This book constitutes the proceedings of the 18th International Conference on Information Technologies and Mathematical Modelling, ITMM 2019, named after A.
This undergraduate textbook presents an inquiry-based learning course in stochastic models and computing designed to serve as a first course in probability.
This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019.
This edited collection brings together voices of the strongest thought leaders on diversity, equity and inclusion in the field of statistics and data science, with the goal of encouraging and steering the profession into the regular practice of inclusive and humanistic leadership.
This book introduces readers to Bayesian optimization, highlighting advances in the field and showcasing its successful applications to computer experiments.
This volume constitutes the refereed proceedings of theSecond International Workshop on Advanced Methodologies for Bayesian Networks,AMBN 2015, held in Yokohama, Japan, in November 2015.
Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020.
This proceedings volume gathers together original articles and survey works that originate from presentations given at the conference Transient Transcendence in Transylvania, held in Brasov, Romania, from May 13th to 17th, 2019.
To large organizations, business intelligence (BI) promises the capability of collecting and analyzing internal and external data to generate knowledge and value, thus providing decision support at the strategic, tactical, and operational levels.
This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.
Learn how to write object-oriented programs in R and how to construct classes and class hierarchies in the three object-oriented systems available in R.
Carry out a variety of advanced statistical analyses including generalized additive models, mixed effects models, multiple imputation, machine learning, and missing data techniques using R.
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory.
This relevant and timely thesis presents the pioneering use of risk-based assessment tools to analyse the interaction between electrical and mechanical systems in mixed AC/DC power networks at subsynchronous frequencies.
This volume gathers selected peer-reviewed papers presented at the international conference "e;MAF 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance"e;, held in Paris (France) at the Universite Paris-Dauphine from March 30 to April 1, 2016.
Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon.
Marcus Hellwig zeigt, dass die kürzlich entwickelte Schiefe Verteilung, im Weiteren Equibalancedistribution (Eqb) genannt, für die Überprüfung des Prozessverhaltens von Funkübertragungen verwendet werden kann.
As in the previous Seminar Notes, the current volume reflects general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense.
This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference 'Stochastic Partial Differential Equations and Related Fields' hosted by the Faculty of Mathematics at Bielefeld University, October 10-14, 2016.
This book reviews the theoretical concepts, leading-edge techniques and practical tools involved in the latest multi-disciplinary approaches addressing the challenges of big data.
This book highlights interdisciplinary insights, latest research results, and technological trends in Business Intelligence and Modelling in fields such as: Business Intelligence, Business Transformation, Knowledge Dissemination & Implementation, Modeling for Logistics, Business Informatics, Business Model Innovation, Simulation Modelling, E-Business, Enterprise & Conceptual Modelling, etc.
This book constitutes the proceedings of the 12th International Workshop on Algorithms and Computation, WALCOM 2018, held in Dhaka, Bangladesh, in March 2018.
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.
This book illustrates the EU-wide Solvency II framework for the insurance industry, which was implemented on January 1, 2016, after a long project phase.
This book explains how to analyze independent data from factorial designs without having to make restrictive assumptions, such as normality of the data, or equal variances.
Alle Analysen werden an einem durchgehenden Fallbeispiel konkret und transparent durchgeführt Strukturgleichungsmodelle sind in allen Wissenschaftsdisziplinen von größter Bedeutung, da sie das Standardinstrument zur empirischen Prüfung von Hypothesensystemen darstellen.
Das dreibändige Lehrbuch „Quantitative BWL“ stellt die theoretischen quantitativen Grundlagen der betrieblichen Entscheidungen und des marktwirtschaftlichen Umfelds dar.
This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment.
This easy-to-follow applied book on semiparametric regression methods using R is intended to close the gap between the available methodology and its use in practice.
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.
