الصفحة 71
الصفحة 71
A Practical Programming Model for the Multi-Core Era ; 3rd International Workshop on OpenMP, IWOMP 2007, Beijing, China, June 3-7, 2007 Proceedings
This book constitutes the thoroughly refereed post-workshop proceedings of the Third International Workshop on OpenMP, IWOMP 2007, held in Beijing, China, in June 2007.The 14 revised full papers and 8 revised short papers presented were carefully reviewed and selected from 28 submissions. The papers address all topics related to OpenMP, such as OpenMP performance analysis and modeling, OpenMP performance and correctness tools and proposed OpenMP extensions, as well as applications in various domains, e.g., scientific computation, video games, computer graphics, multimedia, information retrieval, optimization, text processing, data mining, finance, signal and image processing, and numerical solvers.
A Matrix Algebra Approach to Artificial Intelligence
The book consists of two parts: the first discusses the fundamentals of matrix algebra in detail, while the second focuses on the applications of matrix algebra approaches in AI. Highlighting matrix algebra in graph-based learning and embedding, network embedding, convolutional neural networks and Pareto optimization theory, and discussing recent topics and advances, the book offers a valuable resource for scientists, engineers, and graduate students in various disciplines
A Linear Systems Primer
Based on a streamlined presentation of the authors' successful work Linear Systems, this textbook provides an introduction to systems theory with an emphasis on control. The material presented is broad enough to give the reader a clear picture of the dynamical behavior of linear systems as well as their advantages and limitations. Fundamental results and topics essential to linear systems theory are emphasized. The emphasis is on time-invariant systems, both continuous- and discrete-time.
A Graph-Theoretic Approach to Enterprise Network Dynamics
This monograph treats the application of numerous graph-theoretic algorithms to a comprehensive analysis of dynamic enterprise networks. Network dynamics analysis yields valuable information about network performance, efficiency, fault prediction, cost optimization, indicators and warnings.
A First Course in Statistics for Signal Analysis
This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.
A Distributed Coordination Approach to Reconfigurable Process Control
A Distributed Coordination Approach to Reconfigurable Process Control presents research that addresses this critical question, via developing a new distributed framework that will enable the building of a process control system that is capable of reconfigurability.
A Course in Derivative Securities : Introduction to Theory and Computation
Aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
A Benchmark Approach to Quantitative Finance
The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.
