Search Results - (((((((ant OR mantis) OR mantis) OR wanted) OR cantor) OR anne) OR wkant) OR wanting) algorithms.

Digital journalism, drones, and automation : the language and abstractions behind the news by Dowd, Cate

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Two-degree-of-freedom control systems : the Youla Parameterization approach by Keviczky, László, Bányász, Csilla

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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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Advanced wireless communications & Internet : future evolving technologies by Glisic, Savo G.

Table of Contents: “…Glisic -- 11.1 Introduction 585 -- 11.2 Background and Related Work 586 -- 11.3 Cooperative Communications 593 -- 11.4 Relay-Assisted Communications 616 -- 11.5 Two-Way Relay-Assisted Communications 646 -- 11.6 Relay-Assisted Communications With Reuse of Resources 651 -- Appendices 668 -- 12 Biologically Inspired Paradigms inWireless Networks 683 -- 12.1 Biologically Inspired Model for Securing Hybrid Mobile Ad Hoc Networks 683 -- 12.2 Biologically Inspired Routing in Ad Hoc Networks 687 -- 12.3 Analytical Modeling of AntNet as Adaptive Mobile Agent Based Routing 691 -- 12.4 Biologically Inspired Algorithm for Optimum Multicasting 697 -- 12.5 Biologically Inspired (BI) Distributed Topology Control 703 -- 12.6 Optimization of Mobile Agent Routing in Sensor Networks 708 -- 12.7 Epidemic Routing 710 -- 12.8 Nano-Networks 715 -- 12.9 Genetic Algorithm Based Dynamic Topology Reconfiguration in Cellular Multihop Wireless Networks 718 -- References 739 -- 13 Positioning in Wireless Networks 743 -- 13.1 Mobile Station Location in Cellular Networks 743.…”
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QoS in integrated 3G networks by Lloyd-Evans, Robert

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Deep learning with Python : a hands-on introduction by Ketkar, Nikhil

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Deep learning for dummies by Mueller, John, 1958-, Massaron, Luca

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Robust and error-free geometric computing by Eberly, Dave

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Data Science : The Executive Summary - a Technical Book for Non-Technical Professionals. by Cady, Field

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Medical and Care Compunetics 2 : Medical and Care Compunetics 2. by Bos, L.

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The Johns Hopkins guide to digital media

Table of Contents: “…Berry -- Cognitive implications of new media / Anne Mangen and Jean-Luc Velay -- Collaborative narrative / Scott Rettberg -- Collective intelligence / John Duda -- Combinatory and automatic text generation / Philippe Bootz and Christopher Funkhouser -- Computational linguistics / Inderjeet Mani -- Conceptual writing / Darren Wershler -- Copyright / Benjamin J. …”

Hands-On Deep Learning with TensorFlow. by Boxel, Dan Van

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Thermal Management of Electronics : an Experimental Approach Using Phase-Change-Based Materials in Composite Heat Sinks. by Baby, Rajesh

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Handbook of safety principles

Table of Contents: “…Success or Failure / Ann Enander -- 30.8. Relations to Other Safety Principles / Ann Enander -- References / Ann Enander -- Further Reading / Ann Enander -- 31. …”
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Android Sensor Programming By Example. by Nagpal, Varun

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Data analysis with R : load, wrangle, and analyze your data using the world's most powerful statistical programming language by Fischetti, Tony

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Atlas of minimally invasive surgery for lung and esophageal cancer

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Mastering D3.js. by Castillo, Pablo Navarro

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Creating E-Learning Games with Unity. by Horachek, David

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Cybersecurity Law, standards and regulations by Schreider, Tari

Table of Contents: “…Authors of original encryption algorithms never really thought that governments would want to have access to their en... -- In an effort to bring sanity to the uncontrolled growth of encryption regulations, two important laws have been introduced. …”
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