This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.
This book introduces Meaningful Purposive Interaction Analysis (MPIA) theory, which combines social network analysis (SNA) with latent semantic analysis (LSA) to help create and analyse a meaningful learning landscape from the digital traces left by a learning community in the co-construction of knowledge.
Using the theory of impulsive differential equations, this book focuses on mathematical models which reflect current research in biology, population dynamics, neural networks and economics.
This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function Spaces, Nonlinear and Multivalued Maps, Smooth and Nonsmooth Calculus, Degree Theory and Fixed Point Theory, and Variational and Topological Methods.
This edited volume is devoted to the now-ubiquitous use of computational models across most disciplines of engineering and science, led by a trio of world-renowned researchers in the field.
This book reviews the field of helioseismology and its outstanding challenges and also offers a detailed discussion of the latest computational methodologies.
This bookis devoted to the analysis of causal inference which is one of the most difficult tasks in dataanalysis: when two phenomena are observed to be related, it is often difficultto decide whether one of them causally influences the other one, or whetherthese two phenomena have a common cause.
This proceedings bring together contributions from researchersfrom academia and industry to report the latest cutting edge research made inthe areas of Fuzzy Computing, Neuro Computing and hybrid Neuro-Fuzzy Computingin the paradigm of Soft Computing.
This book is the offspring of a summer school school "e;Macroscopic andlarge scalephenomena: coarse graining, mean field limits and ergodicity , which washeld in 2012 at the University of Twente, the Netherlands.
Thisbook constitutes the refereed proceedings fo the 14th International Scientific Conferenceon Information Technologies and Mathematical Modeling, named after A.
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.
The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics.
This volume presents state of the art analyses from scholars dealing with a range of demographic topics of current concern, including longevity, mortality and morbidity, migration, and how population composition impacts intergenerational transfer schemes.
Mixing scientific, historic and socio-economic vision, this unique book complements two previously published volumes on the history of continuum mechanics from this distinguished author.
This new edition provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world.
Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.
This publication showcases the work of UK mathematicians and statisticians by describing industrial problems that have been successfully solved, together with a summary of the financial and/or societal impact that arose from the work.
This volume presents an eclectic mix of original research articles in areas covering the analysis of ordered data, stochastic modeling and biostatistics.
The volume LNCS 9377 constitutes the refereed proceedings of the 12th International Symposium on Neural Networks, ISNN 2015, held in Jeju, South Korea in October 2015.
Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets.
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time.
This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes.
These proceedings of the 20th International Conference on Difference Equations and Applications cover the areas of difference equations, discrete dynamical systems, fractal geometry, difference equations and biomedical models, and discrete models in the natural sciences, social sciences and engineering.
Presenting a practitioner's guide to capabilities and best practices of quality control systems using the R programming language, this volume emphasizes accessibility and ease-of-use through detailed explanations of R code as well as standard statistical methodologies.
This textbook provides concise coverage of the basics of linear and integer programming which, with megatrends toward optimization, machine learning, big data, etc.
