Download or read book RETRACTED BOOK 151 Trading Strategies written by Zura Kakushadze and published by Springer. This book was released on 2018-12-13 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Download or read book Pricing Derivatives Under L vy Models written by Andrey Itkin and published by Birkhäuser. This book was released on 2017-02-27 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is herein presented for the first time in a single volume. The results within, developed in a series of research papers, are collected and arranged together with the necessary background material from Lévy processes, the modern theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that gives the reader a smooth introduction to the subject. For readers with no knowledge of finance, a short explanation of the main financial terms and notions used in the book is given in the glossary. The latter part of the book demonstrates the efficacy of the method by solving some typical problems encountered in computational finance, including structural default models with jumps, and local stochastic volatility models with stochastic interest rates and jumps. The author also adds extra complexity to the traditional statements of these problems by taking into account jumps in each stochastic component while all jumps are fully correlated, and shows how this setting can be efficiently addressed within the framework of the new method. Written for non-mathematicians, this book will appeal to financial engineers and analysts, econophysicists, and researchers in applied numerical analysis. It can also be used as an advance course on modern finite-difference methods or computational finance.

Download or read book Embedded System Design written by Peter Marwedel and published by Springer Science & Business Media. This book was released on 2010-11-16 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until the late 1980s, information processing was associated with large mainframe computers and huge tape drives. During the 1990s, this trend shifted toward information processing with personal computers, or PCs. The trend toward miniaturization continues and in the future the majority of information processing systems will be small mobile computers, many of which will be embedded into larger products and interfaced to the physical environment. Hence, these kinds of systems are called embedded systems. Embedded systems together with their physical environment are called cyber-physical systems. Examples include systems such as transportation and fabrication equipment. It is expected that the total market volume of embedded systems will be significantly larger than that of traditional information processing systems such as PCs and mainframes. Embedded systems share a number of common characteristics. For example, they must be dependable, efficient, meet real-time constraints and require customized user interfaces (instead of generic keyboard and mouse interfaces). Therefore, it makes sense to consider common principles of embedded system design. Embedded System Design starts with an introduction into the area and a survey of specification models and languages for embedded and cyber-physical systems. It provides a brief overview of hardware devices used for such systems and presents the essentials of system software for embedded systems, like real-time operating systems. The book also discusses evaluation and validation techniques for embedded systems. Furthermore, the book presents an overview of techniques for mapping applications to execution platforms. Due to the importance of resource efficiency, the book also contains a selected set of optimization techniques for embedded systems, including special compilation techniques. The book closes with a brief survey on testing. Embedded System Design can be used as a text book for courses on embedded systems and as a source which provides pointers to relevant material in the area for PhD students and teachers. It assumes a basic knowledge of information processing hardware and software. Courseware related to this book is available at http://ls12-www.cs.tu-dortmund.de/~marwedel.

Download or read book Production Factor Mathematics written by Martin Grötschel and published by Springer Science & Business Media. This book was released on 2010-08-05 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics as a production factor or driving force for innovation? Those, who want to know and understand why mathematics is deeply involved in the design of products, the layout of production processes and supply chains will find this book an indispensable and rich source. Describing the interplay between mathematical and engineering sciences the book focusses on questions like How can mathematics improve to the improvement of technological processes and products? What is happening already? Where are the deficits? What can we expect for the future? 19 articles written by mixed teams of authors of engineering, industry and mathematics offer a fascinating insight of the interaction between mathematics and engineering.

Download or read book Data Analysis and Decision Support written by Daniel Baier and published by Springer Science & Business Media. This book was released on 2006-05-06 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is a great privilege and pleasure to write a foreword for a book honor ing Wolfgang Gaul on the occasion of his sixtieth birthday. Wolfgang Gaul is currently Professor of Business Administration and Management Science and the Head of the Institute of Decision Theory and Management Science, Faculty of Economics, University of Karlsruhe (TH), Germany. He is, by any measure, one of the most distinguished and eminent scholars in the world today. Wolfgang Gaul has been instrumental in numerous leading research initia tives and has achieved an unprecedented level of success in facilitating com munication among researchers in diverse disciplines from around the world. A particularly remarkable and unique aspect of his work is that he has been a leading scholar in such diverse areas of research as graph theory and net work models, reliability theory, stochastic optimization, operations research, probability theory, sampling theory, cluster analysis, scaling and multivariate data analysis. His activities have been directed not only at these and other theoretical topics, but also at applications of statistical and mathematical tools to a multitude of important problems in computer science (e.g., w- mining), business research (e.g., market segmentation), management science (e.g., decision support systems) and behavioral sciences (e.g., preference mea surement and data mining). All of his endeavors have been accomplished at the highest level of professional excellence.

Download or read book Harmonic Analysis and the Theory of Probability written by Saloman Bochner and published by Univ of California Press. This book was released on 2023-11-15 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1955.

Download or read book Interdisciplinary Topics in Applied Mathematics Modeling and Computational Science written by Monica G. Cojocaru and published by Springer. This book was released on 2015-07-03 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied Mathematics, Modelling, and Computational Science (AMMCS) conference aims to promote interdisciplinary research and collaboration. The contributions in this volume cover the latest research in mathematical and computational sciences, modeling, and simulation as well as their applications in natural and social sciences, engineering and technology, industry, and finance. The 2013 conference, the second in a series of AMMCS meetings, was held August 26—30 and organized in cooperation with AIMS and SIAM, with support from the Fields Institute in Toronto, and Wilfrid Laurier University. There were many young scientists at AMMCS-2013, both as presenters and as organizers. This proceedings contains refereed papers contributed by the participants of the AMMCS-2013 after the conference. This volume is suitable for researchers and graduate students, mathematicians and engineers, industrialists, and anyone who would like to delve into the interdisciplinary research of applied and computational mathematics and its areas of applications.

Download or read book VLSI SoC Advanced Topics on Systems on a Chip written by Ricardo Reis and published by Springer Science & Business Media. This book was released on 2009-04-13 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains extended and revised versions of the best papers that were presented during the fifteenth edition of the IFIP/IEEE WG10.5 International Conference on Very Large Scale Integration, a global System-on-a-Chip Design & CAD conference. The 15th conference was held at the Georgia Institute of Technology, Atlanta, USA (October 15-17, 2007). Previous conferences have taken place in Edinburgh, Trondheim, Vancouver, Munich, Grenoble, Tokyo, Gramado, Lisbon, Montpellier, Darmstadt, Perth and Nice. The purpose of this conference, sponsored by IFIP TC 10 Working Group 10.5 and by the IEEE Council on Electronic Design Automation (CEDA), is to provide a forum to exchange ideas and show industrial and academic research results in the field of microelectronics design. The current trend toward increasing chip integration and technology process advancements brings about stimulating new challenges both at the physical and system-design levels, as well in the test of these systems. VLSI-SoC conferences aim to address these exciting new issues.

Download or read book Mitigation of Greenhouse Gas Emissions in Livestock Production written by Pierre J. Gerber and published by Food & Agriculture Organization of the UN (FAO). This book was released on 2013 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current analysis was conducted to evaluate the potential of nutritional, manure and animal husbandry practices for mitigating methane (CH4) and nitrous oxide (N2O) - i.e. non-carbon dioxide (CO2) - GHG emissions from livestock production. These practices were categorized into enteric CH4, manure management and animal husbandry mitigation practices. Emphasis was placed on enteric CH4 mitigation practices for ruminant animals (only in vivo studies were considered) and manure mitigation practices for both ruminant and monogastric species. Over 900 references were reviewed; simulation and life cycle assessment analyses were generally excluded

Download or read book Complexity Explained written by Peter Erdi and published by Springer Science & Business Media. This book was released on 2007-11-09 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains why complex systems research is important in understanding the structure, function and dynamics of complex natural and social phenomena. It illuminates how complex collective behavior emerges from the parts of a system, due to the interaction between the system and its environment. Readers will learn the basic concepts and methods of complex system research. The book is not highly technical mathematically, but teaches and uses the basic mathematical notions of dynamical system theory, making the book useful for students of science majors and graduate courses.

Download or read book Formalized Music written by Iannis Xenakis and published by Pendragon Press. This book was released on 1992 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pendragon Press is proud to offer this new, revised, and expanded edition of Formalized Music, Iannis Xenakis's landmark book of 1971. In addition to three totally new chapters examining recent breakthroughs in music theory, two original computer programs illustrating the actual realization of newly proposed methods of composition, and an appendix of the very latest developments of stochastic synthesis as an invitation to future exploration, Xenakis offers a very critical self-examination of his theoretical propositions and artistic output of the past thirty-five years. This edition of Formalized Music is an essential tool for understanding the man and the thought processes of one of this century's most important and revolutionary musical figures.

Download or read book Advances in Signal Processing and Intelligent Recognition Systems written by Sabu M. Thampi and published by Springer Nature. This book was released on 2020-04-30 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Symposium on Advances in Signal Processing and Intelligent Recognition Systems, SIRS 2019, held in Trivandrum, India, in December 2019. The 19 revised full papers and 8 revised short papers presented were carefully reviewed and selected from 63 submissions. The papers cover wide research fields including information retrieval, human-computer interaction (HCI), information extraction, speech recognition.

Download or read book Stochastic Functional Differential Equations written by S. E. A. Mohammed and published by Pitman Advanced Publishing Program. This book was released on 1984 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Springer Handbook of Automation written by Shimon Y. Nof and published by Springer Nature. This book was released on 2023-06-16 with total page 1533 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook incorporates new developments in automation. It also presents a widespread and well-structured conglomeration of new emerging application areas, such as medical systems and health, transportation, security and maintenance, service, construction and retail as well as production or logistics. The handbook is not only an ideal resource for automation experts but also for people new to this expanding field.

Download or read book Credit Risk written by Darrell Duffie and published by Princeton University Press. This book was released on 2012-01-12 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.

Download or read book Introduction to Autonomous Robots written by Nikolaus Correll and published by . This book was released on 2016-04-25 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces concepts in mobile, autonomous robotics to 3rd-4th year students in Computer Science or a related discipline. The book covers principles of robot motion, forward and inverse kinematics of robotic arms and simple wheeled platforms, perception, error propagation, localization and simultaneous localization and mapping. The cover picture shows a wind-up toy that is smart enough to not fall off a table just using intelligent mechanism design and illustrate the importance of the mechanism in designing intelligent, autonomous systems. This book is open source, open to contributions, and released under a creative common license.

Download or read book Intermittent Demand Forecasting written by John E. Boylan and published by John Wiley & Sons. This book was released on 2021-06-02 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: INTERMITTENT DEMAND FORECASTING The first text to focus on the methods and approaches of intermittent, rather than fast, demand forecasting Intermittent Demand Forecasting is for anyone who is interested in improving forecasts of intermittent demand products, and enhancing the management of inventories. Whether you are a practitioner, at the sharp end of demand planning, a software designer, a student, an academic teaching operational research or operations management courses, or a researcher in this field, we hope that the book will inspire you to rethink demand forecasting. If you do so, then you can contribute towards significant economic and environmental benefits. No prior knowledge of intermittent demand forecasting or inventory management is assumed in this book. The key formulae are accompanied by worked examples to show how they can be implemented in practice. For those wishing to understand the theory in more depth, technical notes are provided at the end of each chapter, as well as an extensive and up-to-date collection of references for further study. Software developments are reviewed, to give an appreciation of the current state of the art in commercial and open source software. “Intermittent demand forecasting may seem like a specialized area but actually is at the center of sustainability efforts to consume less and to waste less. Boylan and Syntetos have done a superb job in showing how improvements in inventory management are pivotal in achieving this. Their book covers both the theory and practice of intermittent demand forecasting and my prediction is that it will fast become the bible of the field.” —Spyros Makridakis, Professor, University of Nicosia, and Director, Institute for the Future and the Makridakis Open Forecasting Center (MOFC). “We have been able to support our clients by adopting many of the ideas discussed in this excellent book, and implementing them in our software. I am sure that these ideas will be equally helpful for other supply chain software vendors and for companies wanting to update and upgrade their capabilities in forecasting and inventory management.” —Suresh Acharya, VP, Research and Development, Blue Yonder. “As product variants proliferate and the pace of business quickens, more and more items have intermittent demand. Boylan and Syntetos have long been leaders in extending forecasting and inventory methods to accommodate this new reality. Their book gathers and clarifies decades of research in this area, and explains how practitioners can exploit this knowledge to make their operations more efficient and effective.” —Thomas R. Willemain, Professor Emeritus, Rensselaer Polytechnic Institute.