Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong Название: Quantitative Trading ISBN: 0367871815 ISBN-13(EAN): 9780367871819 Издательство: Taylor&Francis Рейтинг: Цена: 10104.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove
Автор: Sergii Masiuk, Alexander Kukush, Sergiy Shklyar, M Название: Radiation Risk Estimation: Based on Measurement Error Models ISBN: 3110441802 ISBN-13(EAN): 9783110441802 Издательство: Walter de Gruyter Рейтинг: Цена: 22305.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.
Contents:
Part I - Estimation in regression models with errors in covariates
Measurement error models
Linear models with classical error
Polynomial regression with known variance of classical error
Nonlinear and generalized linear models
Part II Radiation risk estimation under uncertainty in exposure doses
Overview of risk models realized in program package EPICURE
Estimation of radiation risk under classical or Berkson multiplicative error in exposure doses
Radiation risk estimation for persons exposed by radioiodine as a result of the Chornobyl accident
Elements of estimating equations theory
Consistency of efficient methods
Efficient SIMEX method as a combination of the SIMEX method and the corrected score method
Application of regression calibration in the model with additive error in exposure doses
Автор: Zoltan Kovacs Название: Probabilistic Safety Assessment of WWER440 Reactors ISBN: 3319085476 ISBN-13(EAN): 9783319085470 Издательство: Springer Рейтинг: Цена: 15957.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduction.- The nuclear power plant with WWER440 reactors.- Level 1 full power PSA.- Level 1 low power and shutdown PSA.- Level 2 PSA.- PSA applications.- Conclusions.
Автор: Kevin Berk Название: Modeling and Forecasting Electricity Demand ISBN: 3658086688 ISBN-13(EAN): 9783658086688 Издательство: Springer Рейтинг: Цена: 10258.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants.
Автор: Zoltan Kovacs Название: Probabilistic Safety Assessment of WWER440 Reactors ISBN: 3319360701 ISBN-13(EAN): 9783319360706 Издательство: Springer Рейтинг: Цена: 12537.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduction.- The nuclear power plant with WWER440 reactors.- Level 1 full power PSA.- Level 1 low power and shutdown PSA.- Level 2 PSA.- PSA applications.- Conclusions.
Автор: Ajit Kumar Verma; Srividya Ajit; Hari Prasad Muruv Название: Risk Management of Non-Renewable Energy Systems ISBN: 3319362909 ISBN-13(EAN): 9783319362908 Издательство: Springer Рейтинг: Цена: 13677.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is useful for advanced undergraduate and post graduate students in nuclear engineering, aerospace engineering, industrial engineering, reliability and safety engineering, systems engineering and applied probability and statistics.
Автор: Philippe Drobinski; Mathilde Mougeot; Dominique Pi Название: Renewable Energy: Forecasting and Risk Management ISBN: 3319990519 ISBN-13(EAN): 9783319990514 Издательство: Springer Рейтинг: Цена: 19514.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry. The different contributions explore all aspects of the energy production chain: forecasting and probabilistic modelling of renewable resources, including probabilistic forecasting approaches; modelling and forecasting of wind and solar power production; prediction of electricity demand; optimal operation of microgrids involving renewable production; and finally the effect of renewable production on electricity market prices. Written by experts in statistics, probability, risk management, economics and electrical engineering, this multidisciplinary volume will serve as a reference on renewable energy risk management and at the same time as a source of inspiration for statisticians and probabilists aiming to work on energy-related problems.
Автор: Attilio Meucci Название: Risk and Asset Allocation ISBN: 3540222138 ISBN-13(EAN): 9783540222132 Издательство: Springer Рейтинг: Цена: 12196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers various steps of one-period allocation from the foundations to the advanced developments. This book analyzes multivariate estimation methods, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques.
Автор: Chakrabarti Gagari Название: Momentum Trading on the Indian Stock Market ISBN: 813221126X ISBN-13(EAN): 9788132211266 Издательство: Springer Рейтинг: Цена: 6097.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the presence and nature of momentum trading on the Indian stock market in recent years, in search of a potential correlation between latent instability and speculative trading, leading up to the global financial crisis of 2007-08.
Автор: Hasbrouck, Joel Название: Empirical Market Microstructure ISBN: 0195301641 ISBN-13(EAN): 9780195301649 Издательство: Oxford Academ Рейтинг: Цена: 14858.00 р. Наличие на складе: Поставка под заказ.
Описание: The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
Автор: Ionut Florescu, Maria C. Mariani, H. Eugene Stanley, Frederi G. Viens Название: Handbook of High-Frequency Trading and Modeling in Finance ISBN: 1118443985 ISBN-13(EAN): 9781118443989 Издательство: Wiley Рейтинг: Цена: 20742.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.
Автор: Renato Di Lorenzo Название: How to Make Money by Fast Trading ISBN: 8847056233 ISBN-13(EAN): 9788847056237 Издательство: Springer Рейтинг: Цена: 6463.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A growing number of people worldwide view trading the markets as an attractive part- or even full-time pursuit. This book shows how traditional long positions are giving way to techniques that focus on making money by being on the right side of the market.
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