Search Results - empirical (algorithms OR algorithmic)

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.…”
Full text (MFA users only)

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? …”
Full text (MFA users only)

Statistical Disclosure Control. by Hundepool, Anco

Full text (MFA users only)

Informatics for Health by Randell, R.

Table of Contents: “…An Automatic Approach for Analyzing Treatment Effectiveness Based on Medication Hierarchy -- The Myocardial Infarction Case Study -- Evaluation of Machine Learning Methods to Predict Coronary Artery Disease Using Metabolomic Data -- Dermatology Disease Prediction Based on Two Step Cascade Genetic Algorithm Optimization of ANFIS Parameters -- Querying EHRs with a Semantic and Entity-Oriented Query Language -- Evaluation of the Terminology Coverage in the French Corpus LiSSa -- Linked Data Applications Through Ontology Based Data Access in Clinical Research -- Epidemiological Models Lacking Process Noise Can Be Overconfident -- Disentangling Prognostic and Predictive Biomarkers Through Mutual Information -- IntegrIT -- Towards Utilizing the Swedish National Health Information Exchange Platform for Clinical Research -- Introducing a Method for Transformation of Paper-Based Research Data into Concept-Based Representation with openEHR -- The P̀EARL' Data Warehouse: Initial Challenges Faced with Semantic and Syntactic Interoperability -- Combining Different Privacy-Preserving Record Linkage Methods for Hospital Admission Data -- Application of Correspondence Analysis to Graphically Investigate Associations Between Foods and Eating Locations -- Data Driven Quality Improvement of Health Professions Education: Design and Development of CLUE -- An Interactive Curriculum Data Visualization Tool -- Developing Healthcare Data Analytics APPs with Open Data Science Tools -- Fast and Efficient Feature Engineering for Multi-Cohort Analysis of EHR Data -- Development and Evaluation of a Case-Based Retrieval Service -- Learning Differentially Expressed Gene Pairs in Microarray Data -- Developing a Manually Annotated Corpus of Clinical Letters for Breast Cancer Patients on Routine Follow-Up -- Automated Diagnosis Coding with Combined Text Representations.…”
Full text (MFA users only)

Geophysical Data Analysis : MATLAB Edition. by Menke, William

Full text (MFA users only)

Statistical analysis in forensic science : evidential value of multivariate physicochemical data

Full text (MFA users only)

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 ??…”
Full text (MFA users only)

Analyzing neural time series data : theory and practice by Cohen, Mike X., 1979-

Table of Contents: “…What Is the Surface Laplacian? -- 22.2. Algorithms for Computing the Surface Laplacian for EEG Data -- 22.3. …”
Full text (MFA users only)