الصفحة 38
الصفحة 38
Implementing Models in Quantitative Finance : Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives.
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
Implementing Environmental Management Accounting : Status and Challenges
The focus of the conference and the papers presented was on implementation of Environmental Management Accounting. That is to say what challenges there are in getting EMAto work in companies, how governments are promoting EMAand how EMA can be supported by for instance IT. From the papers in this volume it can be seen that EMAis becoming more established as a ?eld of practice as well as an a- demic endeavour. EMA is no longer the sole interest of large multinational c- panies but is being adopted by SMEs as well as being promoted by various gove- ment agencies.
Implementation and Application of Automata ; Vol. 4094 ; 11th International Conference, CIAA 2006, Taipei, Taiwan, August 21-23, 2006, Proceedings
This book constitutes the refereed proceedings of the 11th International Conference on Implementation and Application of Automata, CIAA 2006, held in Taipei, Taiwan, in August 2006.
Implementation and application of automata ; 12th International Conference, CIAA 2007, Prague, Czech Republic, July 16-18, 2007, Revised Selected Papers
The 12th International Conference on Implementation and Application of - tomata CIAA 2007 washeld at the Czech Technical Universityin Prague,Czech Republic on July 16–18, 2007. These proceedings contain the papers that were presented at CIAA 2007, as well as the abstracts of the poster papers that were displayed during the conference.
Implant therapy : Clinical approaches and evidence of success
Brings together the knowledge of the foremost leaders in implant dentistry, covering all aspects of the treatment process, from decision-making and treatment planning through imaging, surgical techniques, bone and soft tissue augmentation, multidisciplinary approaches, loading protocols, and finally strategies for preventing and treating complications and peri-implantitis as well as providing effective implant maintenance therapy. Filled with expert knowledge based on decades of research and clinical experience as well as abundant illustrations and clinical case presentations, this book is an indispensable resource for clinicians seeking to provide implant treatment at the highest standard of care.
Impact of Pollution on Animal Products
The present workshop contributed highly to the exchange between scientists giving the opportunity for researchers from Central Asia to access to new scientific approaches and methodologies, and for European scientists to assess the extent of the environmental problems in this part of the world. No doubt that these exchanges were the main success of the workshop marked by very stimulating discussions. Such meeting was also the opportunity to put on the first stone of a scientific network focused on the subject of the workshop. The importance of pollution in Central Asia in general and in Kazakhstan in p- ticular is a well-known feature and several references are available on the source and localization of pollution problems in those countries. The references are also abundant on the impact of the environmental failures on human health.
Impact of Institutions on Lending : Informal Constraints and Enforcement of Bank Regulation in Mongolia
Chuluunbaatar Enkhzaya examines the "inadequate" behaviour of banks in Mongolia by analysing the institutional framework of the banking system, especially in lending. She focuses on the genesis of informal institutions of lending and their interaction with formal institutions of lending. Herewith, informal institutions such as the attitude to risk were indirectly observed by diagnosing the "action-regulating" knowledge of bankers. In order to ensure an effective allocation of the scarce financial resources of Mongolia the author therefore suggests a change - as simultaneous as possible - of formal and informal rules.
Impact of Information Society Research in the Global South
This book addresses two aspects— Impact of research: How is the research on ICTs in the Global South playing a role in creating an information society? (e.g. policy formulation, media coverage, implementation in practice) and Research on impact: What is the evidence for the impact of ICTs on society? (i.e. the objectives of socio-economic development). This volume brings together a multiplicity of voices and approaches from social scientific research to produce an engaging volume for a variety of stakeholders including academics, researchers, practitioners, policy-makers and those in the business and civil sectors of society.
Impact of globalization and advanced technologies on online business models
Unravels and provides business managers and scholars with new development in managing the ever-increasing global and advance technology change influencing the running of online business
Impact of drug-microbiome interactions on drug response
Explains the mechanisms of drug-microbiome interactions, as well as the role of multiomic approaches, including metagenomics, metabolomics, and 16S rRNA sequencing to assess drug response variability. Findings suggest that integrating microbiome profiling into precision medicine could enhance personalized drug therapy, minimize adverse effects and optimize treatment outcomes.
Impact of Corporate Governance on Earnings Management
This research was aimed to study the impact of corporate governance on earnings management, and to explain the relationship between both of these variables. To achieve that goal the research depended on practical study; by extracting an actual data from the 8 conventional banks listed in DSE. the extracted data were then analyzed by using descriptive statistics, simple and multiple linear regression test and ANOVA test to examine the research hypothesis. The results showed that there is a governance impact on earnings management, and defined the relationship between audit committee and earnings management as negative relationship. and also, a negative relationship between top share and earnings management. And finally, we found no impact of CEO duality on earnings management.
Immune regulation and immunotherapy in autoimmune disease
Assembles the insights and experience of over twenty experts and thought leaders in the field of autoimmune disease and immunotherapy. These discussions represent some of the newest concepts in autoimmune mechanisms and an array of new treatments that would have been considered science fiction only two decades ago. This book provides a wide-ranging review of two main arenas of current research: that of autoimmune mechanisms of disease and that of the latest developments in immunotherapy, with an emphasis upon multiple sclerosis.
Immobilisation of DNA on Chips I
the main focus of these two volumes is on the immobilization chemistry, considering the various aspects of the immobilization process itself, since different types of nucleic acids, support materials, surface activation chemistries and patterning tools are of key concern.the focus of the major part of the chapters lies on the coupling chemistry used for DNA immobilization. Successful immobilization techniques for DNA appear to either involve a multi-site attachment of DNA (preferentially by electrochemical and/or physical adsorption) or a single-point attachment of DNA (mainly by surface activation and covalent immobilization or (strept)avidin-biotin linkage).
Immersive Audio Signal Processing
This text introduces graduate students and researchers to the basics of digital signal processing relevant to audio/acoustics and psychoacoustics and a variety of topics and latest results in immersive audio processing research.It Covers relevant background material adequately .Topics include immersive audio synthesis and rendering, multichannel room equalization, audio selective signal cancellation, signal processing for audio applications, surround sound processing, psychoacoustics and its incorporation in audio signal processing algorithms for solving various problems Real-world measurements depicted in the book demonstrate efficiency and power of the various solutions presented
Imaging of Orbital and Visual Pathway Pathology
This is one of the first books to deal with imaging of pathology of the entire visual system. It is divided into two parts, general and special. In the general part, the most important basics of modern imaging methods are discussed in detail, but with less emphasis on the physical background than in purely neuro-/radiological books. A chapter is devoted to the meticulous presentation of imaging anatomy of the orbit and intracranial visual pathway.
Imaging nelle urgenze vascolari - Body : Casi clinici = Imaging in vascular emergencies - Body : Clinical cases
Vascular urgency is true urgency. Given the variability of clinical presentations, the radiologist is increasingly called into question for diagnostic-differential problems and he is entrusted with the nosological framework and the therapeutic choices of doubtful cases. The purpose of the book is to provide, through the presentation of a large number of cases, an easy, fast and stimulating means through which the reader can confront.
Imagination and Rigor : Essays on Eduardo R. Caianiello's Scientific Heritage
The aim of this Volume of scientific essays is twofold. From one side, by remembering the scientific figure of Eduardo R. Caianiello, it aims at focusing his outstanding contributions - from theoretical physics to cybernetics - which after so many years still represent occasion of innovative paths to be fruitfully followed. It must be stressed the contribution that his interdisciplinary methodology can still be of great help in affording and solving present day complex problems. On the other side, it aims at pinpointing with the help of the scientists contributing to the Volume - some crucial problems in present day research in the fields of interest of Eduardo Caianiello and which are still among the main lines of investigation of some of the Istitutes founded by Eduardo (Istituto di Cibernetica del CNR, IIAS, etc).
Image Processing Using Pulse-Coupled Neural Networks
This is the first book to explain and demonstrate the tremendous ability of Pulse-Coupled Neural Networks (PCNNs) when applied to the field of image processing. PCNNs and their derivatives are biologically inspired models that are powerful tools for extracting texture, segments, and edges from images.
Image processing based on partial differential equations ; Proceedings of the International Conference on PDE-Based Image Processing and Related Inverse Problems, CMA, Oslo, August 8-12, 2005
The book contains twenty-two original scienti?c research articles that address the state-of-the-art in using partial di?erential equations for image and signal processing. The articles arose from presentations given at the inter- tional conference on PDE-Based Image Processing and Related Inverse Pr- lems, held at the Centre of Mathematics for Applications, University of Oslo, Norway, August 8-12, 2005.
