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New Introduction to Multiple Time Series Analysis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
Multiscale Methods : Averaging and Homogenization
This introduction to multiscale methods gives readers a broad overview of the many uses and applications of the methods. The book begins by setting the theoretical foundations of the subject area, and moves on to develop a unified approach to the simplification of a wide range of problems which possess multiple scales, via perturbation expansions; differential equations and stochastic processes are studied in one unified framework. The book concludes with an overview of a range of theoretical tools used to justify the simplified models derived via the perturbation expansions.
Multiphase Reacting Flows : Modelling and Simulation
This book entitled ''Multiphase reacting flows: modelling and simulation'' contains the lecture notes of the CISM (International Centre for Mechanical Sciences) course held in Udine, Italy, on July 3-7, 2006, and it describes various modelling approaches for dealing with polydisperse multiphase reacting flows. A multiphase reacting system is characterized by the presence of multiple phases and in this book we focus on disperse multiphase systems, where one phase can be considered as a continuum, whereas the additional phases are dispersed in the continuous one. In other words, in this book we deal with multiphase systems constituted by particles, droplets or bubbles (i.e., solid particles suspended in a continuous liquid phase, liquid droplets in a gaseous phase, or gas bubbles in liquid.) The other important characteristic elements of the systems discussed in this book are the presence of one or more chemical reactions and the turbulent nature of the flow. The chemical reactions usually involve all the phases present in the system and might be responsible for the formation or disappearance of the disperse and/or continuous phases.
Multinational Enterprises, Foreign Direct Investment and Growth in Africa : South African Perspectives
How can Africa, the world’s most lagging region, benefit from globalisation and achieve sustained economic growth? Africa needs greater investment by Multinational Enterprises (MNEs) to improve competitiveness and generate more growth through positive spill-over effects. Despite the fact that Africa’s returns on investment averaged 29% since 1990, Africa has gained merely 1% of global Foreign Direct Investment (FDI) flows. The challenge for African countries is how to be a more desirable destination for FDI. The study integrates three currents of economic research, namely from the literature on (endogenous) economic growth, convergence and regional integration, the explanations for Africa’s poor growth and the growing understanding of the role of MNEs in a global economy. The empirical side of the book is based on an econometric study of the determinants of FDI in Africa as well as a detailed firm-level survey conducted in 2000.
Models in Cooperative Game Theory
Cooperative game theory is a booming research area with many new developments in the last few years. So, our main purpose when prep- ing the second edition was to incorporate as much of these new dev- opments as possible without changing the structure of the book. First, this o?ered us the opportunity to enhance and expand the treatment of traditional cooperative games, called here crisp games, and, especially, that of multi-choice games, in the idea to make the three parts of the monograph more balanced. Second, we have used the opportunity of a second edition to update and enlarge the list of references regarding the three models of cooperative games. Finally, we have benefited from this opportunity by removing typos and a few less important results from the ?rst edition of the book, and by slightly polishing the English style and the punctuation, for the sake of consistency along the monograph.
Mathematics of Large Eddy Simulation of Turbulent Flows
Large eddy simulation (LES) is a method of scientific computation seeking to predict the dynamics of organized structures in turbulent flows by approximating local, spatial averages of the flow. This book focuses on the mathematical foundations of LES and its models and provides a connection between the powerful tools of applied mathematics, partial differential equations and LES. Thus, it is concerned with fundamental aspects not treated so deeply in the other books in the field, aspects such as well-posedness of the models, their energy balance and the connection to the Leray theory of weak solutions of the Navier-Stokes equations.
Isomorphisms Between H¹ Spaces
Presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform approximation property, the dimension conjecture, and dichotomies for the complemented subspaces. The necessary background is developed from scratch. This includes a detailed discussion of the Haar system, together with the operators that can be built from it (averaging projections, rearrangement operators, paraproducts, Calderon-Zygmund singular integrals). Complete proofs are given for the classical martingale inequalities of C. Fefferman, Burkholder, and Khinchine-Kahane, and for large deviation inequalities. Complex interpolation, analytic families of operators, and the Calderon product of Banach lattices are treated in the context of H^p spaces. Througout the book, special attention is given to the combinatorial methods developed in the field, particularly J. Bourgain's proof of the dimension conjecture, L. Carleson's biorthogonal system in H¹, T. Figiel's integral representation, W.B. Johnson's factorization of operators, B. Maurey's isomorphism, and P. Jones' proof of the uniform approximation property. An entire chapter is devoted to the study of combinatorics of colored dyadic intervals."
Investigating the long-run relation between crypto-currencies and other assets
Crypto-currencies are financial assets with high volatility, which calls for an investigation of the long-run relation between crypto-currencies and other assets. The present study aims to explore the long-run relation between crypto-currencies and assets such as Gold and Oil Contracts For Differences (CFDs), the CBOE volatility index (VIX) and the Dow Jones Industrial Average Index. To this purpose, we analyze this relation using the Autoregressive Distributed Lag (ARDL) approach based on quarterly data for the period between first quarter of 2011 and first quarter of 2022, and monthly data for the period between Jan. 2018 and March 2022.
Improving image quality in visual cryptography
This book comprehensively covers the important efforts in improving the quality of images in visual cryptography (VC), with a focus on cases with gray scale images. It not only covers schemes in traditional VC and extended VC for binary secret images, but also the latest development in the analysis-by-synthesis approach.
Implementing machine learning for finance : A systematic approach to predictive risk and performance analysis for investment portfolios
Introduces pattern recognition and future price forecasting that exerts effects on time series analysis models, such as the Autoregressive Integrated Moving Average (ARIMA) model, Seasonal ARIMA (SARIMA) model, and Additive model, and it covers the Least Squares model and the Long Short-Term Memory (LSTM) model. It presents hidden pattern recognition and market regime prediction applying the Gaussian Hidden Markov Model. The book covers the practical application of the K-Means model in stock clustering. It establishes the practical application of the Variance-Covariance method and Simulation method (using Monte Carlo Simulation) for value at risk estimation. It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios. You will: Understand the fundamentals of the financial market and algorithmic trading, as well as supervised and unsupervised learning models that are appropriate for systematic investment portfolio management / Know the concepts of feature engineering, data visualization, and hyperparameter optimization / Design, build, and test supervised and unsupervised ML and DL models / Discover seasonality, trends, and market regimes, simulating a change in the market and investment strategy problems and predicting market direction and prices / Structure and optimize an investment portfolio with preeminent asset classes and measure the / underlying risk
High Energy Polarized Proton Beams : A Modern View
This monograph begins with a review of the basic equations of spin motion in particle accelerators. It then reviews how polarized protons can be accelerated to several tens of GeV using as examples the preaccelerators of HERA, a 6.3 km long cyclic accelerator at DESY / Hamburg. Such techniques have already been used at the AGS of BNL / New York, to accelerate polarized protons to 25 GeV. But for acceleration to energies of several hundred GeV as in RHIC, TEVATRON, HERA, LHC, or a VLHC, new problems can occur which can lead to a significantly diminished beam polarization. For these high energies, it is necessary to look in more detail at the spin motion, and for that the invariant spin field has proved to be a useful tool. This is already widely used for the description of high-energy electron beams that become polarized by the emission of spin-flip synchrotron radiation. It is shown that this field gives rise to an adiabatic invariant of spin-orbit motion and that it defines the maximum time average polarization available to a particle physics experiment.
Hamiltonian dynamical systems and applications
This volume is the collected and extended notes from the lectures on Hamiltonian dynamical systems and their applications that were given at the NATO Advanced Study Institute in Montreal in 2007. Many aspects of the modern theory of the subject were covered at this event, including low dimensional problems as well as the theory of Hamiltonian systems in infinite dimensional phase space; these are described in depth in this volume. Applications are also presented to several important areas of research, including problems in classical mechanics, continuum mechanics, and partial differential equations. These lecture notes cover many areas of recent mathematical progress in this field, including the new choreographies of many body orbits, the development of rigorous averaging methods which give hope for realistic long time stability results, the development of KAM theory for partial differential equations in one and in higher dimensions, and the new developments in the long outstanding problem of Arnold diffusion.
Guida alla teoria degli insiemi = Guide to set theory
Teachers are in difficulty with regard to the space and emphasis to be given to set theory topics, in their preparation and in their work, because they have not been provided with adequate knowledge at the university. It is safe to say, on the basis of much experience, that the average mathematician, even the researcher, does not know what set theory is. Two prejudices stand in the way of a good knowledge of the theory: one, of a minimalist type, is its identification with an unspecified "set theory", an austere language that is too demanding if one wants to impose it prematurely; the other is of a maximalist type and consists in the supposed and effective link with the more subtle questions of the foundations of mathematics. But the theory has an important mathematical content, and with many implications of didactic interest.
Group-based Cryptography
This book is about relations between three different areas of mathematics and theoretical computer science: combinatorial group theory, cryptography, and complexity theory. It is explored how non-commutative (infinite) groups, which are typically studied in combinatorial group theory, can be used in public key cryptography. It is also shown that there is a remarkable feedback from cryptography to combinatorial group theory because some of the problems motivated by cryptography appear to be new to group theory, and they open many interesting research avenues within group theory.
Gambling Problems in Youth : Theoretical and Applied Perspectives
Howard J. Shaffer, Ph. D. More than 20 years ago, I first noted that young people in North America were growing up in a context of legalized gambling for their entire lifetime. By the 1980s, for young people, gambling had become an average and expectable part of the social landscape. Amid legal opportunities to gamble in all but two of the United States and with illicit opportunities to gamble in every state, gambling is now ubiquitous in America. With few social sa- tions to limit a young person’s interest in gambling—like their adult co- terparts—young people now gamble in larger numbers and for seemingly higher stakes
Fundamentals of computation theory ; 15th International symposium, FCT 2005, Lübeck, Gemany, August 17-20, 2005, Proceedings
This book constitutes the refereed proceedings of the 15th International Symposium Fundamentals of Computation Theory, FCT 2005, held in L]beck, Germany in August 2005. The 46 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 105 submissions. The papers are organized in topical sections on circuits, automata, complexity, approximability, computational and structural complexity, graphs and complexity, computational game theory, visual cryptography and computational geometry, query complexity, distributed systems, automata and formal languages, semantics, approximation algorithms, average case complexity, algorithms, graph algorithms, and pattern matching.
Fetus abnormalities relating drug
Drugs use in pregnancy remains a major public health problem. Fetal teratogenicity results from the effect of these substances during fetal development, particularly when used in combination. Approximately 3-5% of live births are complicated by a birth defect each year totaling around 120,000 babies. Additionally, more women taking any kind of medication has more than doubled in the last 30 years. Current evidence suggests that between 65%-94 % of women take at least one prescription drug during pregnancy. Nearly 70% of women are taking a medication in the first trimester during organogenesis. On average, women are taking 3 medications in pregnancy with over 50% of women using four or more. This includes over the counter medications and herbal supplements. During pregnancy, drugs are often required to treat certain disorders.
Fallsammlung zum Strafprozessrecht = Case collection on criminal procedure law
The collection of term papers and exams essentially covers the spectrum of questions of criminal procedure law. On the one hand, it enables an exemplary repetition and deepening of the basic knowledge of criminal procedure law, on the other hand, it clearly conveys the formal and content-related requirements to be placed on above-average term papers and exams. The case collection is intended as a supplement to the reading of a textbook aimed at acquiring the knowledge of criminal procedural law necessary for the examination and training in the criminal law trainee station.
Earnings Management Practices and Its Impact on Companies Average Stock Prices
This study aimed to examine the relationship between Earning's Management and the Stock Price Liquidity for a selected sample of (31) Jordanian industrial Companies listed on Amman stock market for The period of (2017-2021), the importance of this study comes from The Obvious effect of Earning's Management on the Companies Performances by manipulating the Financial reports in Positive or Negative way, therefore this study attempted to examine such impact or Relationship between the dependent variable (Stock Liquidity) and The independent variable (Earning's Management) , using the modified Jonas model through the description analysis to find out the Earnings management practices and using the (SPSS) analysis System to prove the study assumption.
Detection and Signal Processing : Technical Realization
This comprehensive monograph deals with detectors, signal processors and related noise phenomena. Detailed quantitative analyses are developed in a consistent format for thermal detectors, vacuum detectors, semiconductor detectors and avalanche detectors, as well as their accompanying noise currents. For signal processing applocations, the monograph treats in detail the operational amplifier, signal averagers, waveform analyzers, correlation techniques and heterodyne detection. Several original extensions are reported, especially for correlation devices and heterodyne detection with noise rejection. In addition, results of analyses are illustrated with examples of operating systems and of applications in space communication and laser radar.
