الصفحة 1
الصفحة 1
Numerical Methods in Finance
The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. This book presents some exciting developments arising from the combination of mathematics, numerical analysis, and finance. It covers a wide range of topics, from portfolio management and asset pricing, to performance, risk, debt and real option evaluation. It also presents applications of a variety of cutting edge approaches and techniques, including robust control, min-max optimisation, Bessel processes, stochastic viability, variational inequalities, and Monte-Carlo test techniques. The book also presents surveys of models and approaches in specific areas in finance, such as corporate debt valuation and portfolio selection
Multi-objective Management in Freight Logistics : Increasing Capacity, Service Level and Safety with Optimization Algorithms
Multi-objective Management in Freight Logistics provides decision makers with new methods and tools to implement multi-objective optimization models in logistics. The book combines theoretical aspects with applications, showing the advantages and the drawbacks of adopting scalarization techniques, and when it is worthwhile to reduce the problem to a goal programming one. The book also shows applications where more than one decision maker evaluates the effectiveness of the logistic system and thus a multilevel programming approach is sought to attain meaningful solutions.
Multicriteria Scheduling : Theory, Models and Algorithms
Scheduling and multicriteria optimisation theory have been subject, separately, to numerous studies. Since the last twenty years, multicriteria scheduling problems have been subject to a growing interest. However, a gap between multicriteria scheduling approaches and multicriteria optimisation field exits. This book is an attempt to collect the elementary of multicriteria optimisation theory and the basic models and algorithms of multicriteria scheduling. It is composed of numerous illustrations, algorithms and examples which may help the reader in understanding the presented concepts. This book covers general concepts such as Pareto optimality, complexity theory, and general method for multicriteria optimisation, as well as dedicated scheduling problems and algorithms: just-in-time scheduling, flexibility and robustness, single machine problems, parallel machine problems, shop problems, etc.
Modelling Land-Use Change : Progress and Applications
land-use change simulation modelling is a relatively new and dynamic field of study and this book provides a full overview of the topic, a wide range of applications (both geographically and thematically), a mix of theory and practice, a synthesis of recent research progress, and educational material for students and teachers.
Modeling of metal forming and machining processes : By finite element and soft computing methods
The physics of metal forming and metal removing is normally expressed using non-linear partial differential equations which can be solved using the finite element method (FEM). However, when the process parameters are uncertain and/or the physics of the process is not well understood, soft computing techniques can be used with FEM or alone to model the process.
Introduction pratique aux bases de données relationnelles = A practical introduction to relational databases
Cet ouvrage introduit le lecteur dans le domaine des bases de données relationnelles en présentant une vaste sélection de sujets portant sur la modélisation des données, les langages de base de données, l'architecture des systèmes et l'évolution post-relationnelle. - Notions fondamentales: le modèle relationnel, les composants d’un système de gestion de bases de données, l’organisation de la mise en œuvre d’une base de données, les tâches de gestion des données. - De l'analyse à la base de données : le modèle entité association, la généralisation et l’agrégation, les dépendances et les formes normales,les contraintes d’intégrité. - Aperçu des langages de requête et de manipulation des données: l’algèbre relationnelle, le calcul des prédicats, SQL, QUEL, QBE, le traitement des valeurs nulles, la protection des données. - Les composants de l'architecture d'un système de bases de données : la compilation, l’interprétation et l’optimisation des requêtes, l’environnement multiutilisateur, le concept de transaction et la sérialisation, les méthodes optimiste et pessimiste, les structures de stockage et les méthodes d’accès. L’intégration et la migration des bases de données: l’exploitation des bases de données hétérogènes, les bases de données sur le Web, les règles de conversion pour effectuer l’intégration et la migration, les variantes de migration des bases de données hétérogènes, la planification de l’intégration et de la migration.
Introduction à SCILAB
Ce livre est organisé en deux parties. La première partie est consacrée au langage Scilab et à son environnement. Dans la seconde partie, les fonctionnalités des grands domaines d'utilisation du calcul numérique sont décrites et illustrées par des exemples: calcul matriciel, simulation, optimisation, résolution d'équations, statistiques.
Integrated Reaction and Separation Operations : Modelling and experimental validation
The book presents the latest developments in simulation of integrated processes as well as new methods of process synthesis and process control. It shows details of experimental approaches for model validation, determining of model parameters and measurement techniques. The combination of sophisticated modelling, optimisation methods and experimental results has not ben published up to now. The book gives deep insights into the overall evaluation of integrated processes as well as development of methods for a systematic design and optimisation of integrated reaction and separation processes. Potentials for process integration and the technical as well as economic limitations have been identified. The book covers several case studies of reactive distillation, reactive extraction, reactive gas-adsorption and chromatographic reactors which have been investigated from the modelling and experimental point of view. Based on validated models process simulation was used to optimize these processes. Following the concept of integrated process design approaches have been developed for model predictive control and process optimisation during production. Another new and very important focus of the book is systematic synthesis of integrated processes.
Heterogeneity, high performance computing, self-organization and the cloud
Addresses the most recent developments in cloud computing such as HPC in the Cloud, heterogeneous cloud, self-organising and self-management, and discusses the business implications of cloud computing adoption. Establishing the need for a new architecture for cloud computing, it discusses a novel cloud management and delivery architecture based on the principles of self-organisation and self-management. This focus shifts the deployment and optimisation effort from the consumer to the software stack running on the cloud infrastructure. It also outlines validation challenges and introduces a novel generalised extensible simulation framework to illustrate the effectiveness, performance and scalability of self-organising and self-managing delivery models on hyperscale cloud infrastructures. It concludes with a number of potential use cases for self-organising, self-managing clouds and the impact on those businesses.
Fuzzy Control : Fundamentals, Stability and Design of Fuzzy Controllers
The book provides a critical discussion of fuzzy controllers from the perspective of classical control theory. Special emphases are placed on topics that are of importance for industrial applications, like (self-) tuning of fuzzy controllers, optimisation and stability analysis. The book is written as a textbook for graduate students as well as a comprehensive reference book about fuzzy control for researchers and application engineers. Starting with a detailed introduction to fuzzy systems and control theory the reader is guided to up-to-date research results.
Funds, Flows and Time : An Alternative Approach to the Microeconomic Analysis of Productive Activities
The subject of this book is production, which is an important and extensive field in economic science. In fact, production, distribution and consump tion were long considered the three federated kingdoms which together formed the great empire of the economy. According to other slightly dif ferent traditions, production also held pride of place, specifically as a basic link in the long chain of social reproduction. Today, whatever the theoreti cal approach, production is a fundamental requirement for human survival. This was not, however, always the case. For much of the history of man kind hominids were hunter, scavenger and gatherers, with very little con trol over their environment, and extremely little in the way of artefacts with which to work. However, since the Neolithic revolution, productive processes have constituted an essential mechanism, providing human soci ety with goods and services to satisfy its needs and cravings.
Foundations of information and knowledge systems ; 5th International Symposium, FoIKS 2008, Pisa, Italy, February 11-15, 2008. Proceedings
This book constitutes the refereed proceedings of the 5th International Symposium on Foundations of Information and Knowledge Systems, FoIKS 2008 held in Pisa, Italy, in February 2008. The 13 revised full papers presented together with 9 revised short papers and 3 invited lectures were carefully selected during two rounds of reviewing and improvement from from 79 submissions. The papers deal with any foundational aspect of information and knowledge systems, including submissions from researchers working in fields such as discrete mathematics, logic and algebra, model theory, information theory, complexity theory, algorithmics and computation, geometry, analysis, statistics and optimisation who are interested in applying their ideas, theories and methods to research on information and knowledge systems.
Fluid-structure interaction : Modelling, simulation, optimisation
Fluid-structure interactions (FSI), that is interactions of some movable or deformable structure with an internal or surrounding fluid flow, are among the most important and, with respect to both modelling and computational issues, the most challenging multi-physics problems. The variety of FSI occurrences is abundant and ranges from tent-roofs to micropumps, from parachutes via airbags to blood flow in arteries.
Flexible and Efficient Information Handling ; 23rd British National Conference on Databases, BNCOD 23, Belfast, Northern Ireland, UK, July 18-20, 2006, Proceedings
This book constitutes the refereed proceedings of the 23rd British National Conference on Databases, BNCOD 23, held in Belfast, Northern Ireland, July 2006. The volume presents 12 revised full papers and 6 revised short papers, together with 2 invited lectures and 13 poster papers. Topical sections include data modelling and architectures and transaction management, data integration and interoperability and information retrieval, query processing and optimisation, data mining, data warehousing and more.
Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts.
Evolving Connectionist Systems : The Knowledge Engineering Approach
Evolving Connectionist Systems is aimed at all those interested in developing and using intelligent computational models and systems to solve challenging real world problems in computer science, engineering, bioinformatics and neuroinformatics. The book challenges scientists and practitioners with open questions about future creation of new information models inspired by Nature. This edition includes new methods for adaptive, knowledge-based learning, such as online incremental feature selection, spiking neural networks, transductive neuro-fuzzy inference, adaptive data and model integration, cellular automata and artificial life systems, particle swarm optimisation, ensembles of evolving systems, and quantum inspired neural networks. New applications to gene and protein interaction modelling, brain data analysis and brain model creation, computational neuro-genetic modelling, adaptive speech, image and multimodal recognition, language modelling, adaptive robotics, modelling dynamic financial and socio-economic systems, and ecological modelling, are covered. An important new feature of the book is the attempt to connect different structural and functional levels of a complex, intelligent system, looking for inspiration from functional relationships in natural systems, such as the genetic and the brain activity.
Elements of Mathematics for Economics and Finance
Based on over 15 years’ experience in the design and delivery of successful first-year courses, this book equips undergraduates with the mathematical skills required for degree courses in economics, finance, management and business studies. The book starts with a summary of basic skills and takes its readers as far as constrained optimisation helping them to become confident and competent in the use of mathematical tools and techniques that can be applied to a range of problems in economics and finance
Electronics Process Technology : Production Modelling, Simulation and Optimisation
Electronics Process Technology is a systemised presentation of new techniques and methods in electronics manufacture. Planning, preparation and execution are interlinked to achieve robust manufacturing processes that realise optimum quality, costs and quantities in the final product. Topics covered include: • modelling of manufacturing processes; • graph-theoretical approach to manufacturing planning; • process simulation and optimisation including cost optimisation; • quality assurance and statistical process analysis and control; • reliability models for electronic products and • assembly accuracy.
Effective Computational Geometry for Curves and Surfaces
Computational geometry emerged as a discipline in the seventies and has had considerable success in improving the asymptotic complexity of the solutions to basic geometric problems including constructions of data structures,convex hulls, triangulations, Voronoi diagrams and geometric arrangements as well as geometric optimisation. The goal of this book is to take into consideration the multidisciplinary nature of the problem and to provide solid mathematical and algorithmic foundations for effiective computational geometry fo rcurves and surfaces. This book covers two main approaches. In a first part, we discuss exact geometric algorithms for curves and s- faces. We revisit two prominent data structures of computational geometry, namely arrangements (Chap. 1) and Voronoi diagrams (Chap. 2) in order to understand how these structures, which are well-known for linear objects, behave when de?ned on curved objects.
Designing green landscapes
This book presents the latest thinking in adaptive management for forest ecosystems. Based on the ‘multiple path’ principle, this approach links species choice and silvicultural methods with changing demands and changing environmental conditions, to ensure continuous adaptation, often several times within the lifetime of a tree. The ‘multiple path’ principle at the core of this approach represents a robust theoretical framework for designing forested landscapes. It provides a logical basis both for coordinating spatial objectives and for integrating varied forms of expertise; it limits planning horizons to realistic timeframes; and it allows for forecasts based on current real attributes of spatially explicit land parcels. This is in stark contrast with traditional forestry practices which simply assess the forest resource at regular time intervals and prescribe standard management schedules for specific forest types.
