Search Results - (((((((ant OR wyatt) OR semantic) OR when) OR cantor) OR anne) OR shape) OR hints) algorithms.

Minor Surgery at a Glance. by Mohan, Helen

Table of Contents: “…Part 3 Core surgical knowledge -- 17 Skin incisions -- Scalpels -- Holding the scalpel to make an incision -- Basic principles for incision -- Minor surgical incisions -- Techniques for a good scar -- Electrodissection to incise -- 18 Principles of wound closure -- Plan the skin incision -- Choosing the suture size -- Choosing the suture material -- Suture placement -- Technique for simple interrupted sutures -- When should I use a different suturing technique? …”
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The SMART CYBER ECOSYSTEM FOR SUSTAINABLE DEVELOPMENT.

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A primer on experiments with mixtures by Cornell, John A., 1941-

Table of Contents: “…QuestionsAppendix 2A: Least-Squares Estimation Formula for the Polynomial Coefficients and Their Variances: Matrix Notation; Appendix 2B: Cubic and Quartic Polynomials and Formulas for the Estimates of the Coefficients; Appendix 2C: The Partitioning of the Sources in the Analysis of Variance Table When Fitting the Scheffé Mixture Models; 3. Multiple Constraints on the Component Proportions; 3.1 Lower-Bound Restrictions on Some or All of the Component Proportions; 3.2 Introducing L-Pseudocomponents; 3.3 A Numerical Example of Fitting An L-Pseudocomponent Model.…”
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Missing Data Methods : Cross-Sectional Methods and Applications. by Drukker, David M.

Table of Contents: “…NotesAcknowledgment; References; Orthogonality in the single index model; On the estimation of selection models when participation is endogenous and misclassified; Introduction; The model and estimator; Sampling algorithm; Simulated data example; Summary and conclusions; Notes; Acknowledgments; References; summary tables for additional simulations; Process for simulating non -- normal errors; Efficient probit estimation with partially missing covariates; Introduction; Model Specification; Efficient estimators and variances; Testing assumptions and possible modifications; Other models.…”
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Artificial intelligence research and development : current challenges, new trends and applications

Table of Contents: “…Step 1: DrugBank -- Unsupervised Systems-Level Learning Mechanism Based on Bayesian-Inference -- Towards a Universal Neural Network Encoder for Time Series -- Determining Classic Versus Modern Style in Fashion -- Data Science, Recommender Systems and Case-Based Reasoning -- Big Data Analytics for Obesity Prediction -- A Method to Integrate Semantic Criteria into a Recommender System Based on ELECTRE Outranking Relations -- A Study on Contextual Influences on Automatic Playlist Continuation.…”
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Moments, Positive Polynomials And Their Applications.

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Model Building in Mathematical Programming. by Williams, H. Paul

Table of Contents: “…9.4 Extra conditions applied to linear programming models -- 9.5 Special kinds of integer programming model -- 9.6 Column generation -- Chapter 10: Building integer programming models II -- 10.1 Good and bad formulations -- 10.2 Simplifying an integer programming model -- 10.3 Economic information obtainable by integer programming -- 10.4 Sensitivity analysis and the stability of a model -- 10.5 When and how to use integer programming -- Chapter 11: The implementation of a mathematical programming system of planning -- 11.1 Acceptance and implementation…”
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Pharmacology in anesthesia practice

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High performance parallelism pearls : multicore and many-core programming approaches by Reinders, James, Jeffers, Jim (Computer engineer)

Table of Contents: “…; The Hyper-Thread Phalanx hand-partitioning technique; A lesson learned; Back to work; Data alignment; Use aligned data when possible; Redundancy can be good for you; The plesiochronous phasing barrier; Let us do something to recover this wasted time; A few "left to the reader" possibilities.…”
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Deep learning with Python : a hands-on introduction by Ketkar, Nikhil

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Robust and error-free geometric computing by Eberly, Dave

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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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The image-interface : graphical supports for visual information by Reyes-Garcia, Everardo

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Poetry and Mind : Tractatus Poetico-Philosophicus by Dubreuil, Laurent

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DEEP LEARNING FOR HEALTHCARE DECISION MAKING.

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Microwave and millimeter wave circuits and systems : emerging design, technologies, and applications

Table of Contents: “…1.1.7 MBF Model -- the Memoryless PA Behavioural Model of ChoiceAcknowledgements; References; 2 Artificial Neural Network in Microwave Cavity Filter Tuning; 2.1 Introduction; 2.2 Artificial Neural Networks Filter Tuning; 2.2.1 The Inverse Model of the Filter; 2.2.2 Sequential Method; 2.2.3 Parallel Method; 2.2.4 Discussion on the ANN's Input Data; 2.3 Practical Implementation -- Tuning Experiments; 2.3.1 Sequential Method; 2.3.2 Parallel Method; 2.4 Influence of the Filter Characteristic Domain on Algorithm Efficiency; 2.5 Robots in the Microwave Filter Tuning; 2.6 Conclusions; Acknowledgement…”
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Computational Seismology : a Practical Introduction. by Igel, Heiner

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Inventory management : from warehouse to distribution center by Viale, J. David

Table of Contents: “…EXERCISE 1: ObservationsTHE BASIC MANUFACTURING EQUATION -- KEY FINANCIAL RATIOS -- EXERCISE 2: Calculating Ratios -- FINANCIAL EVALUATION CHECKLIST -- Balance Sheet -- Income Statement -- Other Issues -- IDENTIFYING SUPPLIERS WITH POTENTIAL CASH-FLOW PROBLEMS -- COSTED BILL OF MATERIALS -- Explanation of Cost Buildup Product F (1 unit) -- Questions to Ask When Reviewing a Costed Bill of Materials -- ALLOCATION OF FACTORY OVERHEAD AND ACTIVITY-BASED COSTING -- Inventory Valuation -- EXERCISE 3: Valuing Inventory -- EXERCISE 4: Choose the Correct Answer…”
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Exact methods in low-dimensional statistical physics and quantum computing : École d'été de physique des Houches, session LXXXIX, 30 June-1 August 2008, École thématique du CNRS...

Table of Contents: “…7.11 The Legendre transform of the free energy7.12 The limit shape phenomenon -- 7.13 Semiclassical limits -- 7.14 The free-fermionic point and dimer models -- 7.A Appendix -- References -- 8 Mathematical aspects of 2D phase transitions -- PART II: SHORT LECTURES -- 9 Numerical simulations of quantum statistical mechanical models -- 9.1 Introduction -- 9.2 A rapid survey of methods -- 9.3 Path integral and related methods -- 9.4 Classical worm algorithm -- 9.5 Projection methods -- 9.6 Valence bond projection method -- References…”
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Uncertainty, expectations, and financial instability : reviving Allais's lost theory of psychological time by Barthalon, Eric

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