Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving. It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like. The goal of the book is to expose the reader to a wide range of basic problems, som…
This is the first book to compare eight LDFs by different types of datasets, such as Fisher’s iris data, medical data with collinearities, Swiss banknote data that is a linearly separable data (LSD), student pass/fail determination using student attributes, 18 pass/fail determinations using exam scores, Japanese automobile data, and six microarray datasets (the datasets) that are LSD. We deve…
This reference introduces an innovative new-employee safety risk model, keyed to a typical new worker becoming acclimated to a new job and workplace. It reviews risk factors, their root causes, and how they can be addressed and minimized through targeted strategies at each stage of a worker's early months on the job. The model and its supporting findings dovetail with current thinking on employ…
This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables. The introduction presents the underpinning motivations for this problem, a historical overview, and a summary of the strategy, which is applicable in greate…
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, vari…
This thesis investigates the sound generated by solid bodies in steady subsonic flows with unsteady perturbations, as is typically used when determining the noise generated by turbulent interactions. The focus is predominantly on modelling the sound generated by blades within an aircraft engine, and the solutions are presented as asymptotic approximations. Key analytical techniques, such as the…
This volume contains pioneering contributions to both the theory and practice of optimal experimental design. Topics include the optimality of designs in linear and nonlinear models, as well as designs for correlated observations and for sequential experimentation. There is an emphasis on applications to medicine, in particular, to the design of clinical trials. Scientists from Europe, the US, …
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
This book serves as a hands-on guide to the "acs" R package for demographers, planners, and other researchers who work with American Community Survey (ACS) data. It gathers the most common problems associated with using ACS data and implements functions as a package in the R statistical programming language. The package defines a new "acs" class object (containing estimates, standard errors, a…
The generalized Schur algorithm (GSA) allows computing well-known matrix decompositions, such as QR and LU factorizations [1]. In particular, if the involved matrix is structured, i.e., Toeplitz, block-Toeplitz or Sylvester, the GSA computes the R factor of the QR factorization with complexity of one order of magnitude less than that of the classical QR algorithm [2], since it relies only on t…