Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty.
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields.
This is the first work on Discrepancy Theory to show the present variety of points of view and applications covering the areas Classical and Geometric Discrepancy Theory, Combinatorial Discrepancy Theory and Applications and Constructions.
Development in Statistics, Volume 1 is a collection of papers that deals with theory and application of parameter estimation in stochastic differential systems, the comparative aspects of the study of ordinary time series, and real multivariate distributions.
Dieses Buch behandelt stochastische Integrale bezüglich der Brownschen Bewegung (Itô-Integrale), den daraus resultierenden Itôschen Differentialkalkül und einige Anwendungen.
Suitable for a compact course or self-study, Computational Statistics: An Introduction to R illustrates how to use the freely available R software package for data analysis, statistical programming, and graphics.
Exact Statistical Inference for Categorical Data discusses the way asymptotic approaches have been often used in practice to make statistical inference.
While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases.
The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies.
Devoted to the growing impact of statistical methodology and statistical computing in industry the aim of this book is to link the three components: Statistics - industry - computers.
This volume contains the papers selected for presentation at IPCO VIII, the Eighth Conference on Integer Programming and Combinatorial Optimization, Utrecht, The Netherlands, 2001.
Dieses Standardwerk für statistische Methoden in den Biowissenschaften und der Medizin stellt leicht verständlich, anschaulich und praxisnah sowohl Studenten und Dozenten als auch Praktikern alle notwendigen Methoden zur gezielten und umsichtigen Datengewinnung, -analyse und -beurteilung zur Verfügung.
The second edition of a bestseller, Statistical and Machine-Learning Data Mining: Techniques for Better Predictive Modeling and Analysis of Big Data is still the only book, to date, to distinguish between statistical data mining and machine-learning data mining.
Proven Methods for Big Data Analysis As big data has become standard in many application areas, challenges have arisen related to methodology and software development, including how to discover meaningful patterns in the vast amounts of data.
This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof econophysics and sociophysics , which have emerged from the applicationof statistical physics to economics and sociology.
WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation.
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.
This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems and to schedule maintenance and logistics plans.
Inequalities based on Sobolev Representations deals exclusively with very general tight integral inequalities of Chebyshev-Gruss, Ostrowski types and of integral means, all of which depend upon the Sobolev integral representations of functions.
Gain the R programming language fundamentals for doing the applied statistics useful for data exploration and analysis in data science and data mining.
The papers in this volume represent a broad, applied swath of advanced contributions to the 2015 ICSA/Graybill Applied Statistics Symposium of the International Chinese Statistical Association, held at Colorado State University in Fort Collins.
Adaptive Designs for Sequential Treatment Allocation presents a rigorous theoretical treatment of the results and mathematical foundation of adaptive design theory.
Über aus Stichproben abgeleiteten Erkenntnisse wie Wahlprognosen oder der Pisa-Studie wird tagtäglich in Tageszeitungen und Nachrichtensendungen berichtet.
In diesem Buch sind Lehrbeispiele gesammelt, die Dozierenden wertvolle Anregungen für ihre eigene Lehre liefern: Es werden Ideen für einzelne Übungen, Unterrichtseinheiten, Prüfungen oder ganze Kurse vorgestellt.