الصفحة 1
الصفحة 1
New Introduction to Multiple Time Series Analysis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
Multiphase Reacting Flows : Modelling and Simulation
This book entitled ''Multiphase reacting flows: modelling and simulation'' contains the lecture notes of the CISM (International Centre for Mechanical Sciences) course held in Udine, Italy, on July 3-7, 2006, and it describes various modelling approaches for dealing with polydisperse multiphase reacting flows. A multiphase reacting system is characterized by the presence of multiple phases and in this book we focus on disperse multiphase systems, where one phase can be considered as a continuum, whereas the additional phases are dispersed in the continuous one. In other words, in this book we deal with multiphase systems constituted by particles, droplets or bubbles (i.e., solid particles suspended in a continuous liquid phase, liquid droplets in a gaseous phase, or gas bubbles in liquid.) The other important characteristic elements of the systems discussed in this book are the presence of one or more chemical reactions and the turbulent nature of the flow. The chemical reactions usually involve all the phases present in the system and might be responsible for the formation or disappearance of the disperse and/or continuous phases.
Multinational Enterprises, Foreign Direct Investment and Growth in Africa : South African Perspectives
How can Africa, the world’s most lagging region, benefit from globalisation and achieve sustained economic growth? Africa needs greater investment by Multinational Enterprises (MNEs) to improve competitiveness and generate more growth through positive spill-over effects. Despite the fact that Africa’s returns on investment averaged 29% since 1990, Africa has gained merely 1% of global Foreign Direct Investment (FDI) flows. The challenge for African countries is how to be a more desirable destination for FDI. The study integrates three currents of economic research, namely from the literature on (endogenous) economic growth, convergence and regional integration, the explanations for Africa’s poor growth and the growing understanding of the role of MNEs in a global economy. The empirical side of the book is based on an econometric study of the determinants of FDI in Africa as well as a detailed firm-level survey conducted in 2000.
Mathematics of Large Eddy Simulation of Turbulent Flows
Large eddy simulation (LES) is a method of scientific computation seeking to predict the dynamics of organized structures in turbulent flows by approximating local, spatial averages of the flow. This book focuses on the mathematical foundations of LES and its models and provides a connection between the powerful tools of applied mathematics, partial differential equations and LES. Thus, it is concerned with fundamental aspects not treated so deeply in the other books in the field, aspects such as well-posedness of the models, their energy balance and the connection to the Leray theory of weak solutions of the Navier-Stokes equations.
Investigating the long-run relation between crypto-currencies and other assets
Crypto-currencies are financial assets with high volatility, which calls for an investigation of the long-run relation between crypto-currencies and other assets. The present study aims to explore the long-run relation between crypto-currencies and assets such as Gold and Oil Contracts For Differences (CFDs), the CBOE volatility index (VIX) and the Dow Jones Industrial Average Index. To this purpose, we analyze this relation using the Autoregressive Distributed Lag (ARDL) approach based on quarterly data for the period between first quarter of 2011 and first quarter of 2022, and monthly data for the period between Jan. 2018 and March 2022.
Improving image quality in visual cryptography
This book comprehensively covers the important efforts in improving the quality of images in visual cryptography (VC), with a focus on cases with gray scale images. It not only covers schemes in traditional VC and extended VC for binary secret images, but also the latest development in the analysis-by-synthesis approach.
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
High Energy Polarized Proton Beams : A Modern View
This monograph begins with a review of the basic equations of spin motion in particle accelerators. It then reviews how polarized protons can be accelerated to several tens of GeV using as examples the preaccelerators of HERA, a 6.3 km long cyclic accelerator at DESY / Hamburg. Such techniques have already been used at the AGS of BNL / New York, to accelerate polarized protons to 25 GeV. But for acceleration to energies of several hundred GeV as in RHIC, TEVATRON, HERA, LHC, or a VLHC, new problems can occur which can lead to a significantly diminished beam polarization. For these high energies, it is necessary to look in more detail at the spin motion, and for that the invariant spin field has proved to be a useful tool. This is already widely used for the description of high-energy electron beams that become polarized by the emission of spin-flip synchrotron radiation. It is shown that this field gives rise to an adiabatic invariant of spin-orbit motion and that it defines the maximum time average polarization available to a particle physics experiment.
Guida alla teoria degli insiemi = Guide to set theory
Teachers are in difficulty with regard to the space and emphasis to be given to set theory topics, in their preparation and in their work, because they have not been provided with adequate knowledge at the university. It is safe to say, on the basis of much experience, that the average mathematician, even the researcher, does not know what set theory is. Two prejudices stand in the way of a good knowledge of the theory: one, of a minimalist type, is its identification with an unspecified "set theory", an austere language that is too demanding if one wants to impose it prematurely; the other is of a maximalist type and consists in the supposed and effective link with the more subtle questions of the foundations of mathematics. But the theory has an important mathematical content, and with many implications of didactic interest.
Group-based Cryptography
This book is about relations between three different areas of mathematics and theoretical computer science: combinatorial group theory, cryptography, and complexity theory. It is explored how non-commutative (infinite) groups, which are typically studied in combinatorial group theory, can be used in public key cryptography. It is also shown that there is a remarkable feedback from cryptography to combinatorial group theory because some of the problems motivated by cryptography appear to be new to group theory, and they open many interesting research avenues within group theory.
Gambling Problems in Youth : Theoretical and Applied Perspectives
Howard J. Shaffer, Ph. D. More than 20 years ago, I first noted that young people in North America were growing up in a context of legalized gambling for their entire lifetime. By the 1980s, for young people, gambling had become an average and expectable part of the social landscape. Amid legal opportunities to gamble in all but two of the United States and with illicit opportunities to gamble in every state, gambling is now ubiquitous in America. With few social sa- tions to limit a young person’s interest in gambling—like their adult co- terparts—young people now gamble in larger numbers and for seemingly higher stakes
Fundamentals of computation theory ; 15th International symposium, FCT 2005, Lübeck, Gemany, August 17-20, 2005, Proceedings
This book constitutes the refereed proceedings of the 15th International Symposium Fundamentals of Computation Theory, FCT 2005, held in L]beck, Germany in August 2005. The 46 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 105 submissions. The papers are organized in topical sections on circuits, automata, complexity, approximability, computational and structural complexity, graphs and complexity, computational game theory, visual cryptography and computational geometry, query complexity, distributed systems, automata and formal languages, semantics, approximation algorithms, average case complexity, algorithms, graph algorithms, and pattern matching.
Fetus abnormalities relating drug
Drugs use in pregnancy remains a major public health problem. Fetal teratogenicity results from the effect of these substances during fetal development, particularly when used in combination. Approximately 3-5% of live births are complicated by a birth defect each year totaling around 120,000 babies. Additionally, more women taking any kind of medication has more than doubled in the last 30 years. Current evidence suggests that between 65%-94 % of women take at least one prescription drug during pregnancy. Nearly 70% of women are taking a medication in the first trimester during organogenesis. On average, women are taking 3 medications in pregnancy with over 50% of women using four or more. This includes over the counter medications and herbal supplements. During pregnancy, drugs are often required to treat certain disorders.
Fallsammlung zum Strafprozessrecht = Case collection on criminal procedure law
The collection of term papers and exams essentially covers the spectrum of questions of criminal procedure law. On the one hand, it enables an exemplary repetition and deepening of the basic knowledge of criminal procedure law, on the other hand, it clearly conveys the formal and content-related requirements to be placed on above-average term papers and exams. The case collection is intended as a supplement to the reading of a textbook aimed at acquiring the knowledge of criminal procedural law necessary for the examination and training in the criminal law trainee station.
Earnings Management Practices and Its Impact on Companies Average Stock Prices
This study aimed to examine the relationship between Earning's Management and the Stock Price Liquidity for a selected sample of (31) Jordanian industrial Companies listed on Amman stock market for The period of (2017-2021), the importance of this study comes from The Obvious effect of Earning's Management on the Companies Performances by manipulating the Financial reports in Positive or Negative way, therefore this study attempted to examine such impact or Relationship between the dependent variable (Stock Liquidity) and The independent variable (Earning's Management) , using the modified Jonas model through the description analysis to find out the Earnings management practices and using the (SPSS) analysis System to prove the study assumption.
Detection and Signal Processing : Technical Realization
This comprehensive monograph deals with detectors, signal processors and related noise phenomena. Detailed quantitative analyses are developed in a consistent format for thermal detectors, vacuum detectors, semiconductor detectors and avalanche detectors, as well as their accompanying noise currents. For signal processing applocations, the monograph treats in detail the operational amplifier, signal averagers, waveform analyzers, correlation techniques and heterodyne detection. Several original extensions are reported, especially for correlation devices and heterodyne detection with noise rejection. In addition, results of analyses are illustrated with examples of operating systems and of applications in space communication and laser radar.
Deployment and operation of complex software in heterogeneous execution environments : The SODALITE approach
This book provides an overview of the work developed within the SODALITE project, which aims at facilitating the deployment and operation of distributed software on top of heterogeneous infrastructures, including cloud, HPC and edge resources. The experts participating in the project describe how SODALITE works and how it can be exploited by end users. While multiple languages and tools are available in the literature to support DevOps teams in the automation of deployment and operation steps, still these activities require specific know-how and skills that cannot be found in average teams. The SODALITE framework tackles this problem by offering modelling and smart editing features to allow those we call Application Ops Experts to work without knowing low level details about the adopted, potentially heterogeneous, infrastructures. The framework offers also mechanisms to verify the quality of the defined models, generate the corresponding executable infrastructural code, automatically wrap application components within proper execution containers, orchestrate all activities concerned with deployment and operation of all system components, and support on-the-fly self-adaptation and refactoring.
Coherent Dynamics of Complex Quantum Systems
A large number of modern problems in physics, chemistry, and quantum electronics require a consideration of population dynamics in complex multilevel quantum systems. The purpose of this book is to provide a systematic treatment of these questions and to present a number of exactly solvable problems. It considers the different dynamical problems frequently encountered in different areas of physics from the same perspective, based mainly on the fundamental ideas of group theory and on the idea of ensemble average. Also treated are concepts of complete quantum control and correction of decoherence induced errors that are complementary to the idea of ensemble average. "Coherent Dynamics of Complex Quantum Systems" is aimed at senior-level undergraduate students in the areas of Atomic, Molecular, and Laser Physics, Physical Chemistry, Quantum Optics and Quantum Informatics. It should help them put particular problems in these fields into a broader scientific context and thereby take advantage of the well-elaborated technique of the adjacent fields.
Mathematical Linguistics
Mathematical Linguistics introduces the mathematical foundations of linguistics to computer scientists, engineers, and mathematicians interested in natural language processing. The book presents linguistics as a cumulative body of knowledge from the ground up, with no prior knowledge of linguistics being assumed, covering more than the average two-semester introductory course in linguistics.This comprehensive, reader-friendly volume offers readers a high-level orientation, discussing the foundations of the field and presenting both the classical work and the most recent results. It covers an extremely rich array of topics including not only syntax and semantics but also phonology and morphology, probabilistic approaches, complexity, learnability, and the analysis of speech and handwriting.
Machine Learning : ECML 2005 ; 16th European Conference on Machine Learning, Porto, Portugal, October 3-7, 2005, Proceedings
The European Conference on Machine Learning (ECML) and the European Conference on Principles and Practice of Knowledge Discovery in Databases (PKDD) were jointly organized this year for the ?fth time in a row, after some years of mutual independence before. After Freiburg (2001), Helsinki (2002), Cavtat (2003) and Pisa (2004), Porto received the 16th edition of ECML and the 9th PKDD in October 3–7. Having the two conferences together seems to be working well: 585 di?erent paper submissions were received for both events, which maintains the high s- mission standard of last year. Of these, 335 were submitted to ECML only, 220 to PKDD only and 30 to both. Such a high volume of scienti?c work required a tremendous e?ort from Area Chairs, Program Committee members and some additional reviewers. On average, PC members had 10 papers to evaluate, and Area Chairs had 25 papers to decide upon. We managed to have 3 highly qualified independent reviews per paper (with very few exceptions) and one additional overall input from one of the Area Chairs. After the authors’ responses and the online discussions for many of the papers, we arrived at the ?nal selection of 40 regular papers for ECML and 35 for PKDD. Besides these, 32 others were accepted as short papers for ECML and 35 for PKDD. This represents a joint acceptance rate of around 13% for regular papers and 25% overall.
