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Continuous time processes for finance : Switching, self-exciting, fractional and other recent dynamics
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets.
Advances in conceptual modeling : Foundations and applications ; ER 2007 Workshops CMLSA, FP-UML, ONISW, QoIS, RIGiM, SeCoGIS, Auckland, New Zealand, November 5-9, 2007, Proceedings
Covering data warehouses, security, model transformation, state diagrams development and model quality.
25 Years of P53 Research
Communication, awareness and access to information: Given the complexity of the field and the fact that data pertaining to each particular aspects of p53 biology or deregulation are scattered in many different publications, it is extremely difficult to access the full scale of relevant information of any specific p53-related topic. This book may help in this task by putting into perspective both general considerations on the p53 pathway and more specific information on various aspects of p53. In the longer term, however, open access to p53 complexity will require the development of knowledge bases accessible through the web and using simple navigation tools to guide users towards the specific information they need. Several efforts are currently being developed in that direction. They need to be strenghtened and better integrated within the rapidly growing galaxy of web-based information sources on molecular and individual variations in cancer. 2. Reference functional assays and structural analysis: Given the huge diversity of cellular and animal models for wild-type or mutant p53 functions, it will be important to set up standard, universally accepted assays to measure critical p53 protein functions.
