Supercharge options analytics and hedging using the power ofPython
Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...
The process of inductive inference—to infer general laws and principles from particular instances—is the basis of statistical modeling, pattern recognition, and machine learning. The Minimum Descriptive Length (MDL) principle, a powerful method of inductive inference, holds that the best explanation, given a limited set of observed...
An up-to-date and comprehensive treatment of the fundamentals of scheduling theory, including recent advances and state-of-the-art topics
Principles of Sequencing and Scheduling strikes a unique balance between theory and practice, providing an accessible introduction to the concepts, methods, and results of scheduling theory and...
Time Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception...
Filling the need for an introductory book on linear programming that discusses the important ways to mitigate parameter uncertainty, Introduction to Linear Optimization and Extensions with MATLAB® provides a concrete and intuitive yet rigorous introduction to modern linear optimization. In addition to fundamental topics,...
The presence of uncertainty in a system description has always been a critical issue in control. The main objective of Randomized Algorithms for Analysis and Control of Uncertain Systems, with Applications (Second Edition) is to introduce the reader to the fundamentals of probabilistic methods in the analysis and design of...
`Non-equilibrium Thermodynamics and Statistical Mechanics: Foundations and Applications' builds from basic principles to advanced techniques, and covers the major phenomena, methods, and results of time-dependent systems. It is a pedagogic introduction, a comprehensive reference manual, and an original research monograph. Uniquely, the...
The monograph addresses a problem of stochastic analysis based on the uncertainty assessment by simulation and application of this method in ecology and steel industry under uncertainty. The first chapter defines the Monte Carlo (MC) method and random variables in stochastic models. Chapter two deals with the contamination transport in porous...
The study of complex systems in a unified framework has become recognized in recent years as a new scientific discipline, the ultimate in the interdisciplinary fields. Breaking down the barriers between physics, chemistry, and biology and the so-called soft sciences of psychology, sociology, economics and anthropology, this text explores the...
Optimization is an extremely important area in science and technology which provides
powerful and useful tools and techniques for the formulation and solution of
a multitude of problems in which we wish, or need, to find a best possible option
or solution. It has been an important area of research for more than half a century,...
This book presents the fundamental physics of optical interferometry as applied to biophysical, biological and medical research. Interference is at the core of many types of optical detection and is a powerful probe of cellular and tissue structure in interfererence microscopy and in optical coherence tomography. It is also the root cause of...
This book investigates and reviews recent advanced techniques and important applications in vehicular communications and networking (VCN) from a novel perspective of the combination and integration of VCN and connected vehicles, which provides a significant scientific and technical support for future 5G-based...
