الصفحة 6
الصفحة 6
Financial risk management with bayesian estimation of GARCH models : Theory and applications
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital.
Financial economics and econometrics
Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning.
Femtosecond laser spectroscopy
As concepts and methodologies have evolved over the past two decades, the realm of ultrafast science has become vast and exciting and has impacted many areas of chemistry, biology and physics, and other fields such as materials science, electrical engineering, and optical communication. The field has recently exploded with the announcement of a series of remarkable new developments and advances. This volume surveys this recent growth in eleven chapters written by leading international researchers in the field. It includes sections on femtosecond optical frequency combs, soft x-ray femtosecond laser sources, and attosecond laser sources. In addition, the contributors address real-time spectroscopy of molecular vibrations with sub-5-fs pulses and multidimensional femtosecond coherent spectroscopies for studying molecular and electron dynamics. Novel methods for measuring and characterizing ultrashort laser pulses and ultrashort pulses of light are also described. The topics covered are revolutionizing the fields of biomedical imaging, electron dynamics, ultrahigh precision spectroscopy, and optical frequency metrology. Surveying the latest advances in ultrafast lasers, Femtosecond Laser Spectroscopy will be of interest to both researchers and graduate students.
Feminist Methodologies : Experiments, Collaborations and Reflections
This book gives insights into feminist methodologies in theory and practice. By foregrounding the experiential and embodied nature of doing feminist research, this book offers valuable tools for feminist research as a continuous praxis. Emerging from a rich collective learning process, the collection offers in-depth reflections on how feminists shape research questions, understand positionality, share research results beyond academe and produce feminist intersectional knowledges.
Fault Diagnosis and Tolerance in Cryptography ; 3rd International Workshop, FDTC 2006, Yokohama, Japan, October 10, 2006, Proceedings
The sophistication of the underlying cryptographic algorithms, the high complexity of the implementations, and the easy access and low cost of cryptographic devices resulted in increased concerns regarding the reliability and security of crypto-devices. The effectiveness of side channel attacks on cryptographic devices, like timing and power-based attacks, has been known for some time. Several recent investigations have demonstrated the need to develop methodologies and techniques for designing robust cryptographic systems (both hardware and software) to protect them against both accidental faults and maliciously injected faults with the purpose of extracting the secret key. This trend has been particularly motivated by the fact that the equipment needed to carry out a successful side channel attack based on fault injection is easily accessible at a relatively low cost (for example, laser beam technology), and that the skills needed to use it are quite common.
Famine Early Warning Systems and Remote Sensing Data
This book describes the interdisciplinary work of USAID’s Famine Early Warning System Network (FEWS NET) and its in uence on how food security crises are identi ed, documented and the kind of responses that result. The book describes FEWS NET’s systems and methods for using satellite remote sensing to identify and describe how biophysical hazards impact the lives and livelihoods of the po- lation where they occur. It presents several illustrative case studies that will dem- strate the integration of both physical and social science disciplines in its work. FEWS NET’s operational needs have driven science in biophysical remote sensing applications through its collaboration with the US Geological Survey, the National Aeronautics and Space Administration, National Oceanographic and Atmospheric Administration, and US Department of Agriculture, as well as methodologies in the social science domain through its support of the US Agency for International - velopment, UN World Food Program and numerous international non-governmental organizations such as Save the Children, Oxfam and others. Because FEWS NET is an organization that must provide a global picture of food insecurity to decision makers, the information it relies on are by necessity - servable and able to be documented.
Face Biometrics for Personal Identification : Multi-Sensory Multi-Modal Systems
This book provides an ample coverage of theoretical and experimental state-of-the-art work as well as new trends and directions in the biometrics field. It offers students and software engineers a thorough understanding of how some core low-level building blocks of a multi-biometric system are implemented. While this book covers a range of biometric traits including facial geometry, 3D ear form, fingerprints, vein structure, voice, and gait, its main emphasis is placed on multi-sensory and multi-modal face biometrics algorithms and systems. "Multi-sensory" refers to combining data from two or more biometric sensors, such as synchronized reflectance-based and temperature-based face images. "Multi-modal" biometrics means fusing two or more biometric modalities, like face images and voice timber. The first part addresses new and emerging face biometrics. Emphasis is placed on biometric systems where single sensor and single modality are employed in challenging imaging conditions. The second part on multi-sensory face biometrics deals with the personal identification task in challenging variable illuminations and outdoor operating scenarios by employing visible and thermal sensors. The third part of the book focuses on multi-modal face biometrics by integrating voice, ear, and gait modalities with facial data. The last part presents generic chapters on multi-biometrics fusion methodologies and performance prediction techniques.
Extreme Programming and Agile Processes in Software Engineering ; Vol.4044 ; 7th International Conference, XP 2006, Oulu, Finland, June 17-22, 2006, Proceedings
In its first editions, this conference was a get-together of a few pioneers who - bated about how to make agile processes and methods accepted by the mainstream researchers and practitioners in software engineering. Now agile approach to software development has been fully accepted by the software engineering community and this event has become the major forum for understanding better the implications of agility in software development and proposing extensions to the mainstream approaches. These two aspects were fully reflected in this year’s conference. They were - flected in the keynote speeches, which covered the background work done starting as early as the early eighties by Barry Boehm, definition of the field by Kent Beck, a successful industrial application in a success story by Sean Hanly, the perspective and the future of agile methods in large corporations by Jack Järkvik, and even some - sightful views from a philosopher, Pekka Himanen.
Extreme Programming and Agile Processes in Software Engineering ; Vol.3556 ; 6th International Conference, XP 2005, Sheffield, UK, June 18-23, 2005, Proceedings
Extreme Programming has come a long way since its ?rst use in the C3 project almost 10 years ago. Agile methods have found their way into the mainstream, and at the end of last year we saw the second edition of Kent Beck’s book on Extreme Programming, containing a major refactoring of XP. This year, the 6th International Conference on Extreme Programming and Agile Processes in Software Engineering took place June 18–23 in She?eld. As in the yearsbefore, XP 2005provideda unique forum for industry and academic professionals to discuss their needs and ideas on Extreme Programming and - ile methodologies. These proceedings re?ect the activities during the conference which ranged from presentation of research papers, invited talks, posters and demonstrations, panels and activity sessions, to tutorials and workshops. - cluded are also papers from the Ph.D. and Master’s Symposium which provided a forum for young researchers to present their results and to get feedback. Asvariedastheactivities werethe topicsofthe conferencewhichcoveredthe presentationofnewandimprovedpractices,empiricalstudies,experiencereports and case studies, and last but not least the social aspects of agile methods. The papers and the activities went through a rigorous reviewing process. Each paper was reviewed by at least three Program Committee members and wasdiscussedcarefullyamongtheProgramCommittee.Of62paperssubmitted, only 22 were accepted as full papers.
Evolutionary Synthesis of Pattern Recognition Systems
Evolutionary Synthesis of Pattern Recognition Systems presents novel effective approaches based on evolutionary computational techniques, such as genetic programming (GP), linear genetic programming (LGP), coevolutionary genetic programming (CGP) and genetic algorithms (GA) to automate the synthesis and analysis of object detection and recognition systems. The book’s concepts, principles, and methodologies will enable readers to automatically build robust and flexible systems—in a systematic manner—that can provide human-competitive performance and reduce the cost of designing and maintaining these systems. Its content covers all key aspects of object recognition: object detection, feature selection, feature discovery, object recognition, domain knowledge. Basic knowledge of programming and data structures, and some calculus, is presupposed.ing the book’s novel ideas
Evolutionary Genomics : Statistical and Computational Methods
This book addresses the challenge of analyzing and understanding the evolutionary dynamics of complex biological systems at the genomic level, and elaborates on some promising strategies that would bring us closer to uncovering of the vital relationships between genotype and phenotype. After a few educational primers, the book continues with sections on sequence homology and alignment, phylogenetic methods to study genome evolution, methodologies for evaluating selective pressures on genomic sequences as well as genomic evolution in light of protein domain architecture and transposable elements, population genomics and other omics, and discussions of current bottlenecks in handling and analyzing genomic data. Written for the highly successful Methods in Molecular Biology series, chapters include the kind of detail and expert implementation advice that lead to the best results.
Evolutionary Computer Music
The evolutionary computation approach to music is an exciting new development for composers and musicologists alike. For composers, it provides an innovative and natural means for generating musical ideas from a specifiable set of primitive components and processes. For musicologists, these techniques are used to model the cultural transmission and change of a population's body of musical ideas over time. In both cases, musical evolution can be guided by a variety of constraints and tendencies built into the system, such as realistic psychological factors that influence the way music is expressed, experienced, learned, stored, modified, and passed on among individuals. This book discusses not only the applications of evolutionary computation to music, but also the tools needed to create and study such systems. These tools are drawn in part from research into the origins and evolution of biological organisms, ecologies, and cultural systems on the one hand, and from computer simulation methodologies on the other. They can be combined to create surrogate artificial worlds populated by interacting simulated organisms in which complex musical experiments can be performed that would otherwise be impossible.
Evolution of Italian Enterprises in the 20th Century
During the first two-thirds of the 20th century the themes of sectorial structure and compared performance prevail in Italian economic historiography. In the last part of the century, in contrast, attention is focused on the behavior of single economic actors and their micro-economic strategies. This book intends to act as a bridge between the two approaches, and reconstructs - through an original study based on a plurality of methodologies - the secular journey of Italian industrial enterprise
Evaluating Climate Change Action for Sustainable Development
The following sections focus on evaluation of climate change projects and policies as they link to development, from the perspective of international organisations, NGO’s, multilateral and bilateral aid agencies, and academia. The authors share methodologies or approaches used to better understand problems and assess interventions, strategies and policies. They also share challenges encountered, what was done to solve these and lessons learned from evaluations. Collectively, the authors illustrate the importance of evaluation in providing evidence to guide policy change to informed decision-making.
Estimates of cost of crime : History, methodologies, and implications
With the emergence and development of quantitative methods in economics and statistics, the exercise of calculating costs of crime became possible, In this book, it's argue that we can estimate costs of different crimes, and that such estimates are relevant for criminal law and crime policy. Notwithstanding the incommensurability of many consequences of crime, society every day makes numerous decisions how to tackle crime, and at least implicitly assesses the relative importance of the problem. Properly done costs of crime estimates make people’s evaluation more visible, and allow for more coherent public policy.
Establishing The Foundation Of Collaborative Networks ; IFIP TC 5 Working Group 5.5 Eighth IFIP Working Conference on Virtual Enterprises September 10-12, 2007, Guimarães, Portugal
While today production and service provision constitute the main areas of application for Collaborative Networks (CNs) worldwide, during the last decade the paradigm is extending to many new application areas. These developments emphasize the need for establishing a sounder foundation for collaborative networks, namely in terms of theoretical principles and formal models, capturing the concepts, entities, behaviors, and operations of the CNs, and developing technology-independent infrastructure architectures, tools and methodologies. This book includ represent a comprehensive overview of recent advances in various domains and lines of research and development on collaborative networks. There is a special emphasis on the CN topics related to trust aspects, performance and value systems, VO breeding environments, VO creation, e-contracting, collaborative architectures and frameworks, professional virtual communities, interoperability issues, business benefits, and case studies and applications in industry and services.
ESR Spectroscopy in Membrane Biophysics
Membrane proteins offer the greatest challenge in structural biology, and there is an urgent need to develop and apply new biophysical methodologies that are able to generate detailed structural information. Among modern biophysical techniques, site-directed spin-labeling electron spin resonance (SDSL-ESR) appears to show the highest potential to further develop the field. The objective of this book is to provide in-depth information about new advances of SDSL-ESR in membrane biophysics, emphasizing recent developments in the application to membrane proteins.
E-Service Intelligence : Methodologies, Technologies and Applications
Business organizations and governments are nowadays developing and providing internet based electronic services (e-services) featuring various intelligent functions. E-Service Intelligence integrates intelligent techniques into e-service systems for realizing intelligent internet information searching, presentation, provision, recommendation, online system design, implementation, and assessment to internet users. This book offers a thorough introduction and systematic overview of the new field and covers the state-of-the-art of the research and development in E-Service Intelligence ranging from e-services and/or intelligent techniques to web information presentation, search, and mining, to personalization, privacy, and trust in e-services, to e-service evaluation, optimization and knowledge discovery, and to intelligent e-service system developments.
Epigenetic Drug Discovery
This broad view of epigenetic approaches in drug discovery combines methods and strategies with individual targets, including new and largely unexplored ones such as sirtuins and methyl-lysine reader proteins. Presented in three parts - Introduction to Epigenetics, General Aspects and Methodologies, and Epigenetic Target Classes - it covers everything any drug researcher would need in order to know about targeting epigenetic mechanisms of disease.
Environmental Security in Harbors and Coastal Areas : Management Using Comparative Risk Assessment and Multi-Criteria Decision Analysis
This book explores the challenges facing coastal areas during the next few decades and the difficult decisions needed to prevent a repeat of the past. Establishing, maintaining or enhancing a sense of environmental security in different coastal regions and improving the management of critical infrastructure will require (i) matching human demands with available environmental resources; (ii) recognition of environmental security threats and infrastructure vulnerabilities; and, (iii) identification of the range of available options for preventing and/or minimizing natural disasters, technological failures, and/or terror actions. This book emphasizes beliefs that the convergence of seemingly disparate viewpoints and often uncertain and limited information is possible only by using one or more available risk assessment methodologies and decision-making tools such as multi-criteria decision analysis (MCDA).
