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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
1 online resource (384 pages)...
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Digital Video Concepts, Methods, and Metrics
Quality, Compression, Performance, and Power Trade-off Analysis...
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Large deviations of the realized (co-)volatility vector
Realized statistics based on high frequency returns have become very popular in financial economics. In recent years, different non-parametric estimators of the variation of a log-price process have a...
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Fundamentals of Biomechanics
Equilibrium, Motion, and Deformation...
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A Machine Learning Approach to Bitcoin Price Forecasting
One of the most revolutionary financial breakthroughs of the twenty first century, Bitcoin is transforming conventional ideas of money, investing, and decentralized finance. However, because of its ex...
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Ambisonics
A Practical 3D Audio Theory for Recording, Studio Production, Sound Reinforcement, and Virtual Reality...
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Linear Selection Indices in Modern Plant Breeding
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Solving PDEs in Python
The FEniCS Tutorial I...
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Programming Computer Vision with Python
Tools and algorithms for analyzing images...
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Ionospheric Multi-Spacecraft Analysis Tools
Approaches for Deriving Ionospheric Parameters...
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Intel Xeon Phi Coprocessor Architecture and Tools
The Guide for Application Developers...
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Programming for Computations - Python
A Gentle Introduction to Numerical Simulations with Python 3.6...
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Biodiversity and Health in the Face of Climate Change
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Foundations of Machine Learning
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Understanding Machine Learning
From Theory to Algorithms...
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Pro TBB
C++ Parallel Programming with Threading Building Blocks...
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Spacelab Charcoal Analyses
This report describes analytical methods and results obtained from chemical analysis of 31 charcoal samples in five sets. Each set was obtained from a single scrubber used to filter ambient air on boa...
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Error-Correction Coding and Decoding
Bounds, Codes, Decoders, Analysis and Applications...
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A Variance Reduction Method for Parametrized Stochastic Differential Equations using the Reduced Bas
In this work, we develop a reduced-basis approach for the efficient computation of parametrized expected values, for a large number of parameter values, using the control variate method to reduce the ...
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Large deviations of the Threshold estimator of integrated (co-)volatility vector in the presence of
Recently a considerable interest has been paid on the estimation problem of the realized volatility and covolatility by using high-frequency data of financial price processes in financial econometrics...
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Foundations of Quantum Theory
From Classical Concepts to Operator Algebras...
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International Symposium on Mathematics, Quantum Theory, and Cryptography
Proceedings of MQC 2019...
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AI-enhanced strategic management of foreign direct investment in China: decoding the mediating effec
The integration of artificial intelligence into foreign direct investment management represents a paradigm shift in strategic decision-making, particularly as traditional analytical frameworks prove i...
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Finite Difference Computing with PDEs
A Modern Software Approach...
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Russia's Turn to the East
Domestic Policymaking and Regional Cooperation...
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Analysis for Computer Scientists
Foundations, Methods, and Algorithms...
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Algorithmic Graph Theory and Sage
...
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Enhanced Living Environments
Algorithms, Architectures, Platforms, and Systems...
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Consistency properties of a simulation-based estimator for dynamic processes
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a ...
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Innovations in Quantitative Risk Management
TU München, September 2013...
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The geometry of relative arbitrage
Consider an equity market with $n$ stocks. The vector of proportions of the total market capitalizations that belong to each stock is called the market weight. The market weight defines the market por...
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Anisotropy Across Fields and Scales
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Information computing and applications
First published in 2012...
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Marginal quantization of an Euler diffusion process and its application
We propose a new approach to quantize the marginals of the discrete Euler process resulting from the discretization of a brownian diffusion process using the Euler scheme. The method is built recursiv...
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Clinical Text Mining
Secondary Use of Electronic Patient Records...
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Data Parallel C++
Mastering DPC++ for Programming of Heterogeneous Systems using C++ and SYCL...
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Augmenting Collider Searches and Enhancing Discovery Potentials through Stochastic Jet Grooming
The jet Trimming procedure has been demonstrated to greatly improve event reconstruction in hadron collisions, by mitigating contamination due initial state radiation, multiple interactions, and event...
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Signal Computing
Digital Signals in the Software Domain...
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Interface Oral Health Science 2016
Innovative Research on Biosis–Abiosis Intelligent Interface...
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Fractional Graph Theory
A Rational Approach to the Theory of Graphs...
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Language Technologies for the Challenges of the Digital Age
27th International Conference, GSCL 2017, Berlin, Germany, September 13-14, 2017, Proceedings...
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Optimizing software in C++
An optimization guide for Windows, Linux and Mac platforms...
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Nexus between Investor Sentiment and Equity Returns in Pakistan Stock Exchange
The term Investor Sentiment (IS) depicts the mental activities of investors and reflects their expectations towards the market. It plays a crucial role in their decision making process, which ultimate...
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Software for Exascale Computing - SPPEXA 2016-2019
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Variant Construction from Theoretical Foundation to Applications
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Physical (A)Causality
Determinism, Randomness and Uncaused Events...
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Optimizing HPC Applications with Intel Cluster Tools
Hunting Petaflops...
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Intelligent Human Computer Interaction
9th International Conference, IHCI 2017, Evry, France, December 11-13, 2017, Proceedings...
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CIA Reading Room cia-rdp10-02196r000300100005-6: SOVIET ATOMIC ENERGY VOL. 32, NO. 6
Declassified and Approved For Release 2013/03/01 : CIA-RDP10-02196R000300100005-6 Russian Original Vo/.32, No. 6, June, 1972 Translation published December, 1972 SATEAZ 32(6) 533-630 (1972) SOVIET ATO...
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Sustainability, Human Well-Being, and the Future of Education
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Applied Quantitative Finance
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On the Asymptotic Efficiency of ABC Estimators
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but relatively easy to sample from. Approximate Bayesian computation (ABC) is a likelihood-free metho...
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Spatial Thinking in Planning Practice
An Introduction to GIS...
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Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation...
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Introduction to Data Science
Data Analysis and Prediction Algorithms with R...
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Sparse Bayesian vector autoregressions in huge dimensions
We develop a Bayesian vector autoregressive (VAR) model that is capable of handling vast dimensional information sets. Three features are introduced to permit reliable estimation of the model. First, ...
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A Study of Stock Market Prediction(SMP) Using Machine Learning Techniques
The study discovers the application of machine learning techniques for predicting stock market trends, aiming to enhance forecasting accuracy and effectiveness. Traditional approaches like Fundamental...
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Cryptocurrency Market Movement and Tendency Forecasting using Twitter Emotion and Information Quanti
Bitcoin was initially described to the public in a paper released in 2008 under the identity Satoshi Nakamoto. The first ever Bitcoin transaction took place on January 3, 2009. Its success paved the w...
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Food Price Volatility and Its Implications for Food Security and Policy
...
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01 Simionescu 2016 1 1
Mihaela Simionescu Institute for Economic Forecasting of the Romanian Academy Abstract In this study, we proposed some inflation rate predictions based on econometric models that performed better than...
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Bayesian Methods in the Search for MH370
...
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Stock Price Direction Prediction Using Technical Indicators
Predicting stock market prices is one of the most difficult and important areas of research in computer science, economics, and finance. The extensive availability of historical stock data and recent ...
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Annotated Algorithms in Python
With applications in Physics, Biology, and Finance...
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Sensitivity Analysis: Matrix Methods in Demography and Ecology
...
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Problems in Classical Electromagnetism
157 Exercises with Solutions...
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Efficient Learning Machines
Theories, Concepts, and Applications for Engineers and System Designers...
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Corrected portmanteau tests for VAR models with time-varying variance
The problem of test of fit for Vector AutoRegressive (VAR) processes with unconditionally heteroscedastic errors is studied. The volatility structure is deterministic but time-varying and allows for c...
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Statistics with Julia
Fundamentals for Data Science, Machine Learning and Artificial Intelligence...
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