libristo analytical and stochastic modeling techniques and applications 1664008
- znaleziono 17 produktów w 2 sklepach
Stochastic Modeling in Economics and Finance Springer-Verlag New York Inc.
Książki / Literatura obcojęzyczna
In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.§Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.§Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. The material ranges from common tools to solutions of sophisticated system problems and applications.§In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.§Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.§Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study. Selected examples of successful applications in finance, production planning and management of technological processes and electricity generation are presented. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories.§In Part IV, the sections devoted to stochastic calculus cover also more advanced topics such as DDS Theorem or extremal martingale measures, which make it possible to treat more delicate models in Mathematical Finance (complete markets, optimal control, etc.)§Audience: Students and researchers in probability and statistics, econometrics, operations research and various fields of finance, economics, engineering, and insurance.
Sklep: Libristo.pl
Analytical Techniques in the Assessment of Credit Risk Springer International Publishing AG
Książki / Literatura obcojęzyczna
This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.
Sklep: Libristo.pl
Reliability Modeling With Applications: Essays In Honor Of Professor Toshio Nakagawa On His 70th Birthday World Scientific Publishing Co Pte Ltd
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Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engineering. Starting from maintenance policies, the book introduces reliability analysis to systems using stochastic processes to study their optimization problems. In this book, the authors will illustrate how these techniques of reliability are applied to solve optimization problems in computer, information and network systems.
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Interest Rate Modeling. Volume 2 Atlantic Financial Press
Książki / Literatura obcojęzyczna
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume II is dedicated to in-depth study of term structure models of interest rates. While providing a thorough analysis of classical short rate models, the primary focus of the volume is on multi-factor stochastic volatility dynamics, in the setups of both the separable HJM and Libor market models. Implementation techniques are covered in detail, as are strategies for model parameterization and calibration to market data.
Sklep: Libristo.pl
Electromagnetic Modeling and Simulation John Wiley & Sons Inc
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This unique book presents simple, easy-to-use, but effective short codes as well as virtual tools that can be used by electrical, electronic, communication, and computer engineers in a broad range of electrical engineering problems§Electromagnetic modeling is essential to the design and modeling of antenna, radar, satellite, medical imaging, and other applications. In this book, author Levent Sevgi explains techniques for solving real-time complex physical problems using MATLAB-based short scripts and comprehensive virtual tools.§Unique in coverage and tutorial approach, Electromagnetic Modeling and Simulation covers fundamental analytical and numerical models that are widely used in teaching, research, and engineering designs--including mode and ray summation approaches with the canonical 2D nonpenetrable parallel plate waveguide as well as FDTD, MoM, and SSPE scripts. The book also establishes an intelligent balance among the essentials of EM MODSIM: The Problem (the physics), The Theory and Models (mathematical background and analytical solutions), and The Simulations (code developing plus validation, verification, and calibration).§Classroom tested in graduate-level and short courses, Electromagnetic Modeling and Simulation:§Clarifies concepts through numerous worked problems and quizzes provided throughout the book§Features valuable MATLAB-based, user-friendly, effective engineering and research virtual design tools§Includes sample scenarios and video clips recorded during characteristic simulations that visually impact learning--available on wiley.com§Provides readers with their first steps in EM MODSIM as well as tools for medium and high-level code developers and users§Electromagnetic Modeling and Simulation thoroughly covers the physics, mathematical background, analytical solutions, and code development of electromagnetic modeling, making it an ideal resource for electrical engineers and researchers.
Sklep: Libristo.pl
Interest Rate Modeling. Volume 1 Atlantic Financial Press
Książki / Literatura obcojęzyczna
The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. Volume I provides the theoretical and computational foundations for the series, emphasizing the construction of efficient grid- and simulation-based methods for contingent claims pricing. The second part of Volume I is dedicated to local-stochastic volatility modeling and to the construction of vanilla models for individual swap and Libor rates. Although the focus is eventually turned toward fixed income securities, much of the material in this volume applies to generic financial markets and will be of interest to anybody working in the general area of asset pricing.
Sklep: Libristo.pl
Modern Simulation and Modeling John Wiley & Sons Inc
Książki / Literatura obcojęzyczna
A step-by-step guide for today's modeling and simulation practices This new guide for modeling and simulation of discrete-event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional simulation, then proceeds to modern simulation-treating sensitivity analysis and optimization in a wide range of systems that exhibit complex interaction of discrete events. These include communications networks, flexible manufacturing systems, PERT (project evaluation and review techniques) networks, queueing systems, and more.Less focused on theory than on presenting a clear approach to practical applications, Modern Simulation and Modeling: Emphasizes concepts rather than mathematical completeness Integrates references and explanations of complex topics into the body of the text Provides an innovative chapter on rare-event probability estimation Describes the implementation of the score function (SF) method using the NSO simulation package Features 40 illustrations and numerous algorithms Offers extensive, end-of-chapter exercise sets Includes chapter bibliographies for further reading Modern Simulation and Modeling is an essential text for graduate students of DES and stochastic processes and for undergraduate students in simulation. It is also an excellent reference for professionals in statistics and probability, mathematics, and management science.
Sklep: Libristo.pl
Fracture Mechanics of Concrete: Applications of Fr Fracture Mechanics to Concrete Rock & Other Quasi-Brittle Materials John Wiley & Sons Inc
Książki / Literatura obcojęzyczna
FRACTURE MECHANICS OF CONCRETE AND ROCK This book offers engineers a unique opportunity to learn, from internationally recognized leaders in their field, about the latest theoretical advances in fracture mechanics in concrete, reinforced concrete structures, and rock. At the same time, it functions as a superb, graduate-level introduction to fracture mechanics concepts and analytical techniques.Reviews, in depth, the basic theory behind fracture mechanics Covers the application of fracture mechanics to compression failure, creep, fatigue, torsion, and other advanced topics Extremely well researched, applies experimental evidence of damage to a wide range of design cases Supplies all relevant formulas for stress intensity Covers state-of-the-art linear elastic fracture mechanics (LEFM) techniques for analyzing deformations and cracking Describes nonlinear fracture mechanics (NLFM) and the latest RILEM modeling techniques for testing nonlinear quasi-brittle materials And much more Over the past few years, researchers employing techniques borrowed from fracture mechanics have made many groundbreaking discoveries concerning the causes and effects of cracking, damage, and fractures of plain and reinforced concrete structures and rock. This, in turn, has resulted in the further development and refinement of fracture mechanics concepts and tools.Yet, despite the field's growth and the growing conviction that fracture mechanics is indispensable to an understanding of material and structural failure, there continues to be a surprising shortage of textbooks and professional references on the subject. Written by two of the foremost names in the field, Fracture Mechanics of Concrete fills that gap. The most comprehensive book ever written on the subject, it consolidates the latest theoretical research from around the world in a single reference that can be used by students and professionals alike. Fracture Mechanics of Concrete is divided into two sections. In the first, the authors lay the necessary groundwork with an in-depth review of fundamental principles. In the second section, the authors vividly demonstrate how fracture mechanics has been successfully applied to failures occurring in a wide array of design cases.Key topics covered in these sections include: State-of-the-art linear elastic fracture mechanics (LEFM) techniques for analyzing deformations and cracking Nonlinear fracture mechanics (NLFM) and the latest RILEM modeling techniques for testing nonlinear quasi-brittle materials The use of R-Curves to describe cracking and fracture in quasi-brittle materials The application of fracture mechanics to compression failure, creep, fatigue, torsion, and other advanced topics The most timely, comprehensive, and authoritative book on the subject currently available, Fracture Mechanics of Concrete is both a complete instructional tool for academics and students in structural and geotechnical engineering courses, and an indispensable working resource for practicing engineers.
Sklep: Libristo.pl
Theory of Open Quantum Systems Oxford University Press
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This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation the text begins with a survey of classical probability theory and with an introduction into the foundations of quantum mechanics with particular emphasis on its statistical interpretation. The fundamentals of density matrix theory, quantum Markov processes and dynamical semigroups are developed. The most important master equations used in quantum optics and in the theory of quantum Brownian motion are applied to the study of many examples. Special attention is paid to the theory of environment induced decoherence, its role in the dynamical description of the measurement process and to the experimental observation of decohering Schrodinger cat states. The book includes the modern formulation of open quantum systems in terms of stochastic processes in Hilbert space. Stochastic wave function methods and Monte Carlo algorithms are designed and applied to important examples from quantum optics and atomic physics, such as Levy statistics in the laser cooling of atoms, and the damped Jaynes-Cummings model.The basic features of the non-Markovian quantum behaviour of open systems are examined on the basis of projection operator techniques.In addition, the book expounds the relativistic theory of quantum measurements and discusses several examples from a unified perspective, e.g. non-local measurements and quantum teleportation. Influence functional and super-operator techniques are employed to study the density matrix theory in quantum electrodynamics and applications to the destruction of quantum coherence are presented. The text addresses graduate students and lecturers in physics and applied mathematics, as well as researchers with interests in fundamental questions in quantum mechanics and its applications. Many analytical methods and computer simulation techniques are developed and illustrated with the help of numerous specific examples. Only a basic understanding of quantum mechanics and of elementary concepts of probability theory is assumed.
Sklep: Libristo.pl
Theory of Open Quantum Systems Oxford University Press
Książki / Literatura obcojęzyczna
This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation the text begins with a survey of classical probability theory and with an introduction into the foundations of quantum mechanics with particular emphasis on its statistical interpretation. The fundamentals of density matrix theory, quantum Markov processes and dynamical semigroups are developed. The most important master equations used in quantum optics and in the theory of quantum Brownian motion are applied to the study of many examples. Special attention is paid to the theory of environment induced decoherence, its role in the dynamical description of the measurement process and to the experimental observation of decohering Schrodinger cat states. The book includes the modern formulation of open quantum systems in terms of stochastic processes in Hilbert space. Stochastic wave function methods and Monte Carlo algorithms are designed and applied to important examples from quantum optics and atomic physics, such as Levy statistics in the laser cooling of atoms, and the damped Jaynes-Cummings model.The basic features of the non-Markovian quantum behaviour of open systems are examined on the basis of projection operator techniques.In addition, the book expounds the relativistic theory of quantum measurements and discusses several examples from a unified perspective, e.g. non-local measurements and quantum teleportation. Influence functional and super-operator techniques are employed to study the density matrix theory in quantum electrodynamics and applications to the destruction of quantum coherence are presented. The text addresses graduate students and lecturers in physics and applied mathematics, as well as researchers with interests in fundamental questions in quantum mechanics and its applications. Many analytical methods and computer simulation techniques are developed and illustrated with the help of numerous specific examples. Only a basic understanding of quantum mechanics and of elementary concepts of probability theory is assumed.
Sklep: Libristo.pl
Vibro-Impact Dynamics Springer-Verlag Berlin and Heidelberg GmbH & Co....
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Vibro-impact dynamics has occupied a wide spectrum of studies by dynamicists, physicists, and mathematicians. These studies may be classified into three main categories: modeling, mapping and applications. The main techniques used in modeling of vibro-impact systems such as phenomenological modelings, Hertzian models, and non-smooth coordinate transformations developed by Zhuravlev and Ivanov are outlined. One of the most critical situations impeded in vibro-impact systems is the grazing bifurcation. Grazing bifurcation is usually studied through discontinuity mapping techniques, which are very useful to uncover the rich dynamics in the process of impact interaction. This book also considers selected deterministic and stochastic applications of vibro-impact dynamics which cover lumped and continuous systems. One of the most beneficial outcomes of vibro-impact dynamics is the development of impact dampers, which have witnessed significant activities over the last four decades and have been used in several applications. The book is supported by an extensive bibliography which exceeds 1,100 references.
Sklep: Libristo.pl
Fundamentals of Business Intelligence Springer-Verlag Berlin and Heidelberg GmbH & Co....
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This book presents a comprehensive and systematic introduction to transforming process-oriented data into information about the underlying business process, which is essential for all kinds of decision-making. To that end, the authors develop step-by-step models and analytical tools for obtaining high-quality data structured in such a way that complex analytical tools can be applied. The main emphasis is on process mining and data mining techniques and the combination of these methods for process-oriented data.§§After a general introduction to the business intelligence (BI) process and its constituent tasks in chapter 1, chapter 2 discusses different approaches to modeling in BI applications. Chapter 3 is an overview and provides details of data provisioning, including a section on big data. Chapter 4 tackles data description, visualization, and reporting. Chapter 5 introduces data mining techniques for cross-sectional data. Different techniques for the analysis of temporal data are then detailed in Chapter 6. Subsequently, chapter 7 explains techniques for the analysis of process data, followed by the introduction of analysis techniques for multiple BI perspectives in chapter 8. The book closes with a summary and discussion in chapter 9. Throughout the book, (mostly open source) tools are recommended, described and applied; a more detailed survey on tools can be found in the appendix, and a detailed code for the solutions together with instructions on how to install the software used can be found on the accompanying website. Also, all concepts presented are illustrated and selected examples and exercises are provided.§The book is suitable for graduate students in computer science, and the dedicated website with examples and solutions makes the book ideal as a textbook for a first course in business intelligence in computer science or business information systems. Additionally, practitioners and industrial developers who are interested in the concepts behind business intelligence will benefit from the clear explanations and many examples.
Sklep: Libristo.pl
Fundamentals of Business Intelligence Springer-Verlag Berlin and Heidelberg GmbH & Co....
Książki / Literatura obcojęzyczna
This book presents a comprehensive and systematic introduction to transforming process-oriented data into information about the underlying business process, which is essential for all kinds of decision-making. To that end, the authors develop step-by-step models and analytical tools for obtaining high-quality data structured in such a way that complex analytical tools can be applied. The main emphasis is on process mining and data mining techniques and the combination of these methods for process-oriented data.After a general introduction to the business intelligence (BI) process and its constituent tasks in chapter 1, chapter 2 discusses different approaches to modeling in BI applications. Chapter 3 is an overview and provides details of data provisioning, including a section on big data. Chapter 4 tackles data description, visualization, and reporting. Chapter 5 introduces data mining techniques for cross-sectional data. Different techniques for the analysis of temporal data are then detailed in Chapter 6. Subsequently, chapter 7 explains techniques for the analysis of process data, followed by the introduction of analysis techniques for multiple BI perspectives in chapter 8. The book closes with a summary and discussion in chapter 9. Throughout the book, (mostly open source) tools are recommended, described and applied; a more detailed survey on tools can be found in the appendix, and a detailed code for the solutions together with instructions on how to install the software used can be found on the accompanying website. Also, all concepts presented are illustrated and selected examples and exercises are provided.The book is suitable for graduate students in computer science, and the dedicated website with examples and solutions makes the book ideal as a textbook for a first course in business intelligence in computer science or business information systems. Additionally, practitioners and industrial developers who are interested in the concepts behind business intelligence will benefit from the clear explanations and many examples.
Sklep: Libristo.pl
Data Science and Predictive Analytics Springer, Berlin
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This textbook integrates important mathematical foundations, efficient computational algorithms, applied statistical inference techniques, and cutting-edge machine learning approaches to address a wide range of crucial biomedical informatics, health analytics applications, and decision science challenges. Each concept in the book includes a rigorous symbolic formulation coupled with computational algorithms and complete end-to-end pipeline protocols implemented as functional R electronic markdown notebooks. These workflows support active learning and demonstrate comprehensive data manipulations, interactive visualizations, and sophisticated analytics. The content includes open problems, state-of-the-art scientific knowledge, ethical integration of heterogeneous scientific tools, and procedures for systematic validation and dissemination of reproducible research findings.Complementary to the enormous challenges related to handling, interrogating, and understanding massive amounts of complex structured and unstructured data, there are unique opportunities that come with access to a wealth of feature-rich, high-dimensional, and time-varying information. The topics covered in Data Science and Predictive Analytics address specific knowledge gaps, resolve educational barriers, and mitigate workforce information-readiness and data science deficiencies. Specifically, it provides a transdisciplinary curriculum integrating core mathematical principles, modern computational methods, advanced data science techniques, model-based machine learning, model-free artificial intelligence, and innovative biomedical applications. The book's fourteen chapters start with an introduction and progressively build foundational skills from visualization to linear modeling, dimensionality reduction, supervised classification, black-box machine learning techniques, qualitative learning methods, unsupervised clustering, model performance assessment, feature selection strategies, longitudinal data analytics, optimization, neural networks, and deep learning. The second edition of the book includes additional learning-based strategies utilizing generative adversarial networks, transfer learning, and synthetic data generation, as well as eight complementary electronic appendices. This textbook is suitable for formal didactic instructor-guided course education, as well as for individual or team-supported self-learning. The material is presented at the upper-division and graduate-level college courses and covers applied and interdisciplinary mathematics, contemporary learning-based data science techniques, computational algorithm development, optimization theory, statistical computing, and biomedical sciences. The analytical techniques and predictive scientific methods described in the book may be useful to a wide range of readers, formal and informal learners, college instructors, researchers, and engineers throughout the academy, industry, government, regulatory, funding, and policy agencies. The supporting book website provides many examples, datasets, functional scripts, complete electronic notebooks, extensive appendices, and additional materials.
Sklep: Libristo.pl
New Trends in Nanotechnology and Fractional Calculus Springer Verlag
Dla dzieci
In recent years fractional calculus has played an important role in various fields such as mechanics, electricity, chemistry, biology, economics, modeling, identification, control theory and signal processing. The scope of this book is to present the state of the art in the study of fractional systems and the application of fractional differentiation. Furthermore, the manufacture of nanowires is important for the design of nanosensors and the development of high-yield thin films is vital in procuring clean solar energy. This wide range of applications is of interest to engineers, physicists and mathematicians.Table of contentsPreface;New trends in nanotechnology: Novel Molecular Diodes Developed by Chemial Conjugation of Carbon Nanotubes with Peptide Nucleic Acid, by Krishna V. Singh, Miroslav Penchev, Xiaoye Jing, Alfredo A. Martinez-Morales, Cengiz S. Ozkan and Mihri Ozkan;Hybrid Single Walled Carbon Nanotube FETs for High Fidelity DNA Detection, by Xu Wang, Mihri Ozkan, Gurer Budak, Ziya B. Guvenc and Cengiz S. Ozkan;Towards integrated nanoelectronic and photonic devices, by Alexander Quandt, Maurizio Ferrari and Giancarlo C. Righini;New noninvasive methods for
Sklep: Albertus.pl
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