Search Results - (((((((kant OR wiant) OR ante) OR arts) OR cantor) OR anne) OR maarten) OR hints) algorithms.

Studies in stemmatology by Reenen, Pieter Th. van

Table of Contents: “…STUDIES IN STEMMATOLOGY; Title page; Copyright page; Table of contents; Prologue; State of the Art; Computational Analysis; LachmannRevisited?; Graphs and Trees; Auxiliary Disciplines to a Preliminary Discipline?…”
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Drilling of composite materials

Table of Contents: “…Studies on Composites Drilling -- The State of the ArtAbstract; Introduction of Composites; Drilling of Composites; Methodologies; Conclusion; Acknowledgments; References; Index.…”
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Electronic Batch Recording Solutions : Introduction of an Evaluation Model for the Pharmaceutical Industry. by Futschik, Monika

Table of Contents: “…Integrated evaluation model -- 4.1 Design guidelines of the performance evaluation model -- 4.2 Integrated evaluation model for EBRS -- 4.3 Evaluation index system -- 4.4 Evaluation aspects describing the organizational dimension -- 4.5 The evaluation algorithm -- 5. Application of evaluation model…”
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The Politics of Technology in Latin America (Volume 1) : Data Protection, Homeland Security and the Labor Market. by Plaw, Avery

Table of Contents: “…8. Algorithmic Law -- A Legal Framework for Artificial Intelligence in Latin America -- 9. …”
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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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Handbook of power systems I

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Frontiers of Artificial Intelligence in Medical Imaging. by Razmjooy, Navid

Table of Contents: “…5.5 Electromagnetic field optimization algorithm -- 5.6 Developed electromagnetic field optimization algorithm -- 5.7 Simulation results -- 5.7.1 Image acquisition -- 5.7.2 Pre-processing stage -- 5.7.3 Processing stage -- 5.7.4 Classification -- 5.8 Final evaluation -- 5.9 Conclusions -- References -- Chapter 6 Evaluation of COVID-19 lesion from CT scan slices: a study using entropy-based thresholding and DRLS segmentation -- 6.1 Introduction -- 6.2 Context -- 6.3 Methodology -- 6.3.1 COVID-19 database -- 6.3.2 Image conversion and pre-processing -- 6.3.3 Image thresholding…”
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Handbook of biometrics for forensic science

Table of Contents: “…Preface; Contents; 1 Biometric Technologies for Forensic Science and Policing: State of the Art; Abstract; 1.1 A Short Historical Introduction and Forensic Context; 1.2 Recent Developments of Biometric Technologies in Forensic Science; 1.3 Challenges; 1.4 Conclusions; Acknowledgements; References; Analysis of Fingerprints and Fingermarks; 2 Capture and Analysis of Latent Marks; Abstract; 2.1 Introduction; 2.2 Fingerprint Characteristics; 2.3 Conventional Latent Mark Acquisition Techniques; 2.4 Contact-Less Latent Mark Acquisition Techniques; 2.5 Latent Mark Analysis Process.…”
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Natural language processing and computational linguistics. 1 : speech morphology and syntax by Kurdi, Mohamed Zakaria

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Pervasive computing and networking

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Human-assisted intelligent computing : modeling, simulations and applications

Table of Contents: “…1. Machine learning algorithms to improve crop evapotranspiration prediction covering a broad range of environmental gradients in agriculture 4.0 : a review / Parijata Majumdar, Diptendu Bhattacharya, Sanjoy Mitra and Mukhdeep Singh Manshahia -- 2. …”
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Stochastic filtering with applications in finance by Bhar, Ramaprasad

Table of Contents: “…Background to particle filter for non Gaussian problems. 1.8. Particle filter algorithm. 1.9. Unobserved component models. 1.10. …”
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Mathematical programming and game theory for decision making

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QoS and Energy Management in Cognitive Radio Network : Case Study Approach. by Mishra, Vishram

Table of Contents: “…1.6.1 Channel Selection in CR Based Infrastructure Network1.6.2 Channel Selection in CR Based Ad-hoc Network; 1.7 MAC Protocols for Cognitive Radio Networks; 1.7.1 Random Access Based MAC Scheme; 1.7.2 Time-Slotted Based MAC Scheme; 1.8 Self-coexistence in Cognitive Radio Networks; 1.8.1 Resource Relocation Based Self-coexistence; 1.8.2 Resource Sharing Based Self-coexistence; 1.9 Discussion; References; 2 Cognitive Radio Network- A Review; 2.1 Spectrum Management; 2.1.1 Ant Colony Optimization Based Spectrum Management; 2.1.2 Non-linear Optimization Based Spectrum Management.…”
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Inside jokes : using humor to reverse-engineer the mind by Hurley, Matthew M., 1977-

Table of Contents: “…-- Emotions -- The rationality of emotions -- The irrationality of emotions -- Emotional algorithms -- A few implications.…”
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Fog computing : theory and practice

Table of Contents: “…Mobile Fog Computing: Architectures, Approaches and Open Challenges / Satish Narayana Srirama -- Edge Devices: A Survey, Use Cases and Future Challenges / Cosmin Avasalcai -- Deep Learning in the Era of Edge Computing: Opportunities and Challenges / Mi Zhang -- Caching, Security, and Mobility in Content Centric Networking / Osman Khalid -- Security and Privacy Issues in Fog Computing / Hasan Ali Khattak -- How Fog Computing Can Support Latency/Reliability-sensitive IoT Applications: An Overview and a Taxonomy of State-of-the-Art Solutions / Sajal Das -- Harnessing the Computing Continuum for Programming Our World / Jack Dongara -- Fog Computing for Energy Harvesting-Enabled Internet of Things / George K. …”
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Advanced deep learning with R : become an expert at designing, building, and improving advanced neural network models using R by Rai, Bharatendra K.

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Power and energy systems III : selected, peer reviewed papers from the 2013 3rd International Conference on Power and Energy Systems (ICPES 2013), November 23-24, Bangkok, Thailand

Table of Contents: “…Appropriate Electric Energy Conservation Measures for Big Mosques in Riyadh CityBayesian Algorithm Based on Airborne Power Supply System; Study on the Cooling System of Super-Capacitors for Hybrid Electric Vehicle; A Charging Management of Electric Vehicles Based on Campus Survey Data; Back-EMF Position Detection Technology for Brushless DC Motor; Stress State of Turbine Blade Root and Rim Considering Manufacturing Variations; Analysis on a Gas Turbine Sealing Disk Structure and Material Strength; A Kind of Adjustable Electric Heating Pipe Power Electrode Preparation Equipment.…”
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Discrete element model and simulation of continuous materials behavior set. Volume 1, Discrete element method to model 3D continuous materials by Jebahi, Mohamed

Table of Contents: “…Organization; 1: State of the Art: Discrete Element Modeling; 1.1. Introduction; 1.2. …”
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Nonlinear estimation and applications to industrial systems control

Table of Contents: “…General Approach; Remarks; 5. Algorithm Description; FD Algorithm.…”
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