : 242 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Model-based Geostatistics by : Peter Diggle

Download or read book Model-based Geostatistics written by Peter Diggle and published by Springer Science & Business Media. This book was released on 2007-05-26 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first book-length treatment of model-based geostatistics. The text is expository, emphasizing statistical methods and applications rather than the underlying mathematical theory. Analyses of datasets from a range of scientific contexts feature prominently, and simulations are used to illustrate theoretical results. Readers can reproduce most of the computational results in the book by using the authors' software package, geoR, whose usage is illustrated in a computation section at the end of each chapter. The book assumes a working knowledge of classical and Bayesian methods of inference, linear models, and generalized linear models.

Energy-Growth Nexus in an Era of Globalization

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Publisher : Elsevier
ISBN 13 : 0128244410
Total Pages : 498 pages
Book Rating : 4.1/5 (282 download)

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Book Synopsis Energy-Growth Nexus in an Era of Globalization by : Muhammad Shahbaz

Download or read book Energy-Growth Nexus in an Era of Globalization written by Muhammad Shahbaz and published by Elsevier. This book was released on 2021-11-12 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy Growth Nexus in an era of Globalization reviews current research and practical policy considerations reflective of the ongoing transformation, covering four broad globalization themes from existing research literature: energy consumption, renewable energy consumption, financial markets and energy markets. Within these themes, contributors evaluate transformations in the energy-growth association relating to economic slowdowns, trade patterns, impacts of globalization, cross-border technological spillovers, changes in the risk profile of the countries, advent of Sustainable Development Goals (SDGs), changes in the pattern of cross-border labor force migration, and rising environmental awareness, among many other considerations. Policymakers, energy economists, and energy researchers in a range of connected disciplines will find this to be a great resource on the energy growth sector. - Addresses globalization relating to energy consumption, environmental quality, econometrics and energy markets - Demonstrates how to design effective energy and environmental policies in a rapidly globalizing world within a Sustainable Development Goals (SDGs) framework - Reviews open research questions relevant to energy-growth nexus so policymakers can bring forth socioeconomic stability