Computational Aspects of Model Choice, Jaromir Antoch
Автор: Wolfgang H?rdle; Michael Schimek Название: Statistical Theory and Computational Aspects of Smoothing ISBN: 3790809306 ISBN-13(EAN): 9783790809305 Издательство: Springer Рейтинг: Цена: 10610.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One of the main applications of statistical smoothing techniques is nonparametric regression. Smoothing techniques in regression as well as other statistical methods are increasingly applied in biosciences and economics. Introduced are new developments in scatterplot smoothing and applications in statistical modelling.
Автор: Martinez Wendy L. Название: Computational Statistics Handbook with MATLAB ISBN: 1466592737 ISBN-13(EAN): 9781466592735 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A Strong Practical Focus on Applications and Algorithms Computational Statistics Handbook with MATLAB(R), Third Edition covers today's most commonly used techniques in computational statistics while maintaining the same philosophy and writing style of the bestselling previous editions. The text keeps theoretical concepts to a minimum, emphasizing the implementation of the methods.
New to the Third Edition This third edition is updated with the latest version of MATLAB and the corresponding version of the Statistics and Machine Learning Toolbox. It also incorporates new sections on the nearest neighbor classifier, support vector machines, model checking and regularization, partial least squares regression, and multivariate adaptive regression splines.
Web Resource The authors include algorithmic descriptions of the procedures as well as examples that illustrate the use of algorithms in data analysis. The MATLAB code, examples, and data sets are available online.
Автор: Chave, Alan Dana. Название: Computational statistics in the earth sciences : ISBN: 1107096006 ISBN-13(EAN): 9781107096004 Издательство: Cambridge Academ Рейтинг: Цена: 11563.00 р. Наличие на складе: Поставка под заказ.
Описание: Based on a course taught by the author, this book combines theoretical underpinnings of statistics with practical analysis of Earth sciences data using MATLAB. Datasets and bespoke MATLAB scripts are available online, as well as questions for use by instructors. This is an ideal text for advanced undergraduate and graduate students.
Автор: Srdjan Stojanovic Название: Computational Financial Mathematics using MATHEMATICA® ISBN: 146126586X ISBN-13(EAN): 9781461265863 Издательство: Springer Рейтинг: Цена: 10366.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.
This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.
Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented
The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Автор: James E. Gentle Название: Computational Statistics ISBN: 1461429293 ISBN-13(EAN): 9781461429296 Издательство: Springer Рейтинг: Цена: 10976.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics.
Автор: Thisted Название: Elements of Statistical Computing ISBN: 0412013711 ISBN-13(EAN): 9780412013713 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Statistics and computing share many close relationships
Автор: Svetlozar T. Rachev; George A. Anastassiou Название: Handbook of Computational and Numerical Methods in Finance ISBN: 1461264766 ISBN-13(EAN): 9781461264767 Издательство: Springer Рейтинг: Цена: 6097.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored.
Автор: Winfried K. Grassmann Название: Computational Probability ISBN: 0792386175 ISBN-13(EAN): 9780792386179 Издательство: Springer Рейтинг: Цена: 36468.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The objective of this text is to make topics such as queueing systems, stochastic Petri-nets and systems dealing with reliability more accessible. Topics covered include challenges in computational probability and obtaining the transition matrices for Markov chains.
Автор: Jari Kaipio; E. Somersalo Название: Statistical and Computational Inverse Problems ISBN: 1441919643 ISBN-13(EAN): 9781441919649 Издательство: Springer Рейтинг: Цена: 12805.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book covers the statistical mechanics approach to computational solution of inverse problems, an innovative area of current research with very promising numerical results.
Автор: Andrew G. Glen; Lawrence M. Leemis Название: Computational Probability Applications ISBN: 3319433156 ISBN-13(EAN): 9783319433158 Издательство: Springer Рейтинг: Цена: 15855.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This focuses on the developing field of building probability models with the power of symbolic algebra systems. The book combines the uses of symbolic algebra with probabilistic/stochastic application and highlights the applications in a variety of contexts. The research explored in each chapter is unified by the use of A Probability Programming Language (APPL) to achieve the modeling objectives. APPL, as a research tool, enables a probabilist or statistician the ability to explore new ideas, methods, and models. Furthermore, as an open-source language, it sets the foundation for future algorithms to augment the original code.
Computational Probability Applications is comprised of fifteen chapters, each presenting a specific application of computational probability using the APPL modeling and computer language. The chapter topics include using inverse gamma as a survival distribution, linear approximations of probability density functions, and also moment-ratio diagrams for univariate distributions. These works highlight interesting examples, often done by undergraduate students and graduate students that can serve as templates for future work. In addition, this book should appeal to researchers and practitioners in a range of fields including probability, statistics, engineering, finance, neuroscience, and economics.
Автор: Winfried K. Grassmann Название: Computational Probability ISBN: 1441951008 ISBN-13(EAN): 9781441951007 Издательство: Springer Рейтинг: Цена: 36468.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Markov modeling has found applications in many areas, three of which are described in detail: Chapter 10 analyzes discrete-time queues, Chapter 11 describes networks of queues, and Chapter 12 deals with reliability theory.
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