Search Results - (((((((ant OR canton) OR span) OR wants) OR cantor) OR anne) OR warter) OR anting) algorithms.

Biomolecular information processing : from logic systems to smart sensors and actuators

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Cognitive radio techniques. by Sithamparanathan, Kandeepan

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Network reliability : measures and evaluation by Chaturvedi, Sanjay K.

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Compressed sensing : theory and applications

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Credit securitizations and derivatives : challenges for the global markets

Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
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Sentient Enterprise The Evolution of Business Decision-making.

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Microbiological sensors for the drinking water industry

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Artificial intelligence with Python : build real-world artificial intelligence applications with Python to intelligently interact with the world around you by Joshi, Prateek

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Stochastic filtering with applications in finance by Bhar, Ramaprasad

Table of Contents: “…Economic convergence in a filtering framework. 3.3. Ex-ante equity risk premium. 3.4. Concluding remarks -- 4. …”
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Regression Analysis with Python. by Massaron, Luca, Boschetti, Alberto

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Insight into Theoretical and Applied Informatics : Introduction to Information Technologies and Computer Science. by Yatsko, Andrzej

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Business Hack : the Wealth Dragon Way to Build a Successful Business in the Digital Age. by Lee, John

Table of Contents: “…; Disrupting the Market; The Power of Algorithms; Beyond the Digital Age; Chapter 12 Don't Become a Human Bot!…”
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Complexity : a guided tour by Mitchell, Melanie (Computer scientist)

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Eat, cook, grow : mixing human-computer interactions with human-food interactions

Table of Contents: “…"You don't have to be a gardener to do urban agriculture": understanding opportunities for designing interactive technologies to support urban food production / William Odom -- Augmented agriculture, algorithms, aerospace, and alimentary architectures / Jordan Geiger -- The allure of provenance: tracing food through user-generated production information / Ann Light -- Beyond gardening: a new approach to HCI and urban agriculture / Tad Hirsch -- Hungry for data: metabolic interaction from farm to fork to phenotype / Marc Tuters and Denisa Kera -- Food futures: three provocations to challenge HCI interventions / Greg Hearn and David Lindsay Wright -- Bringing technology to the dining table / Charles Spence -- List of recipes.…”
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Handbook of industrial engineering equations, formulas, and calculations by Badiru, Adedeji Bodunde, 1952-

Table of Contents: “…Computational Foundations of Industrial Engineering ; Efficacy of Mathematical Modeling; Industrial Engineering and Computations; Definition and Applications; Orientation to STEM; IE Catchphrases; Span and Utility of IE; Heritage from Industrial Revolution; Historical Accounts; Chronology of Applications; Importance of Calculations Guide; Basic Queuing Equations; Queuing Birth-Death Processes; Laws of Motion of Queuing Birth and Death; Data Types for Computational Analysis; References; ; Basic Mathematical Calculations ; Quadratic Equation; Overall Mean; Chebyshev's Theorem; Permutations; Combinations; Probability Distribution; Probability; Distribution Function; Expected Value; Variance; Binomial Distribution; Poisson Distribution; Mean of a Binomial Distribution; Normal Distribution; Cumulative Distribution Function; Population Mean; Standard Error of the…”
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Exploratory data analysis with MATLAB by Martinez, Wendy L., Martinez, Angel R., Solka, Jeffrey

Table of Contents: “…5.5.2 Probabilistic Latent Semantic Analysis5.6 Minimum Spanning Trees and Clustering; 5.6.1 Definitions; 5.6.2 Minimum Spanning Tree Clustering; 5.7 Evaluating the Clusters; 5.7.1 Rand Index; 5.7.2 Cophenetic Correlation; 5.7.3 Upper Tail Rule; 5.7.4 Silhouette Plot; 5.7.5 Gap Statistic; 5.7.6 Cluster Validity Indices; 5.8 Summary and Further Reading; Exercises; Chapter 6 Model-Based Clustering; 6.1 Overview of Model-Based Clustering; 6.2 Finite Mixtures; 6.2.1 Multivariate Finite Mixtures; 6.2.2 Component Models -- Constraining the Covariances; 6.3 Expectation-Maximization Algorithm.…”
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Finite-Dimensional Linear Algebra. by Gockenbach, Mark S.

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Rediscovering mathematics : you do the math by Simonson, Shai

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Destructive sublime : World War II in American film and media by Allison, Tanine, 1979-

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Debates in the digital humanities 2016

Table of Contents: “…Father Busa Female Punch Card Operatives / Melissa Terras and Julianne Nyhan -- On the Origin of "Hack" and "Yack" / Bethany Nowviskie -- Reflections on a Movement: #transformDH, Growing Up / Moya Bailey, Anne Cong-Huyen, Alexis Lothian, and Amanda Phillips.…”
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