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˜An œintroduction to wavelets and other filtering methods in finance and economics / par Gençay,, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : , An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Applied stochastic processes / par Lefebvre, Mario. Publication : [S.l.] : Springer, 2006 . 382 p. ; , Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful. 23 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Biodiversity ii : understanding and protecting our biological resources / par Sciences,, National Academy of. Publication : [S.l.] : Henry (Joseph) Press, 1997 . 560 p. ; , Broché. 23 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Existence and optimality of competitive equilibria / par Aliprantis, Charalambos D. Publication : [S.l.] : Springer, 1990 . 284 p. ; , This book presents the theory of general economic equilibrium from a modern perspective. It gives a systematic exposition of research done by the authors and others on the subject of general equilibrium theory over the last ten years. It is intended to serve both as a graduate text on aspects of general equilibrium theory and as an introduction, for economists and mathematicians working in mathematical economics, to current research in a frontier area of general equilibrium theory. To make the material as accessible as possible to the student, the authors have provided two introductory chapters on the basic Arrow-Debreu economics model and the mathematical framework. Exercises at the end of each section complement the exposition. The monograph addresses the questions of existence and optimality of Walrasian equilibria for economies with a finite number of households and firms, but with an infinite number of commodities. The final chapter of the book presents a comprehensive study of the overlapping generations model. This is the first book to give a unified and mathematically rigorous presentation of the theory of general economic equilibrium in an infinite dimensional setting. 25 cm. Date : 1990 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Graphics of large datasets : visualizing a million / par Unwin, Antony. Publication : [S.l.] : Springer, 2006 . 271 p. ; , Graphics are great for exploring data, but how can they be used for looking at the large datasets that are commonplace to-day? This book shows how to look at ways of visualizing large datasets, whether large in numbers of cases or large in numbers of variables or large in both. Data visualization is useful for data cleaning, exploring data, identifying trends and clusters, spotting local patterns, evaluating modeling output, and presenting results. It is essential for exploratory data analysis and data mining. Data analysts, statisticians, computer scientists-indeed anyone who has to explore a large dataset of their own-should benefit from reading this book. New approaches to graphics are needed to visualize the information in large datasets and most of the innovations described in this book are developments of standard graphics. There are considerable advantages in extending displays which are well-known and well-tried, both in understanding how best to make use of them in your work and in presenting results to others. It should also make the book readily accessible for readers who already have a little experience of drawing statistical graphics. All ideas are illustrated with displays from analyses of real datasets and the authors emphasize the importance of interpreting displays effectively. Graphics should be drawn to convey information and the book includes many insightful examples. From the reviews: "Anyone interested in modern techniques for visualizing data will be well rewarded by reading this book. There is a wealth of important plotting types and techniques." Paul Murrell for the Journal of Statistical Software, December 2006 "This fascinating book looks at the question of visualizing large datasets from many different perspectives. Different authors are responsible for different chapters and this approach works well in giving the reader alternative viewpoints of the same problem. Interestingly the authors have cleverly chosen a definition of 'large dataset'. Essentially they focus on datasets with the order of a million cases. As the authors point out there are now many examples of much larger datasets but by limiting to ones that can be loaded in their entirety in standard statistical software they end up with a book that has great utility to the practitioner rather than just the theorist. Another very attractive feature of the book is the many colour plates, showing clearly what can now routinely be seen on the computer screen. The interactive nature of data analysis with large datasets is hard to reproduce in a book but the authors make an excellent attempt to do just this." P. Marriott for the Short Book Reviews of the ISI. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Handbook of environmental management and technology / par Burke, Gwendolyn. Publication : [S.l.] : John Wiley & Sons Inc, 2005 . 824 p. ; , BrochØ. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Heavy-tail phenomena : probabilistic and statistical modeling / par Resnick, Sidney I. Publication : [S.l.] : Springer, 2006 . 406 p. ; , This comprehensive text  gives an interesting  and useful blend  of the mathematical, probabilistic and statistical tools used in heavy-tail analysis.  Heavy tails are characteristic of many  phenomena where the probability of a single huge value impacts heavily.  Record-breaking insurance losses,  financial-log returns, files sizes stored on a server, transmission rates of files are all examples of  heavy-tailed phenomena. Key features: * Unique  text devoted to heavy-tails * Emphasizes both probability modeling and statistical methods for fitting models.   Most  treatments focus on one or the other but not both * Presents broad applicability  of heavy-tails to the fields of data networks, finance (e.g., value-at- risk), insurance, and hydrology * Clear, efficient and coherent exposition, balancing  theory and actual data to show the applicability and limitations of certain methods * Examines in detail the mathematical properties of the methodologies as well as their implementation in  Splus or R statistical languages * Exposition driven by numerous examples and exercises Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Interior point methods for linear optimization / par Roos, Cornelis. Publication : [S.l.] : Springer, 2005 . 497 p. ; , Interior Point Methods for Linear Optimization is a comprehensive, thorough textbook on interior point methods (IPMs). The era of IPMs was initiated by N. KarmarkarЀ™s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book gives a comprehensive review of the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Introduction to discrete event systems / par Cassandras, Christos G. Publication : [S.l.] : Springer, 2007 . 776 p. ; , Introduction to Discrete Event Systems is a comprehensive introduction to the field of discrete event systems, offering a breadth of coverage that makes the material accessible to readers of varied backgrounds. The book emphasizes a unified modeling framework that transcends specific application areas, linking the following topics in a coherent manner: language and automata theory, supervisory control, Petri net theory, Markov chains and queuing theory, discrete-event simulation, and concurrent estimation techniques. This edition includes new material pertaining to the diagnosis of discrete event systems, decentralized supervisory control, and interval-based timed automata and hybrid automata models. This textbook is valuable to advanced-level students and researchers in a variety of disciplines where the study of discrete event systems is relevant: control, communications, computer engineering, computer science, manufacturing engineering, operations research, and industrial engineering. 26 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Introduction to mathematical finance : discrete time models / par Pliska, S.R. Publication : [S.l.] : Blackwell Publishers, 1997 . 262 p. ; , Relié. 24 cm. Date : 1997 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Mathematical methods and theory in games, programming, and economics / par Karlin,, Samuel, Publication : Mineola, N.Y. : Dover Publications, 2003 . 2 v. in 1 : , Originally published in 2 v.: Reading, Mass. : Addison-Wesley Pub. Co., c1959, in series: Addison-Wesley series in statistics. | "Two volumes bound as one." 23 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Mathematical methods in risk theory / par Bþhlmann,, Hans. Publication : [S.l.] : Springer, 1996 . 210 pages ; , From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician who wants to become familiar with the subject." Math. Reviews Vol. 43 "It is a book of fundamental importance for all interested in the application or teaching of the subject and a significant addition to the literature." Journal of the Royal Statistical Society (England) 1971 " This latest addition to the literature of risk theory is a masterful work.." Transactions, Soc of Actuaries meetings 65. 24 cm. Date : 1996 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Measure theory and probability theory / par Athreya, Krishna B. Publication : [S.l.] : Springer-Verlag New York Inc., 2006 . 618 p. ; , ReliØ. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Pavement management for airports, roads, and parking lots / par Shahin,, Mo Y. Publication : [S.l.] : Springer, 2005 . 572 p. ; , Emphasizing sound, cost-effective management rather than emergency repairs, this comprehensive volume offers practical guidelines on evaluating and managing pavements for airports, municipalities, and commercial real estate firms. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Quantum mechanics : an accessible introduction / par Scherrer,, Robert. Publication : [S.l.] : Addison Wesley, 2005 . 500 p. ; , KEY BENEFIT : Robert Scherrer's text provides a uniquely accessible and thorough introduction to quantum mechanics for readers. Scherrer carefully develops a solid foundation by recapping on the required math and other basic concepts before developing all the major more advanced topics. The Origins of Quantum Mechanics, The Problem with Blackbody Radiation, Math Interlude A: Complex Numbers and Linear Operators, The Schrijdinger Equation, One-Dimensional Time-Independent, Math Interlude B: Linear Algebra,  The Three-Dimensional Time-Independent, Math Interlude C: Matrices, Dirac Notation, and the Dirac Delta Function, Spin Angular Momentum, Time-Independent Perturbation Theory, The Variational Principle, Time-Dependent Perturbation Theory, Scattering Theory, The Multiparticle Schrijdinger Equation, Some Modern Applications of Quantum Mechanics, What Comes Next? Relativistic Quantum Mechanics KEY MARKET : For all readers interested in quantum mechanics.   24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Statistical methods in counterterrorism : game theory, modeling, syndromic surveillance, and biometric authentication.   Publication : [S.l.] : Springer, 2006 . 292 p. ; , All the data was out there to warn us of this impending attack, why didn't we see it?" This was a frequently asked question in the weeks and months after the terrorist attacks on the World Trade Center and the Pentagon on September 11, 2001. In the wake of the attacks, statisticians moved quickly to become part of the national response to the global war on terror. This book is an overview of the emerging research program at the intersection of national security and statistical sciences. A wide range of talented researchers address issues in - Syndromic Surveillance---How do we detect and recognize bioterrorist events? - Modeling and Simulation---How do we better understand and explain complex processes so that decision makers can take the best course of action? - Biometric Authentication---How do we pick the terrorist out of the crowd of faces or better match the passport to the traveler? - Game Theory---How do we understand the rules that terrorists are playing by? This book includes technical treatments of statistical issues that will be of use to quantitative researchers as well as more general examinations of quantitative approaches to counterterrorism that will be accessible to decision makers with stronger policy backgrounds. Dr. Alyson G. Wilson is a statistician and the technical lead for DoD programs in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. Gregory D. Wilson is a rhetorician and ethnographer in the Statistical Sciences Group at Los Alamos National Laboratory. Dr. David H. Olwell is chair of the Department of Systems Engineering at the Naval Postgraduate School in Monterey, California. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),
Stochastic differential equations : an introduction with applications / par k̲sendal,, Bernt. Publication : [S.l.] : Springer, 2003 . 374 p. ; , This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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