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Indexation and Causation of Financial Markets
This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possibly skewed, and …
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- ISBN/ISSN
- 978-4-431-55275-8
- Collation
- X, 103
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- Call Number
- 621
A Guide to Monte Carlo Simulations in Statistical Physics
Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, this book provides an introduction to computer simulations in physics. This edition now contains material describing powerful new algorithms that have appeared since the previous edition was published, and highlights recent technical advances and key …
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- Ed. 1
- ISBN/ISSN
- 9780511994944
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A Guide to First-Passage Processes
First-passage properties underlie a wide range of stochastic processes, such as diffusion-limited growth, neuron firing and the triggering of stock options. This book provides a unified presentation of first-passage processes, which highlights its interrelations with electrostatics and the resulting powerful consequences. The author begins with a presentation of fundamental theory including the…
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- Ed. 1
- ISBN/ISSN
- 9780511606014
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- -
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Group-Sequential Clinical Trials with Multiple Co-Objectives
This book focuses on group sequential methods for clinical trials with co-primary endpoints based on the decision-making frameworks for: (1) rejecting the null hypothesis (stopping for efficacy), (2) rejecting the alternative hypothesis (stopping for futility), and (3) rejecting the null or alternative hypothesis (stopping for either futility or efficacy), where the trial is designed to evaluat…
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- ISBN/ISSN
- 978-4-431-55898-9
- Collation
- IX, 113
- Series Title
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- Call Number
- 530 HAM g
A Guide to Monte Carlo Simulations in Statistical Physics
Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed matter physics and statistical mechanics, this book provides an introduction to computer simulations in physics. The 5th edition contains extensive new material describing numerous powerful algorithms and methods that represent recent developments in the field. New topics such as active matte…
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- ISBN/ISSN
- 9781108780346
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- -
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Regression Modeling Strategies: With Applications to Linear Models, Logistic …
This highly anticipated second edition features new chapters and sections, 225 new references, and comprehensive R software. In keeping with the previous edition, this book is about the art and science of data analysis and predictive modelling, which entails choosing and using multiple tools. Instead of presenting isolated techniques, this text emphasises problem solving strategies that address…
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A Guide to Monte Carlo Simulations in Statistical Physics
This new and updated edition deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics, statistical mechanics, and related fields. After briefly recalling essential background in statistical mechanics and probability theory, it gives a succinct overview of simple sampling methods. The concepts behind the simulation algorithms are explai…
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- ISBN/ISSN
- 9780511614460
- Collation
- -
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Information—Consciousness—Reality How a New Understanding of the Univers…
This open access book chronicles the rise of a new scientific paradigm offering novel insights into the age-old enigmas of existence. Over 300 years ago, the human mind discovered the machine code of reality: mathematics. By utilizing abstract thought systems, humans began to decode the workings of the cosmos. From this understanding, the current scientific paradigm emerged, ultimately discover…
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Uncertainty The Soul of Modeling, Probability & Statistics
This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science. The ultimate goal is to call into question many standard tenets and lay the philosophical and probabilistic groundwork and infrastructure for statistical modeling. It is the first book…
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- ISBN/ISSN
- 978-3-319-39756-6
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- -
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Ultrafast Phenomena XIX Proceedings of the 19th International Conference, Ok…
This book presents the latest advances in ultrafast science, including both ultrafast optical technology and the study of ultrafast phenomena. It covers picosecond, femtosecond, and attosecond processes relevant to applications in physics, chemistry, biology, and engineering. Ultrafast technology has a profound impact in a wide range of applications, amongst them biomedical imaging, chemical dy…
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- ISBN/ISSN
- 978-3-319-13242-6
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