One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical difficulties. The idea behind this book is to...
Discover best practices for data analysis and software development in R and start on the path to becoming a fully-fledged data scientist. This book teaches you techniques for both data manipulation and visualization and shows you the best way for developing new software packages for R.
Computational optimization is an important paradigm with a wide range of applications. In virtually all branches of engineering and industry, we almost always try to optimize something - whether to minimize the cost and energy consumption, or to maximize profits, outputs, performance and efficiency. In many cases, this search for...
Our journey towards this Festschrift started when realizing that our teacher, mentor,
and friend Ursula Gather was going to celebrate her 60th birthday soon. As a researcher,
lecturer, scientific advisor, board member, reviewer, editor, Ursula has had
a wide impact...
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable...
Work with Python and powerful open source tools such as Gensim and spaCy to perform modern text analysis, natural language processing, and computational linguistics algorithms.
Key Features
Discover the open source Python text analysis ecosystem, using spaCy, Gensim, scikit-learn, and...
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as...