الصفحة 4
الصفحة 4
Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk. • Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.
Inhibitory Regulation of Excitatory Neurotransmission
This book reviews aspects of GABAA receptor function, as well as the properties of a variety of other important inhibitory proteins, such as GABAC receptors, G-protein coupled receptors (specifically, GABAB receptors, metabotropic glutamate receptors and neuropeptide receptors), glycine receptors, GABA transporters and potassium channels. In addition, the consequences of mutations that disrupt the regulation of excitatory neurotransmission, and efforts to target the GABAergic system for therapeutic benefit, are discussed.
Information theory and machine learning
The recent successes of machine learning, especially regarding systems based on deep neural networks, have encouraged further research activities and raised a new set of challenges in understanding and designing complex machine learning algorithms. New applications require learning algorithms to be distributed, have transferable learning results, use computation resources efficiently, convergence quickly on online settings, have performance guarantees, satisfy fairness or privacy constraints, incorporate domain knowledge on model structures, etc. A new wave of developments in statistical learning theory and information theory has set out to address these challenges.
Information Geometry : Near Randomness and Near Independence
This volume will be useful to practising scientists and students working in the application of statistical models to real materials or to processes with perturbations of a Poisson process, a uniform process, or a state of independence for a bivariate process. We use information geometry to provide a common differential geometric framework for a wide range of illustrative applications including amino acid sequence spacings in protein chains, cryptology studies, clustering of communications and galaxies, cosmological voids, coupled spatial statistics in stochastic fibre networks and stochastic porous media, quantum chaology. Introduction sections are provided to mathematical statistics, differential geometry and the information geometry of spaces of probability density functions.
Information extraction : Algorithms and prospects in a retrieval context
The book focuses on content recognition in text. It elaborates on the past and current most successful algorithms and their application in a variety of domains (e.g., news filtering, mining of biomedical text, intelligence gathering, competitive intelligence, legal information searching, and processing of informal text). An important part discusses current statistical and machine learning algorithms for information detection and classification and integrates their results in probabilistic retrieval models. The book also reveals a number of ideas towards an advanced understanding and synthesis of textual content.
Information and self-organization : A macroscopic approach to complex systems
This book presents the concepts needed to deal with self-organizing complex systems from a unifying point of view that uses macroscopic data. The various meanings of the concept "information" are discussed and a general formulation of the maximum information (entropy) principle is used. With the aid of results from synergetics, adequate objective constraints for a large class of self-organizing systems are formulated and examples are given from physics, life and computer science. The relationship to chaos theory is examined and it is further shown that, based on possibly scarce and noisy data, unbiased guesses about processes of complex systems can be made and the underlying deterministic and random forces determined. This allows for probabilistic predictions of processes, with applications to numerous fields in science, technology, medicine and economics. The extensions of the third edition are essentially devoted to an introduction to the meaning of information in the quantum context. Indeed, quantum information science and technology is presently one of the most active fields of research at the interface of physics, technology and information sciences and has already established itself as one of the major future technologies for processing and communicating information on any scale.
Information and Complexity in Statistical Modeling
The main theme in this book is to teach modeling based on the principle that the objective is to extract the information from data that can be learned with suggested classes of probability models. The intuitive and fundamental concepts of complexity, learnable information, and noise are formalized, which provides a firm information theoretic foundation for statistical modeling.
Infinite groups : geometric, combinatorial and dynamical aspects
This book offers a panorama of recent advances in the theory of infinite groups. It contains survey papers contributed by leading specialists in group theory and other areas of mathematics. Topics addressed in the book include amenable groups, Kaehler groups, automorphism groups of rooted trees, rigidity, C*-algebras, random walks on groups, pro-p groups, Burnside groups, parafree groups, and Fuchsian groups. The accent is put on strong connections between group theory and other areas of mathematics, such as dynamical systems, geometry, operator algebras, probability theory, and others.
Inference in Hidden Markov Models
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states.In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Simulation in hidden Markov models is addressed in five different chapters that cover both Markov chain Monte Carlo and sequential Monte Carlo approaches. Many examples illustrate the algorithms and theory. The book also carefully treats Gaussian linear state-space models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markov models.
Inference for change point and post change means after a CUSUM test
This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained.The exponential family distribution is used as the basic model that includes changes in mean, variance, and hazard rate as special cases. There are fundamental differences between the sequential sampling plan and fixed sample size. Although the results are given under the CUSUM procedure, the methods and techniques discussed provide new approaches to deal with inference problems after sequential change-point detection, and they also contribute to the theoretical aspects of sequential analysis. Many results are of independent interests and can be used to study random walk related stochastic models.
Inevitable Aging? : Contributions to Evolutionary-Demographic Theory
Aging is inevitable: this is gerontological dogma. And humans do inevitably grow old, which is probably why it seems so unlikely to us that other forms of life could escape aging. Escaping aging is not escaping death. Death is an inherent part of life, and it can strike any time. But the question is whether death necessarily becomes more likely as life proceeds. And it does not. The theoretical results in this monograph indicate that life provides alternative strategies. While some organisms will deteriorate over adult ages, for others mortality appears to fall or remain constant, at least over an extended period of life after reproductive maturity. This is empirically observed especially for species that keep on growing during adult ages. Perhaps the diversity of aging matches the diversity of life. My thesis, the central insight of this monograph, is: to deeply understand why some species age it is necessary to understand why other species do not.
Indiscrete Thoughts
Indiscrete Thoughts gives a glimpse into a world that has seldom been described, that of science and technology as seen through the eyes of a mathematician. The era covered by this book, 1950 to 1990, was surely one of the golden ages of science as well as of the American university. Cherished myths are debunked along the way as Gian-Carlo Rota takes pleasure in portraying, warts and all, some of the great scientific personalities of the period —Stanislav Ulam (who, together with Edward Teller, signed the patent application for the hydrogen bomb), Solomon Lefschetz (Chairman in the 1950s of the Princeton mathematics department), William Feller (one of the founders of modern probability theory), Jack Schwartz (one of the founders of computer science), and many others.
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.
In and Out of Equilibrium 2
The intersection of probability and physics has been a rich and explosive area of growth in the past three decades, specifically covering such subjects as percolation theory, random walks in random environment, disordered systems, interacting particle systems and their many connections to statistical mechanics. The last decade was particularly fruitful for all these topics. This book reflects this development and marks also the first decade of the Brazilian School of Probability. This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom have been personally responsible for advances in the various subfields of probability.
Implementation and Application of Automata ; Vol. 4094 ; 11th International Conference, CIAA 2006, Taipei, Taiwan, August 21-23, 2006, Proceedings
This book constitutes the refereed proceedings of the 11th International Conference on Implementation and Application of Automata, CIAA 2006, held in Taipei, Taiwan, in August 2006.
Il cielo sopra Roma : I luoghi dell’astronomia = The sky above Rome : The places of astronomy
Astronomy in Rome has always been there, but a little hidden: it was in the palaces, in the churches or, better, above the churches, speculas scattered along a path that few know by now. Intrigued and frightened, the Romans witnessed the burning of Giordano Bruno in a familiar corner of Campo de 'Fiori, but they probably didn't quite understand what guilt he was accused of. They certainly did not think that he was a philosopher and a scientist who had tried to imagine what the world was like.
ICCS 2007 ; Proceedings of the 15th International Workshops on Conceptual Structures
The 15th International Conference on Conceptual Structures (ICCS 2007) is the latest in a series of annual conferences that have been held in Europe, Australia, and North America since 1993. Some of the world's best minds in information technology, arts, humanities and social science converged to explore novel ways that information and communications technology (ICT) can augment human intelligence.
Hydra = هايدرا
Forgery involves the use of advanced algorithms to replicate and distribute deceptive products across various categories, casting shadows of doubt on the authenticity of goods. Although counterfeit detection can be useful in identifying and mitigating fraudulent activities, the widespread presence of counterfeit goods poses significant dangers, undermining consumer confidence and brand reputation. To underscore the severity of this issue, consider instances such as fake luxury items flooding the market, counterfeit electronics compromising safety, or bogus pharmaceuticals endangering health. Addressing this issue is critical in maintaining the integrity of brands, safeguarding consumer well-being, and preserving trust in the marketplace. The ability to distinguish between authentic and counterfeit products is paramount in ensuring accurate decision-making and preventing the harmful consequences of fraudulent goods. This technological context underscores the urgency of developing and deploying cutting-edge solutions to combat the evolving landscape of product forgery. Hydra emerges as a robust solution, utilizing a comprehensive approach that includes extracting posts and images from search engine tools, and is integrated with AI models to detect forgery. The Hydra platform not only provides users with a powerful tool for detecting counterfeit products but also offers tangible benefits such as enhanced brand security, increased awareness about the prevalence of forgeries, and the opportunity to actively participate in a real-time community.
Hybrid metaheuristics ; 5th International Workshop, HM 2008, Málaga, Spain, October 8-9, 2008. Proceedings
This book constitutes the refereed proceedings of the 5th International Workshop on Hybrid Metaheuristics, HM 2008, held in Malaga, Spain, in October 2008.The 14 revised full papers presented were carefully reviewed and selected from 33 submissions. The papers discuss specific aspects of combinations of metaheuristics and other solving techniques for tackling particular relevant constrained optimization problems, such as fiber optic networks, time tabling and freight train scheduling problems.
History of Banach Spaces and Linear Operators
Written by a distinguished specialist in functional analysis, this book presents a comprehensive treatment of the history of Banach spaces and (abstract bounded) linear operators. While other historical texts on the subject focus on developments before 1950, this one is mainly devoted to the second half of the 20th century.Banach space theory is presented in a broad mathematical context, using tools from such areas as set theory, topology, algebra, combinatorics, probability theory, and logic.
