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الصفحة 17
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.
Innovations in classification, data science, and information systems ; Proceedings of the 27th Annual Conference of the Gesellschaft für Klassifikation e.V., Brandenburg University of Technology, Cottbus, March 12-14, 2003
The volume presents innovations in data analysis and classification and gives an overview of the state of the art in these scientific fields and applications. Areas that receive considerable attention in the book are discrimination and clustering, data analysis and statistics, as well as applications in marketing, finance, and medicine. The reader will find material on recent technical and methodological developments and a large number of applications demonstrating the usefulness of the newly developed techniques.
Innovations in Bayesian Networks : Theory and Applications
Bayesian networks currently provide one of the most rapidly growing areas of research in computer science and statistics. In compiling this volume we have brought together contributions from some of the most prestigious researchers in this field.
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 Processing with Evolutionary Algorithms : From Industrial Applications to Academic Speculations
The last decade of the 20th century has witnessed a surge of interest in num- ical, computation-intensive approaches to information processing. The lines that draw the boundaries among statistics, optimization, arti cial intelligence and information processing are disappearing, and it is not uncommon to nd well-founded and sophisticated mathematical approaches in application - mains traditionally associated with ad-hoc programming. Heuristics has - come a branch of optimization and statistics. Clustering is applied to analyze soft data and to provide fast indexing in the World Wide Web. Non-trivial matrix algebra is at the heart of the last advances in computer vision. The breakthrough impulse was, apparently, due to the rise of the interest in arti cial neural networks, after its rediscovery in the late 1980s. Disguised as ANN, numerical and statistical methods made an appearance in the - formation processing scene, and others followed. A key component in many intelligent computational processing is the search for an optimal value of some function. Sometimes, this function is not evident and it must be made explicit in order to formulate the problem as an optimization problem. The search - ten takes place in high-dimensional spaces that can be either discrete, or c- tinuous or mixed. The shape of the high-dimensional surface that corresponds to the optimized function is usually very complex. Evolutionary algorithms are increasingly being applied to information processing applications that require any kind of optimization.
Information Hiding ; 10th International Workshop, IH 2008, Santa Barbara, CA, USA, May 19-21, 2008, Revised Selected Papers
This book constitutes the thoroughly refereed post-workshop proceedings of the 10th International Workshop on Information Hiding, IH 2008, held in Santa Barbara, CA, USA, in May 2008.The 25 revised full papers presented were carefully reviewed and selected from 64 submissions. The papers are organized in topical sections on anonymity and privacy, steganography, forensics, novel technologies and applications, watermarking, steganalysis, other hiding domains, network security, and fingerprinting.
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 criteria and statistical modeling
One of the main objectives of this book is to provide comprehensive explanations of the concepts and derivations of the AIC and related criteria, including Schwarz’s Bayesian information criterion (BIC), together with a wide range of practical examples of model selection and evaluation criteria. A secondary objective is to provide a theoretical basis for the analysis and extension of information criteria via a statistical functional approach. A generalized information criterion (GIC) and a bootstrap information criterion are presented, which provide unified tools for modeling and model evaluation for a diverse range of models, including various types of nonlinear models and model estimation procedures such as robust estimation, the maximum penalized likelihood method and a Bayesian approach.
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 matrices and their finite sections : An introduction to the limit operator method
In this book we are concerned with the study of a certain class of infinite matrices and two important properties of them: their Fredholmness and the stability of the approximation by their finite truncations. Let us take these two properties as a starting point for the big picture that shall be presented in what follows. Stability Fredholmness We think of our infinite matrices as bounded linear operators on a Banach space E of two-sided infinite sequences.The class of operators we are interested in consists of those bounded and linear operatorson E which can be approximated in the operator norm by b and matrices. We refer to them as band-dominated operators. Of course, these considerations 2 are not limited to the space E = . We will widen the selection of the underlying space E in three directions: p
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.
Infinite dimensional algebras and quantum integrable systems
This volume presents the invited lectures of the workshop "Infinite Dimensional Algebras and Quantum Integrable Systems'' .ecent developments in the theory of infinite dimensional algebras and their applications to quantum integrable systems are reviewed by some of the leading experts in the field. The volume will be of interest to a broad audience from graduate students to researchers in mathematical physics and related fields.
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.
Inference Control in Statistical Databases : From Theory to Practice
Inference control in statistical databases, also known as statistical disclosure limitation or statistical confidentiality, is about finding tradeoffs to the tension between the increasing societal need for accurate statistical data and the legal and ethical obligation to protect privacy of individuals and enterprises which are the source of data for producing statistics. Techniques used by intruders to make inferences compromising privacy increasingly draw on data mining, record linkage, knowledge discovery, and data analysis and thus statistical inference control becomes an integral part of computer science. This coherent state-of-the-art survey presents some of the most recent work in the field. The papers presented together with an introduction are organized in topical sections on tabular data protection, microdata protection, and software and user case studies.
Industrial competitiveness : Cost reduction
The objectives of industrial management are: - Implementation of the policy adopted by the owners or the board of directors - Optimum return on investment - Efficient utilization of Men, Machine and Money. In other words, industry must make profit. Manufacturing represents only one aspect of the activities of industrial management. Present-day manufacturing methodology does not consider making profit as their primary objective. The manufacturing process requires the knowledge of many disciplines, such as design, process planning, costing, marketing, sales, customer relations, costing, purchasing, bookkeeping, inventory control, material handling, shipping, and so on.
Inductive logic programming ; 18th International Conference, ILP 2008 Prague, Czech Republic, September 10-12, 2008 Proceedings
This book constitutes the refereed proceedings of the 18th International Conference on Inductive Logic Programming, ILP 2008, held in Prague, Czech Republic, in September 2008.The 20 revised full papers presented together with the abstracts of 5 invited lectures were carefully reviewed and selected during two rounds of reviewing and improvement from 46 initial submissions. All current topics in inductive logic programming are covered, ranging from theoretical and methodological issues to advanced applications. The papers present original results in the first-order logic representation framework, explore novel logic induction frameworks, and address also new areas such as statistical relational learning, graph mining, or the semantic Web.
Inductive logic programming ; 15th International Conference, ILP 2005, Bonn, Germany, August 10-13, 2005, Proceedings
“Change is inevitable.” Embracing this quote we have tried to carefully exp- iment with the format of this conference, the 15th International Conference on Inductive Logic Programming, hopefully making it even better than it already was. But it will be up to you, the inquisitive reader of this book, to judge our success. The major changes comprised broadening the scope of the conference to include more diverse forms of non-propositional learning, to once again have tutorials on exciting new areas, and, for the ?rst time, to also have a discovery challenge as a platform for collaborative work. This year the conference was co-located with ICML 2005, the 22nd Inter- tional Conference on Machine Learning, and also in close proximity to IJCAI 2005, the 19th International Joint Conference on Arti?cial Intelligence. - location can be tricky, but we greatly bene?ted from the local support provided by Codrina Lauth, Michael May, and others. We were also able to invite all ILP and ICML participants to shared events including a poster session, an invited talk, and a tutorial about the exciting new area of “statistical relational lea- ing”. Two more invited talks were exclusively given to ILP participants and were presented as a kind of stock-taking—?ttingly so for the 15th event in a series—but also tried to provide a recipe for future endeavours.
Induction, Algorithmic Learning Theory, and Philosophy
This is the first book to collect essays from philosophers, mathematicians and computer scientists working at the exciting interface of algorithmic learning theory and the epistemology of science and inductive inference. Readable, introductory essays provide engaging surveys of different, complementary, and mutually inspiring approaches to the topic, both from a philosophical and a mathematical viewpoint.
