Download or read book XploRe Application Guide written by W. Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a detailed application guide to XploRe - an interactive statistical computing environment. As a guide it contains case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on a graphic based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression, Vitamin C data analysis with Quantile Regression, and many others.
Download or read book XploRe Learning Guide written by W. Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is generally accepted that training in statistics must include some exposure to the mechanics of computational statistics. This learning guide is intended for beginners in computer-aided statistical data analysis. The prerequisites for XploRe - the statistical computing environment - are an introductory course in statistics or mathematics. The reader of this book should be familiar with basic elements of matrix algebra and the use of HTML browsers. This guide is designed to help students to XploRe their data, to learn (via data interaction) about statistical methods and to disseminate their findings via the HTML outlet. The XploRe APSS (Auto Pilot Support System) is a powerful tool for finding the appropriate statistical technique (quantlet) for the data under analysis. Homogeneous quantlets are combined in XploRe into quantlibs. The XploRe language is intuitive and users with prior experience of other sta tistical programs will find it easy to reproduce the examples explained in this guide. The quantlets in this guide are available on the CD-ROM as well as on the Internet. The statistical operations that the student is guided into range from basic one-dimensional data analysis to more complicated tasks such as time series analysis, multivariate graphics construction, microeconometrics, panel data analysis, etc. The guide starts with a simple data analysis of pullover sales data, then in troduces graphics. The graphics are interactive and cover a wide range of dis plays of statistical data.
Download or read book Modeling and Using Context written by Anind Dey and published by Springer Science & Business Media. This book was released on 2005-06-24 with total page 1392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International and Interdisciplinary Conference on Modeling and Using Context, CONTEXT 2005, held in Paris, France in July 2005. The 42 revised full papers presented were carefully reviewed and selected from a total of 120 submissions. The papers presented deal with the interdisciplinary topic of modeling and using context from various points of view, ranging through cognitive science, formal logic, artifical intelligence, computational intelligence, philosophical and psychological aspects, and information processing. Highly general philosophical and theoretical issues are complemented by specific applications in various fields.
Download or read book Applied Quantitative Finance written by W. Härdle and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents solutions for many practical problems in quantitative finance. The e-book design of the text connects theory and computational tools in an innovative way. All "quantlets" for calculation of examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web.
Download or read book Clustering and Fuzzy Techniques written by Hizir and published by Tenea Verlag Ltd.. This book was released on 2003 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computational Science ICCS 2004 written by Marian Bubak and published by Springer. This book was released on 2004-10-11 with total page 1336 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Computational Science (ICCS 2004) held in Krak ́ ow, Poland, June 6–9, 2004, was a follow-up to the highly successful ICCS 2003 held at two locations, in Melbourne, Australia and St. Petersburg, Russia; ICCS 2002 in Amsterdam, The Netherlands; and ICCS 2001 in San Francisco, USA. As computational science is still evolving in its quest for subjects of inves- gation and e?cient methods, ICCS 2004 was devised as a forum for scientists from mathematics and computer science, as the basic computing disciplines and application areas, interested in advanced computational methods for physics, chemistry, life sciences, engineering, arts and humanities, as well as computer system vendors and software developers. The main objective of this conference was to discuss problems and solutions in all areas, to identify new issues, to shape future directions of research, and to help users apply various advanced computational techniques. The event harvested recent developments in com- tationalgridsandnextgenerationcomputingsystems,tools,advancednumerical methods, data-driven systems, and novel application ?elds, such as complex - stems, ?nance, econo-physics and population evolution.
Download or read book Semiparametric Modeling of Implied Volatility written by Matthias R. Fengler and published by Springer Science & Business Media. This book was released on 2005-12-19 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The first part is devoted to smile-consistent pricing approaches. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces. Empirical investigations, simulations, and pictures illustrate the concepts.
Download or read book Credit Risk written by Georg Bol and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.
Download or read book Statistics of Financial Markets written by Jürgen Franke and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers will find that, refreshingly, this text presents in a vivid yet concise style the necessary statistical and mathematical background for financial engineers. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new topics have been included, such as a chapter on credit risk management.
Download or read book Modern Econometric Analysis written by Olaf Hübler and published by Springer Science & Business Media. This book was released on 2007-04-29 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
Download or read book Statistical Tools for Finance and Insurance written by Pavel Čižek and published by Springer Science & Business Media. This book was released on 2005 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Covering topics such as heavy tailed distributions, implied trinomial trees, support vector machines, valuation of mortgage-backed securities, pricing of CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners insight into new methods for their applications, but it also gives theoreticians insight into the applicability of the stochastic technology. Additionally, the book provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations. Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. Thenbsp;design of the text links theory and computational tools in an innovative way. All Quantlets for the calculation of examples given in the text are supported by the academic edition of XploRe and may be executed via XploRe Quantlet Server (XQS). The downloadable electronic edition of the book enables one to run, modify, and enhance all Quantlets on the spot.
Download or read book Globalization of Financial Markets written by Claudia M. Buch and published by Springer Science & Business Media. This book was released on 2004-05-26 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The internationalization of financial markets is one of the focal points in the discussion about recent globalization trends. These discussions suggest that capital can move freely between countries. However, there is ample evidence that national borders do matter and that there are many implicit and explicit barriers to integration. Understanding the factors that unify and that separate financial markets and thus reconciling these two stylized facts is at the core of this book. While the main focus of the empirical work is on banking industry, results are yet informative also with regard to developments in other financial market segments. Also, the book uses European financial integration as a case study for general integration trends.
Download or read book Applied Quantitative Finance written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2008-08-26 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.
Download or read book Quantitative Methods in Finance written by Ştefan Cristian Gherghina and published by Springer Nature. This book was released on 2023-11-21 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores certain social and environmental drivers of sustainable economic growth for European Union countries (EU-27) and United Kingdom (UK) in the context of the UN 2030 Agenda for Sustainable Development. The author provides a comprehensive overview of the factors that impact and facilitate sustainable economic growth and discusses the complex set of factors involved in sustainable economic development. Special attention is given to quantitative frameworks and empirical modelling, with the main focus on panel data regression models and vector error correction model approach. Furthermore, the book develops ratings of sustainable economic growth for each of the explored countries, by employing data mining techniques such as principal component analysis. Also, the data envelopment analysis non-parametric methodology towards assessing sustainable economic growth is investigated, as well as the cluster analysis in order to classify the selected nations according to sustainable economic growth. The book appeals to policy-makers and academics targeting to learn more about the characteristics of sustainable economic growth.
Download or read book Wavelength Division Multiplexing written by Klaus Grobe and published by John Wiley & Sons. This book was released on 2013-09-12 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, Optical Wavelength Division Multiplexing (WDM) is approached from a strictly practical and application-oriented point of view. Based on the characteristics and constraints of modern fiber-optic components, transport systems and fibers, the text provides relevant rules of thumb and practical hints for technology selection, WDM system and link dimensioning, and also for network-related aspects such as wavelength assignment and resilience mechanisms. Actual 10/40 Gb/s WDM systems are considered, and a preview of the upcoming 100 Gb/s systems and technologies for even higher bit rates is given as well. Key features: Considers WDM from ULH backbone (big picture view) down to PON access (micro view). Includes all major telecom and datacom applications. Provides the relevant background for state-of-the-art and next-gen systems. Offers practical guidelines for system / link engineering.
Download or read book Journal of Economic Literature written by and published by . This book was released on 2001 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Practical Guide to Software Quality Management written by John W. Horch and published by Artech House. This book was released on 2003 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you are responsible for designing, implementing, or managing a quality software program, this updated edition of the Practical Guide to Software Quality Management now identifies 10 major components that make up a solid program in line with ISO 9001 quality management precepts. Thoroughly revised and with new chapters on software safety and software risk management, this comprehensive primer provides you with the starting points for a standardized documentation system, and analyzes each individual program component separately, addressing in detail its specific role and overall importance to the system.
