Download or read book Wavelet Methods for Time Series Analysis written by Donald B. Percival and published by Cambridge University Press. This book was released on 2006-02-27 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet transforms. Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with complete solutions provided in the Appendix - allow readers to use the book for self-guided study. Additional exercises can be used in a classroom setting. A Web site offers access to the time series and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential.

Download or read book Recent Advancements in Computational Finance and Business Analytics written by Rangan Gupta and published by Springer Nature. This book was released on 2023-10-29 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Advancements of Computational Finance and Business Analytics provide a comprehensive overview of the cutting-edge advancements in this dynamic field. By embracing computational finance and business analytics, organizations can gain a competitive edge in an increasingly data-driven and complex business environment. This book has explored the latest developments and breakthroughs in this rapidly evolving domain, providing a comprehensive overview of the current state of computational finance and business analytics. It covers the following dimensions of this domains: Business Analytics Financial Analytics Human Resource Analytics Marketing Analytics

Download or read book Proceedings of the International Conference on Computing Mathematics and Statistics iCMS 2015 written by Abd-Razak Ahmad and published by Springer. This book was released on 2016-11-24 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume consists of refereed papers presented at the Second International Conference on Computing, Mathematics and Statistics (iCMS 2015) held in Langkawi, Malaysia in November 2015. Divided into three sections - Computer Science, Mathematics and Statistics - the book includes both quantitative and qualitative research that confronts current societal issues. Within the main sections, the book also covers education based research works and the applications of computer and mathematical sciences in social science, business, industries and the life and hard sciences. Drawing on the theme Bridging Research Endeavor on Computing, Mathematics and Statistics, each of the conference papers are carefully selected and edited to cater to readers from diverse applied and social sciences backgrounds. The book allows for the contemplation and reflection on the possibility of the knowledge growth and knowledge sharing in building a better world for future generations.

Download or read book Empirical Finance written by Shigeyuki Hamori and published by MDPI. This book was released on 2019-03-25 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.

Download or read book Computational Science ICCS 2018 written by Yong Shi and published by Springer. This book was released on 2018-06-11 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three-volume set LNCS 10860, 10861 and 10862 constitutes the proceedings of the 18th International Conference on Computational Science, ICCS 2018, held in Wuxi, China, in June 2018. The total of 155 full and 66 short papers presented in this book set was carefully reviewed and selected from 404 submissions. The papers were organized in topical sections named: Part I: ICCS Main Track Part II: Track of Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Track of Agent-Based Simulations, Adaptive Algorithms and Solvers; Track of Applications of Matrix Methods in Artificial Intelligence and Machine Learning; Track of Architecture, Languages, Compilation and Hardware Support for Emerging ManYcore Systems; Track of Biomedical and Bioinformatics Challenges for Computer Science; Track of Computational Finance and Business Intelligence; Track of Computational Optimization, Modelling and Simulation; Track of Data, Modeling, and Computation in IoT and Smart Systems; Track of Data-Driven Computational Sciences; Track of Mathematical-Methods-and-Algorithms for Extreme Scale; Track of Multiscale Modelling and Simulation Part III: Track of Simulations of Flow and Transport: Modeling, Algorithms and Computation; Track of Solving Problems with Uncertainties; Track of Teaching Computational Science; Poster Papers

Download or read book Ten Lectures on Wavelets written by Ingrid Daubechies and published by SIAM. This book was released on 1992-01-01 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: Wavelets are a mathematical development that may revolutionize the world of information storage and retrieval according to many experts. They are a fairly simple mathematical tool now being applied to the compression of data--such as fingerprints, weather satellite photographs, and medical x-rays--that were previously thought to be impossible to condense without losing crucial details. This monograph contains 10 lectures presented by Dr. Daubechies as the principal speaker at the 1990 CBMS-NSF Conference on Wavelets and Applications. The author has worked on several aspects of the wavelet transform and has developed a collection of wavelets that are remarkably efficient.

Download or read book Advanced Intelligent Computing Technology and Applications written by De-Shuang Huang and published by Springer Nature. This book was released on with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Wavelet Methods in Statistics with R written by Guy Nason and published by Springer Science & Business Media. This book was released on 2010-07-25 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains information on how to tackle many important problems using a multiscale statistical approach. It focuses on how to use multiscale methods and discusses methodological and applied considerations.

Download or read book An Introduction to Wavelet Theory in Finance written by Francis In and published by World Scientific. This book was released on 2013 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an introduction to wavelet theory and provides the essence of wavelet analysis including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance. This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of this unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis, successive chapters rigorously examine the various economic and financial topics and issues that stimulate academic and professional research, including equity, interest swaps, hedges and futures, foreign exchanges, financial asset pricing, and mutual fund markets. This detail-oriented text is descriptive and designed purely for academic researchers and financial practitioners. It assumes no prior knowledge of econometrics and covers important topics such as portfolio asset allocation, asset pricing, hedging strategies, new risk measures, and mutual fund performance. Its accessible presentation is also suitable for post-graduates in a variety of disciplines applied economics, financial engineering, international finance, financial econometrics, and fund management. To facilitate the subject of wavelets, sophisticated proofs and mathematics are avoided as much as possible when applying the wavelet multiscaling method. To enhance the reader's understanding in practical applications of the wavelet multiscaling method, this book provides sample programming instruction backed by Matlab wavelet code.

Download or read book High Frequency Financial Econometrics written by Yacine Aït-Sahalia and published by Princeton University Press. This book was released on 2014-07-21 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.

Download or read book Progress in Pattern Recognition Image Analysis Computer Vision and Applications written by César San Martin and published by Springer Science & Business Media. This book was released on 2011-10-28 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 16th Iberoamerican Congress on Pattern Recognition, CIARP 2011, held in Pucón, Chile, in November 2011. The 81 revised full papers presented together with 3 keynotes were carefully reviewed and selected from numerous submissions. Topics of interest covered are image processing, restoration and segmentation; computer vision; clustering and artificial intelligence; pattern recognition and classification; applications of pattern recognition; and Chilean Workshop on Pattern Recognition.

Download or read book Computational Methods in Science and Technology written by Sukhpreet Kaur and published by CRC Press. This book was released on 2024-10-10 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the proceedings of the 4TH International Conference on Computational Methods in Science and Technology (ICCMST 2024). The proceedings explores research and innovation in the field of Internet of things, Cloud Computing, Machine Learning, Networks, System Design and Methodologies, Big Data Analytics and Applications, ICT for Sustainable Environment, Artificial Intelligence and it provides real time assistance and security for advanced stage learners, researchers and academicians has been presented. This will be a valuable read to researchers, academicians, undergraduate students, postgraduate students, and professionals within the fields of Computer Science, Sustainability and Artificial Intelligence.

Download or read book Advances in Artificial Intelligence Application in Data Analysis and Control of Smart Grid written by Xin Ning and published by Frontiers Media SA. This book was released on 2023-11-23 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Smart grid (SG) is considered a form of intelligent system that allows the electric grid to perform its functions efficiently. The SG is a network that allows for the flow of electrical energy and data, where the data is used to make intelligent decisions in the operation of the electric grid. Artificial intelligence (AI) techniques, such as expert system (ES), Machine Learning (ML), and deep Learning (DL) have brought an advancing frontier in power electronics and power engineering with their powerful data processing capabilities. The SG relies on the flow of data to make its intelligent control; therefore, AI technology is a perfect fit for the SG. The application of AI technology in the SG has the potential to improve the intelligence of the SG. This research topic is focused on ways of improving the data analysis and control of SG by leveraging technologies. Manuscripts with the progress made in solving a range of miscellaneous and critical problems in SG by leveraging AI methods such as ES, ML, and DL methods are welcome. Reviews and original research that describe the latest developments in this field are considered for publication in this research topic. The scope of this Research Topic will include the following themes, but are not limited to: 1. Data-driven and artificial intelligence approaches to enhancing flexibility and resilience of SG. 2. Expert system, Machine Learning and Deep Learning, reinforcement learning and transfer learning for applications in SG. 3. AI for development in ensuring high reliability and stability of electric power system with high penetration of renewable energy. 4. AI for studies in operation protection, integrated planning, and control of SG systems. 5. AI for development in diagnostics and diagnostics for SG. 6. Health monitoring of a modern wind generation system using an adaptive neuro-fuzzy system. 7. Space vector fault pattern identification of a smart grid subsystem by neural mapping. 8. Control techniques, mathematical programming methods, optimization techniques and metaheuristics applied in SG. 9. AI and optimization techniques for green energy and carbon footprint. 10. Novel applications of AI-based smart grids in smart cities, smart transportation, smart healthcare, and smart manufacturing.

Download or read book MICAI 2009 Advances in Artificial Intelligence written by Arturo Hernández Aguirre and published by Springer Science & Business Media. This book was released on 2009-10-26 with total page 759 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th Mexican International Conference on Artificial Intelligence, MICAI 2009, held in Guanajuato, Mexico, in November 2009. The 63 revised full papers presented together with one invited talk were carefully reviewed and selected from 215 submissions. The papers are organized in topical sections on logic and reasoning, ontologies, knowledge management and knowledge-based systems, uncertainty and probabilistic reasoning, natural language processing, data mining, machine learning, pattern recognition, computer vision and image processing, robotics, planning and scheduling, fuzzy logic, neural networks, intelligent tutoring systems, bioinformatics and medical applications, hybrid intelligent systems and evolutionary algorithms.

Download or read book Stock Market Modeling and Forecasting written by Xiaolian Zheng and published by Springer. This book was released on 2013-04-05 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.

Download or read book Neural Computing for Advanced Applications written by Haijun Zhang and published by Springer Nature. This book was released on 2020-08-12 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents refereed proceedings of the First International Conference on Neural Computing for Advanced Applications, NCAA 2020, held in July, 2020. Due to the COVID-19 pandemic the conference was held online. The 36 full papers and 7 short papers were thorougly reviewed and selected from a total of 113 qualified submissions. The papers present resent research on such topics as neural network theory, and cognitive sciences, machine learning, data mining, data security & privacy protection, and data-driven applications, computational intelligence, nature-inspired optimizers, and their engineering applications, cloud/edge/fog computing, the Internet of Things/Vehicles (IoT/IoV), and their system optimization, control systems, network synchronization, system integration, and industrial artificial intelligence, fuzzy logic, neuro-fuzzy systems, decision making, and their applications in management sciences, computer vision, image processing, and their industrial applications, and natural language processing, machine translation, knowledge graphs, and their applications.

Download or read book Wavelets and Multiwavelets written by Fritz Keinert and published by CRC Press. This book was released on 2003-11-12 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theoretically, multiwavelets hold significant advantages over standard wavelets, particularly for solving more complicated problems, and hence are of great interest. Meeting the needs of engineers and mathematicians, this book provides a comprehensive overview of multiwavelets. The author presents the theory of wavelets from the viewpoint of genera