Search Results - empirical algorithms

A practitioner's guide to asset allocation by Kinlaw, William, Kinlaw, William, Kritzman, Mark P., Turkington, David, 1983-

Table of Contents: “…-- Linear Hedging Strategies -- Nonlinear Hedging Strategies -- Economic Intuition -- References -- Notes -- Chapter 11: Illiquidity -- The Challenge -- Shadow Assets and Liabilities -- Expected Return and Risk of Shadow Allocations -- Other Considerations -- Case Study -- The Bottom Line -- Appendix -- References -- Notes -- Chapter 12: Risk in the Real World -- The Challenge -- End-of-Horizon Exposure to Loss -- Within-Horizon Exposure to Loss -- Regimes -- The Bottom Line -- References -- Notes -- Chapter 13: Estimation Error -- The Challenge -- Traditional Approaches to Estimation Error -- Stability-Adjusted Optimization -- Building a Stability-Adjusted Return Distribution -- Determining the Optimal Allocation -- Empirical Analysis -- The Bottom Line -- References -- Notes -- Chapter 14: Leverage versus Concentration -- The Challenge -- Leverage in Theory -- Leverage in Practice -- The Bottom Line -- References -- Notes -- Chapter 15: Rebalancing -- The Challenge -- The Dynamic Programming Solution -- The Markowitz-van Dijk Heuristic -- The Bottom Line -- References -- Notes -- Chapter 16: Regime Shifts -- The Challenge -- Predictability of Return and Risk -- Regime-Sensitive Allocation -- Tactical Asset Allocation -- The Bottom Line -- Appendix: Baum-Welch Algorithm -- References -- Notes -- Section Four: Addendum -- Chapter 17: Key Takeaways.…”
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Business models : innovation, digital transformation, and analytics

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Probability, Finance and Insurance : Proceedings of a Workshop. by Lai, T. L.

Table of Contents: “…Large and moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. …”
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The silicon jungle : a novel of deception, power, and Internet intrigue by Baluja, Shumeet, 1971-

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Advances In Artificial Intelligence For Privacy Protection And Security.

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Current development of mechanical engineering and energy : selected, peer reviewed papers from the 2013 International Symposium on Vehicle, Mechanical, and Electrical Engineering (...

Table of Contents: “…Simulation and Study on Ride Comfort of Articulated Dump Truck Based on Rigid-Flex CouplingThe Hall Automotive Wheel Speed Sensor and Simulation for its Signal Processing; Wind-Induced Vibration of the Rear-View Mirrors of Car at High Speed; Research on the Affection of Vehicle Lateral Stability Related to the Improved ABS; The Quantification Research of Engine Body Defect that Tested by Ultrasonic Phased Array; Analysis of Vehicle Interior Low-Frequency Noise Based on ATV; The Engine Oil Sump Radiated Noise Optimization Design; A Novel OFDM Radar Algorithm in Vehicular Environment…”
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Principles of mathematical petrophysics by Doveton, John H., 1944-

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Two-degree-of-freedom control systems : the Youla Parameterization approach by Keviczky, László, Bányász, Csilla

Table of Contents: “…POLE PLACEMENT WITH FEEDBACK REGULATORPOLE PLACEMENT WITH CHARACTERISTIC POLYNOMIAL DESIGN; 3.1 CONTROL LOOPS WITH STATE FEEDBACK; 3.2 STATE FEEDBACK LINEAR QUADRATIC (LQ) REGULATORS; 3.3 GENERAL POLYNOMIAL METHOD FOR REGULATOR DESIGN; Chapter 4 -- Concept of the Best Achievable Control; DECOMPOSITION OF SENSITIVITY FUNCTION; DECOMPOSITION OF SENSITIVITY FUNCTION FOR YP REGULATORS; DIRECT OPTIMIZATION OF SENSITIVITY FUNCTION; SPECIAL METHODS; EMPIRICAL RELATIONSHIPS; 4.1 OPTIMIZATION OF DESIGN LOSS; 4.2 OPTIMIZATION OF REALIZABILITY LOSS; 4.3 OPTIMIZATION OF MODELING LOSS.…”
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Extreme events : observations, modeling, and economics

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Computational materials engineering : achieving high accuracy and efficiency in metals processing simulations by Pietrzyk, Maciej, 1947-, Madej, Łukasz, Rauch, Lukasz, Szeliga, Danuta

Table of Contents: “…Toward Increase of the Efficiency of Modeling -- 2.1 Improvement of Numerical Algorithms -- 2.1.1 Metamodeling -- 2.1.2 Inverse analysis -- 2.1.2.1 General formulation of the inverse problem -- 2.1.2.2 Regularization -- 2.1.2.3 Methods of regularizations -- 2.1.2.4 Numerical computations and regularization in the finite-dimension setting -- 2.1.3 Sensitivity analysis -- 2.1.3.1 Local SA -- 2.1.3.2 Global SA -- 2.1.3.3 The implementation of SA algorithms -- 2.1.3.4 A strategy for the identification of the model parameters -- 2.2 Improvement of Hardware -- 2.2.1 General idea of high-performance computing -- 2.2.2 Development of clusters -- 2.2.3 Development of heterogeneous architectures -- 2.2.4 Development of grid environments -- 3. …”
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Indoor Geolocation Science and Technology : At the Emergence of Smart World and IoT. by Pahlavan, Kaveh, 1951-

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Data Mining and Statistics for Decision Making by Tufféry, Stéphane, Tufféry, Stéphane

Table of Contents: “…Learning algorithms -- 8.7. The main neural networks -- Automatic clustering methods -- 9.1. …”
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Empathic space : the computation of human-centric architecture

Table of Contents: “…Cover; Title Page; Copyright Page; Contents; EDITORIAL; ABOUT THE GUEST-EDITORS; SPOTLIGHT: Visual highlights of the issue; INTRODUCTION: The Space of People in Computation; Theories of Designing Human-Centric Spaces; Developing the Code of Empirical Space; Space as Heuristic Generation; Interactions in the Field; Cognitive Conditions; The New Organic: Anthro-Spatial Planning Systems; Experiential Typologies of Spatial Archetypes; HEURISTIC GENERATION; Generative Design Methods and the Exploration of Worlds of Formal Possibility; Generative Systems for Automated Plan Layout.…”
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Harry Markowitz : selected works by Markowitz, Harry M., 1927-2023

Table of Contents: “…Computation of mean-semivariance efficient sets by the critical line algorithm. Data mining corrections -- ch. 7. Harry Markowitz Company. …”
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Data Protection and Privacy : the Internet of Bodies. by Leenes, Ronald

Table of Contents: “…Grinding Privacy in the Internet of Bodies: An Empirical Qualitative Research on Dating Mobile Applications for Men Who Have Sex with Men; 1. …”
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Applied Artificial Intelligence : Proceedings of the 7th International FLINS Conference. by Arena, Paolo, Fortuna, Luigi

Table of Contents: “…An extended branch-and-bound algorithm for fuzzy linear bilevel programming / G. …”
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EEG Signal Processing and Machine Learning. by Sanei, Saeid

Table of Contents: “…3.6 Dynamic Modelling of Neuron Action Potential Threshold -- 3.7 Summary -- References -- Chapter 4 Fundamentals of EEG Signal Processing -- 4.1 Introduction -- 4.2 Nonlinearity of the Medium -- 4.3 Nonstationarity -- 4.4 Signal Segmentation -- 4.5 Signal Transforms and Joint Time-Frequency Analysis -- 4.5.1 Wavelet Transform -- 4.5.1.1 Continuous Wavelet Transform -- 4.5.1.2 Examples of Continuous Wavelets -- 4.5.1.3 Discrete-Time Wavelet Transform -- 4.5.1.4 Multiresolution Analysis -- 4.5.1.5 Wavelet Transform Using Fourier Transform -- 4.5.1.6 Reconstruction -- 4.5.2 Synchro-Squeezed Wavelet Transform -- 4.5.3 Ambiguity Function and the Wigner-Ville Distribution -- 4.6 Empirical Mode Decomposition -- 4.7 Coherency, Multivariate Autoregressive Modelling, and Directed Transfer Function -- 4.8 Filtering and Denoising -- 4.9 Principal Component Analysis -- 4.9.1 Singular Value Decomposition -- 4.10 Summary -- References -- Chapter 5 EEG Signal Decomposition -- 5.1 Introduction -- 5.2 Singular Spectrum Analysis -- 5.2.1 Decomposition -- 5.2.2 Reconstruction -- 5.3 Multichannel EEG Decomposition -- 5.3.1 Independent Component Analysis -- 5.3.2 Instantaneous BSS -- 5.3.3 Convolutive BSS -- 5.3.3.1 General Applications -- 5.3.3.2 Application of Convolutive BSS to EEG -- 5.4 Sparse Component Analysis -- 5.4.1 Standard Algorithms for Sparse Source Recovery -- 5.4.1.1 Greedy-Based Solution -- 5.4.1.2 Relaxation-Based Solution -- 5.4.2 k-Sparse Mixtures -- 5.5 Nonlinear BSS -- 5.6 Constrained BSS -- 5.7 Application of Constrained BSS -- Example -- 5.8 Multiway EEG Decompositions -- 5.8.1 Tensor Factorization for BSS -- 5.8.2 Solving BSS of Nonstationary Sources Using Tensor Factorization -- 5.9 Tensor Factorization for Underdetermined Source Separation -- 5.10 Tensor Factorization for Separation of Convolutive Mixtures in the Time Domain.…”
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Nuclear Magnetic Resonance Spectroscopy Of Liquid Crystals.

Table of Contents: “…Spectral analysis using Evolutionary Algorithms -- 1. 7. Conclusions -- Acknowledgments -- References -- 2. …”
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Inside the black box : a simple guide to quantitative and high frequency trading by Narang, Rishi K, 1974-

Table of Contents: “…Strategies Utilizing Price-Related DataStrategies Utilizing Fundamental Data; Data-Driven Alph a Models; Implementing the Strategies; Forecast Target; Time Horizon; Bet Structure; Investment Universe; Model Definition; Conditioning Variables; Run Frequency; An Explosion of Diversity; Blending Alpha Models; Summary; Notes; Chapter 4 Risk Models; Limiting the Amount of Risk; Limiting by Constraint or Penalty; Measuring the Amount of Risk; Where Limits Can Be Applied; Limiting the Types of Risk; Theory-Driven Risk Models; Empirical Risk Models; How Quants Choose a Risk Model; Summary; Notes.…”
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Advances in applied mechanics and materials : selected, peer reviewed papers from the International Conference on Mechanical Engineering (ICOME 2013), September 19-21, 2013, Matara...

Table of Contents: “…An Experimental Study on the Vertical Flow Past a Finite-Length Horizontal Cylinder at Low Reynolds NumbersEffect of Air Conditioning Position on Thermal Comfort in the Floor Air Conditioning System; Computational Fluid Dynamic Using Parallel Loop of Multi-Cores Processor; Experimental Studies on a Solar Air Heater Having V-Corrugated Absorber Plate with Obstacles Bent Vertically; Energy Savings in Air Conditioning System Using Ejector: An Overview; Empirical Correlations for Sizing Adiabatic Capillary Tube Using LPG as Refrigerant in Split-Type Air-Conditioner.…”
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