Download or read book High Frequency Statistics with Asynchronous and Irregular Data written by Ole Martin and published by Springer Nature. This book was released on 2019-11-05 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular form. In the theoretical part he develops laws of large numbers and central limit theorems as well as a new bootstrap procedure to assess asymptotic laws. The author then applies the theoretical results to estimate the quadratic covariation and to construct tests for the presence of common jumps. The simulation results show that in finite samples his methods despite the much more complex setting perform comparably well as methods based on regular data. About the Author: Dr. Ole Martin completed his PhD at the Kiel University (CAU), Germany. His research focuses on high-frequency statistics for semimartingales with the aim to develop methods based on irregularly observed data.
Download or read book Statistical Methods for Stochastic Differential Equations written by Mathieu Kessler and published by CRC Press. This book was released on 2012-05-17 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th
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 Computational Models of Brain and Behavior written by Ahmed A. Moustafa and published by John Wiley & Sons. This book was released on 2017-11-13 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive Introduction to the world of brain and behavior computational models This book provides a broad collection of articles covering different aspects of computational modeling efforts in psychology and neuroscience. Specifically, it discusses models that span different brain regions (hippocampus, amygdala, basal ganglia, visual cortex), different species (humans, rats, fruit flies), and different modeling methods (neural network, Bayesian, reinforcement learning, data fitting, and Hodgkin-Huxley models, among others). Computational Models of Brain and Behavior is divided into four sections: (a) Models of brain disorders; (b) Neural models of behavioral processes; (c) Models of neural processes, brain regions and neurotransmitters, and (d) Neural modeling approaches. It provides in-depth coverage of models of psychiatric disorders, including depression, posttraumatic stress disorder (PTSD), schizophrenia, and dyslexia; models of neurological disorders, including Alzheimer’s disease, Parkinson’s disease, and epilepsy; early sensory and perceptual processes; models of olfaction; higher/systems level models and low-level models; Pavlovian and instrumental conditioning; linking information theory to neurobiology; and more. Covers computational approximations to intellectual disability in down syndrome Discusses computational models of pharmacological and immunological treatment in Alzheimer's disease Examines neural circuit models of serotonergic system (from microcircuits to cognition) Educates on information theory, memory, prediction, and timing in associative learning Computational Models of Brain and Behavior is written for advanced undergraduate, Master's and PhD-level students—as well as researchers involved in computational neuroscience modeling research.
Download or read book Introduction to Digital Video written by John Watkinson and published by CRC Press. This book was released on 2012-09-10 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the essential fundamentals of digital video: from video principles, to conversion, compression, coding, interfaces and output. Written for television professionals needing to apply digital video systems, equipment and techniques to multimedia and /or digital TV applications, as well as for computer system designers, engineers, programmers, or technicians needing to learn how to apply digital video to computer systems and applications. The text is based on the acclaimed industry `bible' The Art of Digital Video, but covers only the essential parts of this larger reference work. It starts right from the basics from what a digital signal is to the how digital video can be applied. John Watkinson is an international consultant in Audio, Video and Data Recording. He is a fellow of the AES, a member of the British Computer Society and Chartered Information Systems Practitioner. He presents lectures, seminars, conference papers and training courses worldwide. He is author of many other Focal press books including MPEG2, Art of Digital Video, Art of Digital Audio, Art of Sound Reporduction, Introduction to Digital Audio, Television Fundamentals and Audio for Television. He is also co-author of the Digital Interface Handbook and a contributor to The Loudspeaker and Headphone Handbook.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Research on Methodologies and Applications of Supercomputing written by Milutinovi?, Veljko and published by IGI Global. This book was released on 2021-02-19 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computers continue to remain essential tools for the pursuit of physics, medicine, economics, social sciences, and more, supercomputers are proving that they can further extend and greatly enhance as-of-yet undiscovered knowledge and solve the world’s most complex problems. As these instruments continue to lead to groundbreaking discoveries and breakthroughs, it is imperative that research remains up to date with the latest findings and uses. The Handbook of Research on Methodologies and Applications of Supercomputing is a comprehensive and critical reference book that provides research on the latest advances of control flow and dataflow supercomputing and highlights selected emerging big data applications needing high acceleration and/or low power. Consequently, this book advocates the need for hybrid computing, where the control flow part represents the host architecture and dataflow part represents the acceleration architecture. These issues cover the initial eight chapters. The remaining eight chapters cover selected modern applications that are best implemented on a hybrid computer, in which the transactional parts (serial code) are implemented on the control flow part and the loops (parallel code) on the dataflow part. These final eight chapters cover two major application domains: scientific computing and computing for digital economy. This book offers applications in marketing, medicine, energy systems, and library science, among others, and is an essential source for scientists, programmers, engineers, practitioners, researchers, academicians, and students interested in the latest findings and advancements in supercomputing.
Download or read book Practical Handbook of Digital Mapping Terms and Concepts written by Sandra Arlinghaus and published by CRC Press. This book was released on 1994-02-09 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Practical Handbook of Digital Mapping Terms and Concepts offers easy-to-read, alphabetically cross-referenced terms, illustrated with maps (including 8 pages in full color) produced through digital mapping technology. Thorough explanations provide novices and experts alike with the most comprehensive study of its kind, drawing together terms and concepts from the business, academic, and development communities. One of the book's unique features is a practical introduction to digital mapping, explaining its original application in the international development community and the third world issue of guinea worm. This study is balanced by theoretical perspectives on digital mapping as well as possible directions for future exploration. Internally cross-referenced appendices cover topics often ignored in the conventional academic curriculum, but which are critical to success in other digital mapping arenas. These appendices discuss railroad terminology, desktop digital mapping (with French translation), maps on CD-ROM (with French translation), tools used in the global positioning system (with French translation), and Intelligent Vehicle Highway Systems.
Download or read book Brain States and Neural Mechanisms of Consciousness written by Olivia Gosseries and published by Frontiers Media SA. This book was released on 2022-09-30 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Innovations and Experience with Plant Monitoring and Utility Operations written by I. Fruchtman and published by . This book was released on 1991 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalogue United States Public Documents written by and published by . This book was released on 1995 with total page 1100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalog of United States Government Publications written by and published by . This book was released on 1995 with total page 1100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Data Intensive Text Processing with MapReduce written by Jimmy Lin and published by Springer Nature. This book was released on 2022-05-31 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our world is being revolutionized by data-driven methods: access to large amounts of data has generated new insights and opened exciting new opportunities in commerce, science, and computing applications. Processing the enormous quantities of data necessary for these advances requires large clusters, making distributed computing paradigms more crucial than ever. MapReduce is a programming model for expressing distributed computations on massive datasets and an execution framework for large-scale data processing on clusters of commodity servers. The programming model provides an easy-to-understand abstraction for designing scalable algorithms, while the execution framework transparently handles many system-level details, ranging from scheduling to synchronization to fault tolerance. This book focuses on MapReduce algorithm design, with an emphasis on text processing algorithms common in natural language processing, information retrieval, and machine learning. We introduce the notion of MapReduce design patterns, which represent general reusable solutions to commonly occurring problems across a variety of problem domains. This book not only intends to help the reader "think in MapReduce", but also discusses limitations of the programming model as well. Table of Contents: Introduction / MapReduce Basics / MapReduce Algorithm Design / Inverted Indexing for Text Retrieval / Graph Algorithms / EM Algorithms for Text Processing / Closing Remarks
Download or read book Contributions of the Geophysical Institute of the Slovak Academy of Sciences written by Slovenská akadémia vied. Geofyzikálny ústav and published by . This book was released on 1973 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Topics in Random Matrix Theory written by Terence Tao and published by American Mathematical Soc.. This book was released on 2012-03-21 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
Download or read book Mechanical Engineering written by and published by . This book was released on 1919 with total page 1630 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mini micro Systems written by and published by . This book was released on 1979 with total page 900 pages. Available in PDF, EPUB and Kindle. Book excerpt:
