Search Results - empirical ((algorithmen OR algorithmus) OR algorithms)

The Dictionary of Critical Social Sciences. by Young, T. R.

Table of Contents: “…Cover -- Half Title -- Title -- Copyright -- Dedication -- Preface -- Authors' Note -- Acknowledgments -- A -- AARP -- Abduction -- Abolitionism -- Abortion -- Abuse, Child -- Abuse, Spousal -- Accenting the Sign -- Act -- Act, Philosophy of -- Acton, Lord (1834-1902) -- Actor -- Adolescence -- Adorno, Theodor (1903-1969) -- Adventist Religious Groups -- Advertising -- Aesthetics -- Aesthetics (Socialist) -- Affect -- Age -- Aged, Immiseration of -- Age Grades -- Agency, Human -- Agitation -- Agnosticism -- Agrarian Society -- Agriculture -- Agriculture, Hydraulic Societies -- Agrippa -- Ahistoricism -- Algorithm -- Alienation -- Alienation, Assumptions of -- Alienation, Psychological -- Allegory -- Analogy -- Analysis -- Anarchy -- Androcentricism -- Animal Functions -- Anomia -- Anomie -- Anthropocentrism -- Anthropology -- Anthropomorphism -- Anti-Foundationalism -- Anti-Semitism -- Apathy -- Apollonian -- Apology -- Apple, and Temptation to Knowledge -- Appropriation -- Appropriation, Mechanisms of -- Aquinas, Thomas, St. (1225-1274) -- Archaeology -- Archetype -- Aristocracy -- Aristotle (384-322 B.C.E.) -- Art -- Artificial Intelligence -- Artificial Stupidity -- Asceticism -- Ascribed Status -- Ashby's Law of Requisite Variety -- Assimilation -- Atheism -- Attitude -- Attractor -- Attractor, Strange -- Augustine, St. (354-430) -- Author -- Authoritarianism -- Authoritarian Personality -- Authority -- Automation -- Autonomy -- Away(s) -- Axiology -- Axiom -- B -- Back Stage -- Bacon, Francis (1561-1626) -- Bakunin, Mikhail (1814-1876) -- Balance of Payments -- Balance of Trade -- Banditry, Social -- Barbarism -- Barthes, Roland (1915-1980) -- Base -- Baseball -- Base Communities -- Bastard -- Baudrillard, Jean (1929- ) -- Beauvoir, Simone de (1908-1986) -- Behavior -- Behaviorism -- Behavior Modification -- Belief.…”
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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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Informatics for Health by Randell, R.

Table of Contents: “…Facilitators and Barriers of Electronic Health Record Patient Portal Adoption by Older Adults: A Literature Study -- Preventing Unintended Disclosure of Personally Identifiable Data Following Anonymisation -- Protecting Privacy of Genomic Information -- Clinical Data Warehouse Watermarking: Impact on Syndromic Measure -- Security Policy and Infrastructure in the Context of a Multi-Centeric Information System Dedicated to Autism Spectrum Disorder -- Use of a Nationwide Personally Controlled Electronic Health Record by Healthcare Professionals and Patients: A Case Study with the French DMP -- Use and Adaptation of Open Source Software for Capacity Building to Strengthen Health Research in Low- and Middle-Income Countries -- Connecting the Links: Narratives, Simulations and Serious Games in Prehospital Training -- Designing an E-Learning Platform for Postoperative Arthroplasty Adverse Events -- Understanding the Context of Learning in an Online Social Network for Health Professionals' Informal Learning -- Ubiquitous Adoption of Innovative and Supportive Information and Communications Technology Across Health and Social Care Needs Education for Clinicians -- Mobile Medical Apps and mHealth Devices: A Framework to Build Medical Apps and mHealth Devices in an Ethical Manner to Promote Safer Use -- A Literature Review -- A Method for Co-Designing Theory-Based Behaviour Change Systems for Health Promotion -- Persona Development and Educational Needs to Support Informal Caregivers -- An Approach for Enhancing Adoption, Use and Utility of Shared Digital Health Records in Rural Australian Communities -- Exploring Innovation Capabilities of Hospital CIOs: An Empirical Assessment -- The Invisibility of Disadvantage: Why Do We Not Notice?…”
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Statistical analysis in forensic science : evidential value of multivariate physicochemical data

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Geophysical Data Analysis : MATLAB Edition. by Menke, William

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Sigma-Delta Converters. by De la Rosa, José M.

Table of Contents: “…6.3.1 Hardware Emulation of CT-Ms on an FPGA 257 -- 6.3.2 GPU-accelerated Computing of CT-Ms 258 -- 6.4 Using Multi-objective Evolutionary Algorithms to Optimize Ms 259 -- 6.4.1 Combining MOEA with SIMSIDES 261 -- 6.4.2 Applying MOEA and SIMSIDES to the Synthesis of CT-Ms 262 -- 6.5 Summary 269 -- References 269 -- 7 Electrical Design of ??…”
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Analyzing neural time series data : theory and practice by Cohen, Mike X., 1979-

Table of Contents: “…Autoregressive Modeling -- 17.2. Hilbert-Huang (Empirical Mode Decomposition).…”
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Modern portfolio theory : foundations, analysis, and new developments + website by Francis, Jack Clark

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