Search Results - (((((((ant OR wiant) OR semantic) OR wind) OR cantor) OR anne) OR shape) OR hints) algorithms.

Swift 2 design patterns : build robust and scalable iOS and Mac OS X game applications by Lange, Julien

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Tracking with particle filter for high-dimensional observation and state spaces by Dubuisson, Séverine

Table of Contents: “…Application to tracking shapes; 3.4. Conjoint estimation of dynamic and static parameters; 3.5. …”
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Diatoms : ecology and life cycle

Table of Contents: “…""DIATOMS: ECOLOGY AND LIFE CYCLE""; ""DIATOMS: ECOLOGY AND LIFE CYCLE""; ""Contents""; ""Preface""; ""The Role of Environmental Factors in Shaping Diatom Frustule: Morphological Plasticity and Teratological Forms""; ""Abstract""; ""1. …”
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Digitalization of Society and Socio-Political Issues. 1, Digital, Communication, and Culture

Table of Contents: “…The Digitalization of Cultural Policies in France 149; Anne BELLON 14.1.…”
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Moments and moment invariants in pattern recognition by Flusser, Jan

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Effective Theories for Brittle Materials : a Derivation of Cleavage Laws and Linearized Griffith Energies from Atomistic and Continuum Nonlinear Models. by Friedrich, Manuel

Table of Contents: “…6.4.1 Korn-Poincaré-type inequality6.4.2 SBD-rigidity; 6.4.3 Compactness and Gamma-convergence; 7 Preliminaries; 7.1 Geometric rigidity and Korn: Dependence on the set shape; 7.2 A trace theorem in SBV2; 8 A Korn-Poincaré-type inequality; 8.1 Preparations; 8.2 Modification of sets; 8.3 Neighborhoods of boundary components; 8.3.1 Rectangular neighborhood; 8.3.2 Dodecagonal neighborhood; 8.4 Proof of the Korn-Poincaré-inequality; 8.4.1 Conditions for boundary components and trace estimate; 8.4.2 Modification algorithm; 8.4.3 Proof of the main theorem; 8.5 Trace estimates for boundary components…”
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Machine Learning in Chemical Safety and Health : Fundamentals with Applications. by Wang, Qingsheng

Table of Contents: “…Chapter 3 Flammability Characteristics Prediction Using QSPR Modeling -- 3.1 Introduction -- 3.1.1 Flammability Characteristics -- 3.1.2 QSPR Application -- 3.1.2.1 Concept of QSPR -- 3.1.2.2 Trends and Characteristics of QSPR -- 3.2 Flowchart for Flammability Characteristics Prediction -- 3.2.1 Dataset Preparation -- 3.2.2 Structure Input and Molecular Simulation -- 3.2.3 Calculation of Molecular Descriptors -- 3.2.4 Preliminary Screening of Molecular Descriptors -- 3.2.5 Descriptor Selection and Modeling -- 3.2.6 Model Validation -- 3.2.6.1 Model Fitting Ability Evaluation -- 3.2.6.2 Model Stability Analysis -- 3.2.6.3 Model Predictivity Evaluation -- 3.2.7 Model Mechanism Explanation -- 3.2.8 Summary of QSPR Process -- 3.3 QSPR Review for Flammability Characteristics -- 3.3.1 Flammability Limits -- 3.3.1.1 LFLT and LFL -- 3.3.1.2 UFLT and UFL -- 3.3.2 Flash Point -- 3.3.3 Auto-ignition Temperature -- 3.3.4 Heat of Combustion -- 3.3.5 Minimum Ignition Energy -- 3.3.6 Gas-liquid Critical Temperature -- 3.3.7 Other Properties -- 3.4 Limitations -- 3.5 Conclusions and Future Prospects -- References -- Chapter 4 Consequence Prediction Using Quantitative Property-Consequence Relationship Models -- 4.1 Introduction -- 4.2 Conventional Consequence Prediction Methods -- 4.2.1 Empirical Method -- 4.2.2 Computational Fluid Dynamics (CFD) Method -- 4.2.3 Integral Method -- 4.3 Machine Learning and Deep Learning-Based Consequence Prediction Models -- 4.4 Quantitative Property-Consequence Relationship Models -- 4.4.1 Consequence Database -- 4.4.2 Property Descriptors -- 4.4.3 Machine Learning and Deep Learning Algorithms -- 4.5 Challenges and Future Directions -- References -- Chapter 5 Machine Learning in Process Safety and Asset Integrity Management -- 5.1 Opportunities and Threats -- 5.2 State-of-the-Art Reviews -- 5.2.1 Artificial Neural Networks (ANNs).…”
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Theoretical Computer Science : Proceedings of the 10th Italian Conference on ICTCS '07. by Italiano, Giuseppe F.

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Computational neuroanatomy : the methods by Chung, Moo K.

Table of Contents: “…5.3.3 Laplace-Beltrami Shape Descriptors5.3.4 Second Eigenfunctions; 5.3.5 Dirichlet Energy; 5.3.6 Fiedler's Vector; 5.4 Finite Element Methods; 5.4.1 Pieacewise Linear Functions; 5.4.2 Mass and Stiffness Matrices; 6. …”
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Decision Intelligence for Dummies by Baker, Pamela

Table of Contents: “…Preventing Wrong Influences from Affecting Decisions -- Bad influences in AI and analytics -- The blame game -- Ugly politics and happy influencers -- Risk Factors in Decision Intelligence -- DI and Hyperautomation -- Part 5 The Part of Tens -- Chapter 17 Ten Steps to Setting Up a Smart Decision -- Check Your Data Source -- Track Your Data Lineage -- Know Your Tools -- Use Automated Visualizations -- Impact = Decision -- Do Reality Checks -- Limit Your Assumptions -- Think Like a Science Teacher -- Solve for Missing Data -- Partial versus incomplete data -- Clues and missing answers -- Take Two Perspectives and Call Me in the Morning -- Chapter 18 Bias In, Bias Out (and Other Pitfalls) -- A Pitfalls Overview -- Relying on Racist Algorithms -- Following a Flawed Model for Repeat Offenders -- Using A Sexist Hiring Algorithm -- Redlining Loans -- Leaning on Irrelevant Information -- Falling Victim to Framing Foibles -- Being Overconfident -- Lulled by Percentages -- Dismissing with Prejudice -- Index -- EULA.…”
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Handbook of convex optimization methods in imaging science

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Intelligent computational systems : a multi-disciplinary perspective

Table of Contents: “…3.2.1. Genetic Algorithm (GA) -- 3.2.2. Particle Swarm Optimization Algorithm (PSO) -- 3.3. …”
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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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Design optimization of fluid machinery : applying computational fluid dynamics and numerical optimization by Kim, Kwang-Yong, 1956-, Samad, Abdus, Benini, Ernesto

Table of Contents: “…2.2.5.3 Periodic/Cyclic Boundary Conditions2.2.5.4 Symmetry Boundary Conditions; 2.2.6 Moving Reference Frame (MRF); 2.2.7 Verification and Validation; 2.2.8 Commercial CFD Software; 2.2.9 Open Source Codes; 2.2.9.1 OpenFOAM; References; Chapter 3 Optimization Methodology; 3.1 Introduction; 3.1.1 Engineering Optimization Definition; 3.1.2 Design Space; 3.1.3 Design Variables and Objectives; 3.1.4 Optimization Procedure; 3.1.5 Search Algorithm; 3.2 Multi-Objective Optimization (MOO); 3.2.1 Weighted Sum Approach; 3.2.2 Pareto-Optimal Front…”
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From complexity in the natural sciences to complexity in operation management systems by Briffaut, Jean-Pierre

Table of Contents: “…Complexity in perspective -- 1.2.1. Etymology and semantics -- 1.2.2. Methods proposed for dealing with complexity from the Middle Ages to the 17th Century and their current outfalls -- 1.3. …”
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Data Analysis and Applications 1 : New and Classical Approaches. by Skiadas, Christos

Table of Contents: “…Similarity to homogeneous distributional shapes1.3.11. Stability; 1.3.12. Further Aspects; 1.4. …”
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Advanced mathematical & computational tools in metrology & testing VIII

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The method of the generalised eikonal : new approaches in the Diffraction Theory. by Vesnik, Michael V.

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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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Security, Privacy and Reliability in Computer Communications and Networks. by Sha, Kewei

Table of Contents: “…5.6 Threats Analysis and Future Trends -- 5.7 Conclusion -- References -- PART III -- Cryptographic Algorithms -- Chapter 6 -- Quasigroup-Based Encryption for Low-Powered Devices -- Abstract -- 6.1 Introduction -- 6.2 Background-Low Energy Cryptosystems -- 6.3 Overview of Quasigroup Encryption -- 6.4 The Preliminary Block Cipher Design -- 6.5 Overview of Software Implementation -- 6.6 Overview of Three FPGA Implementations -- 6.6.1 The Quasigroup Implementation -- 6.6.2 Comparison Design-Parallel AES -- 6.6.3 Hybrid Front-End/AES Design -- 6.7 Experimental Results -- 6.8 Toward a Single-Chip Implementation -- 6.9 Algorithm Results for B = 2 to 8 -- 6.10 Generating Quasigroups Fast -- 6.11 Our Quasigroup Block Cipher Algorithm -- 6.12 Cryptanalysis and Improvements in the Block Cipher -- 6.13 Overview of a General Linear Cryptanalytical Attack -- 6.14 The LAT Design -- 6.15 Pilingup Attempts for N = 16, 32, and 64 -- 6.16 Analysis of the Attack on the Quasigroup -- 6.17 The Issue of a Total Linear Bias of 1/2 -- 6.18 Attack Complexity -- 6.19 Possible Changes that Could Be Made in the Design of This Attack Model -- 6.20 Which Quasigroup Order Is Best? …”
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