الصفحة 9
الصفحة 9
Econophysics of Stock and other Markets ; Proceedings of the Econophys-Kolkata II
This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.
Economic Analysis of Information System Investment in Banking Industry
Explains in reahty, examines theoretically, and analyzes statistically information system investment in the banking industry with regard to the process of the information technology revolution. This kind of comprehensive research on the banking industry is the first in the world. It could be seen as an application study for Japanese financial deregulation after 1997. However, our project, the Workshop of Information System Investment, is a theoretical research venture, consisting originally, when it began in 1994, of economists and computer scientists. It aimed to measure the effect of com puter hardware and software on the modern economy, based on the microdata of each firm, and to extend the frontiers of economic science. It was, coin- dentally, the time when this project began full-scale operation, in July 1997, that the voluntary closure of Yamaichi Securities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application stage. Part I is the first history and strategic guidelines of information systems in the banking industry. Part II summarizes the economic analyses of informa tion system investment in the United States, Europe, and Japan. These parts are foundations for the statistical analyses in Part III.
Econometric Analysis of Count Data
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.
Earthquakes : Simulations, Sources and Tsunamis
This book includes a variety of studies that focus on the modeling of tsunamis and earthquakes, both large-scale simulation and visualization programs, as well as detailed models of small-scale features. Particular attention is paid to computational techniques, languages, and hardware that can be used to facilitate data analysis, visualization, and modeling. Also included are studies of several earthquake forecasting techniques and associated comparisons of their results with historic earthquake data. Finally, the volume ends with theoretical analyses of statistical properties of seismicity by internationally recognized experts in the field. This volume will be of particular interest to researchers interested in the multiscale simulation and visualization of large earthquakes and tsunamis.
Dynamics of Dissipation
This collection of lectures treats the dynamics of open systems with a strong emphasis on dissipation phenomena related to dynamical chaos. This research area is very broad, covering topics such as nonequilibrium statistical mechanics, environment-system coupling (decoherence) and applications of Markov semi-groups to name but a few. The book addresses not only experienced researchers in the field but also nonspecialists from related areas of research, postgraduate students wishing to enter the field and lecturers searching for advanced textbook material.
Dynamics of Coupled Map Lattices and of Related Spatially Extended Systems
This book is about the dynamics of coupled map lattices (CML) and of related spatially extended systems. It will be useful to post-graduate students and researchers seeking an overview of the state-of-the-art and of open problems in this area of nonlinear dynamics. The special feature of this book is that it describes the (mathematical) theory of CML and some related systems and their phenomenology, with some examples of CML modeling of concrete systems (from physics and biology). More precisely, the book deals with statistical properties of (weakly) coupled chaotic maps, geometric aspects of (chaotic) CML, monotonic spatially extended systems, and dynamical models of specific biological systems.
Dynamics of Complex Interconnected Systems : Networks and Bioprocesses
This volume comprises the proceedings of the NATO Advanced Study Institute on Dynamics of Complex Interconnected Biosensor Systems: Networks and Bioprocesses,held at Geilo, Norway, 11-21 April 2005.
Dynamical Vision ; ICCV 2005 and ECCV 2006 Workshops, WDV 2005 and WDV 2006, Beijing, China, October 21, 2005, Graz, Austria, May 13, 2006, Revised Papers
Classical multiple-view geometry studies the reconstruction of a static scene - served by a rigidly moving camera. However, in many real-world applications the scene may undergo much more complex dynamical changes. For instance, the scene may consist of multiple moving objects (e.g., a trafic scene) or arti- lated motions (e.g., a walking human) or even non-rigid dynamics (e.g., smoke, fire, or a waterfall). In addition, some applications may require interaction with the scene through a dynamical system (e.g., vision-guided robot navigation and coordination). To study the problem of reconstructing dynamical scenes, many new al- braic, geometric, statistical, and computational tools have recently emerged in computer vision, computer graphics, image processing, and vision-based c- trol.
Dynamic Regression Models for Survival Data
This book studies and applies modern flexible regression models for survival data with a special focus on extensions of the Cox model and alternative models with the aim of describing time-varying effects of explanatory variables.
Domain Modeling and the Duration Calculus : International Training School, Shanghai, China, September 17-21, 2007, Advanced Lectures
The book presented provide competent coverage of software security, domain modeling of software engineering, and duration calculus for real time systems - originating from lectures of leading experts in these fields from Europe and Asia.It addressed in detail are: development of real-time systems, domain engineering using abstract modeling, the area of duration calculus, and formal methods like language description using the operational semantics approach.
Distributed computing -- IWDC 2004 ; 6th International Workshop, Kolkata, India, December 27-30, 2004, Proceedings
Last, but not least, thanks to all the participants and authors. We hope that they enjoyed the workshop as much as the wonderful and culturally vibrant city of Kolkata! Bhabani P. Sinha Indian Statistical Institute, Kolkata, India December 2004 Sajal K. Das University of Texas, Arlington, USA December 2004 Program Chairs’ Message On behalf of the Technical Program Committee of the 6th International Wo- shop on Distributed Computing, IWDC 2004, it was our great pleasure to w- come the attendees to Kolkata, India. Over the last few years, IWDC has emerged as an internationally renowned forum for interaction among researchers from academia and industries around the world.
Dissecting Discrimination : Identifying Its Various Faces and Their Sources
This book examines the phenomenon of discrimination using a descriptive approach. Discrimination is omnipresent, whether it is people who discriminate against other people or, more recently, also machines that discriminate against people. The first part of the analysis employs decision theory on discrimination, leading to two fundamental subtypes: taste-based discrimination and statistical discrimination. The second part links taste-based discrimination to social identity theory, demonstrates that not all taste-based discrimination is ultimately statistical discrimination, and reveals the evolutionary origins of our tastes.
Discrete-Time High Order Neural Control : Trained with Kaiman Filtering
The objective of this work is to present recent advances in the theory of neural control for discrete-time nonlinear systems with multiple inputs and multiple outputs. The book presents solutions for the output trajectory tracking problem of unknown nonlinear systems based on four schemes.
Differential Undercounts in the U.S. Census : Who is Missed?
This book describes the differences in US census coverage, also referred to as “differential undercount”, by showing which groups have the highest net undercounts and which groups have the greatest undercount differentials, and discusses why such undercounts occur. In addition to focusing on measuring census coverage for several demographic characteristics, including age, gender, race, Hispanic origin status, and tenure, it also considers several of the main hard-to-count populations, such as immigrants, the homeless, the LBGT community, children in foster care, and the disabled. However, given the dearth of accurate undercount data for these groups, they are covered less comprehensively than those demographic groups for which there is reliable undercount data from the Census Bureau. This book is of interest to demographers, statisticians, survey methodologists, and all those interested in census coverage.
Diagnosis of Process Nonlinearities and Valve Stiction : Data Driven Approaches
In this book, Higher Order Statistical (HOS) theory is used to develop indices for detecting and quantifying signal non-Gaussianity and nonlinearity. These indices, together with specific patterns in the mapping of process output and controller output are used to diagnose the causes of poor control loop performance.
Development and evaluation of setup strategies in printed circuit board assembly
The last decade has seen a rapid extension of electronic control devices for various types of technical products. In modern electronics manufacturing, highly automated assembly systems are used to mount the electronic components onto the printed circuit boards (PCBs). Maintaining high production flexibility in order to meet the desired product variety and, at the same time, achieving high utilization rates of the capital-intensive production equipment can only be achieved by applying highly sophisticated planning and control strategies for the operation of modern placement machines. Ihsan Onur Yilmaz develops a novel group setup strategy which integrates multiple problems of the PCB assembly, especially in a medium-variety production environment. At the core of his principle approach are the identification of similarities between different types of PCBs and the generation of PCB clusters upon which group setup strategies are based. The developed setup strategies are also innovative in the sense that they integrate the optimization of detailed machine operations. This integration has not been achieved in the classical approaches which primarily rely on statistical clustering techniques.
Developing Students Statistical Reasoning : Connecting Research and Teaching Practice
This book is written for mathematics and statistics educators and researchers. It summarizes the research and highlights the important concepts for teachers to emphasize, and shows the interrelationships among concepts. It makes specific suggestions regarding how to build classroom activities, integrate technological tools, and assess students’ learning.
Developing Statistical Software in Fortran 95
"This book gives statisticians, biostatisticians and methodologically-oriented researchers the tools they need to develop high-quality statistical software. This book is for those who want to learn how to create statistical applications quickly and effectively. Prior experience with a programming language such as Basic, Fortran or C is helpful but not required. More experienced programmers will learn new strategies to harness the power of modern Fortran and the object-oriented paradigm. This may serve as a supplementary text for a graduate course on statistical computing."
Deterministic and statistical methods in Machine Learning ; 1st International Workshop, Sheffield, UK, September 7-10, 2004. Revised Lectures
This book consitutes the refereed proceedings of the First International Workshop on Machine Learning held in Sheffield, UK, in September 2004. The 19 revised full papers presented were carefully reviewed and selected for inclusion in the book. They address all current issues in the rapidly maturing field of machine learning that aims to provide practical methods for data discovery, categorisation and modelling. The particular focus of the workshop was advanced research methods in machine learning and statistical signal processing.
Designing and evaluating e-management decision tools : The integration of decision and negotiation models into internet-multimedia technologies
Presents the most relevant concepts for designing intelligent decision tools in an Internet-based multimedia environment and assessing the tools using concepts of statistical design of experiments. The book covers : Decision modeling paradigms , Visual interactive decision modeling , Online preference elicitation , collaborative decision making , negotiation and conflict resolution , marketing decision optimization , and guidelines for designing and evaluating decision support tools. This book is designed for the following uses: 1) for researchers and engineers, who are seeking recent advances and who are developing e-management systems; 2) for practitioners and managers, who seek insights about ICT potential and using ICT for business intelligence management; and 3) for students, who seek theoretical and practical concepts of building and evaluating prototype decision tools.
