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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),

˜The œstatic and dynamic continuum theory of liguid crystals : a mathematical introduction / par Stewart,, Iain. Publication : [S.l.] : Taylor & Francis Ltd, 2003 . 360 p. ; , BrochØ. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Adaptation in dynamical systems par Tyukin, Ivan. Publication : Cambridge | New York Cambridge University Press 2011 . xvii, 410 pages , "In the context of this book, adaptation is taken to mean a feature of a system aimed at achieving the best possible performance, when mathematical models of the environment and the system itself are not fully available. This has applications ranging from theories of visual perception and the processing of information, to the more technical problems of friction compensation and adaptive classification of signals in fixed-weight recurrent neural networks. Largely devoted to the problems of adaptive regulation, tracking and identification, this book presents a unifying system-theoretic view on the problem of adaptation in dynamical systems. Special attention is given to systems with nonlinearly parameterized models of uncertainty. Concepts, methods and algorithms given in the text can be successfully employed in wider areas of science and technology. The detailed examples and background information make this book suitable for a wide range of researchers and graduates in cybernetics, mathematical modelling and neuroscience"-- 26 cm Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Analytical methods in elasticity par Rand, Omri. Publication : [S.l.] Birkhäuser 2004 . 400 p. , * Comprehensive textbook/reference applies mathematical methods and modern symbolic computational tools�to anisotropic elasticity * Presents�unified approach to a vast diversity of structural models * State-of-the-art solutions are provided for a wide range of composite material configurations, including: 3-D anisotropic bodies, 2-D anisotropic plates, laminated and thin-walled structures. 26 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Chemical process calculations manual / par Igbinoghene, David Carr. Publication : New York : McGraw-Hill, 2004 . ix, 325 p. : , Includes index. 23 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Computational electromagnetics for rf and microwave engineering / par Davidson,, David B. Publication : [S.l.] : Cambridge University Press, 2005 . 430 p. ; , The numerical approximation of Maxwell's equations, Computational Electromagnetics (CEM), has emerged as a crucial enabling technology for radio-frequency, microwave and wireless engineering. The three most popular 'full-wave' methods - the Finite Difference Time Domain Method, the Method of Moments, and the Finite Element Method - are introduced in this book by way of one or two-dimensional problems. Commercial or public domain codes implementing these methods are then applied to complex, real-world engineering problems, and a careful analysis of the reliability of the results obtained is performed, along with a discussion of the many pitfalls which can result in inaccurate and misleading solutions. The book will empower readers to become discerning users of CEM software, with an understanding of the underlying methods and confidence in the results obtained. It also introduces readers to the art of code development. This book is aimed at senior undergraduate/graduate students taking CEM courses and practising engineers in the industry. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Damped wave transport and relaxation / par Sharma,, Kal Renganathan. Publication : [S.l.] : Elsevier Science, 2005 . 462 p. ; , Transient problems in transport phenomena have a variety of applications, ranging from drug delivery systems in chemotherapy in bioengineering to heat transfer to surfaces in fluidized bed combustion (FBC) boilers in mechanical engineering. However, the attention given to transient problems is disproportionate with its occurrence in the industry. Damped Wave Transport and Relaxation looks at transient problems in heat, mass and momentum transfer: including non-Fourier effects of conduction and relaxation; non-Fick effects of mass diffusion and relaxation; and non-Newtonian effects of viscous momentum transfer and relaxation. The author also reviews applications to current problems of interest and uses worked examples and illustrations to describe the manifestations of using generalized transport equations. This book is intended for graduate students in transport phenomena and is an ideal reference source for industrial engineers. * Provides a connection with molecular phenomena * Separate sections are devoted to heat, mass and momentum transfer * Includes exercises and examples of applications. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Dynamics of markets : the new financial economics par McCauley, Joseph L. Publication : Cambridge, UK | New York Cambridge University Press 2009 . xv, 270 pages 26 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Electromagnetic field computation by network methods par Felsen,, Leopold B. Publication : [S.l.] Springer 2009 . 228 p. , In this monograph, the authors propose a systematic and rigorous treatment of electromagnetic field representations in complex structures. The architecture suggested in this book accommodates use of different numerical methods as well as alternative Green's function representations in each of the subdomains resulting from a partitioning of the overall problem. The subdomains are regions of space where electromagnetic energy is stored and are described in terms of equivalent circuit representations based either on lumped element circuits or on transmission lines. Connection networks connect the subcircuits representing the subdomains. The connection networks are lossless, don't store energy and represent the overall problem topology. This is similar to what is done in circuit theory and permits a phrasing of the solution of EM field problems in complex structures by Network-oriented methods. 24 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Engineering turbulence modelling and experiments 6 : ercoftac international symposium on engineering turbulence and measurements - etmm6.   Publication : [S.l.] : Elsevier Science, 2005 . 1012 p. ; , Proceedings of the world renowned ERCOFTAC (International Symposium on Engineering Turbulence Modelling and Measurements). The proceedings include papers dealing with the following areas of turbulence: Âɛ Eddy-viscosity and second-order RANS models Âɛ Direct and large-eddy simulations and deductions for conventional modelling Âɛ Measurement and visualization techniques, experimental studies Âɛ Turbulence control Âɛ Transition and effects of curvature, rotation and buoyancy on turbulence Âɛ Aero-acoustics Âɛ Heat and mass transfer and chemically reacting flows Âɛ Compressible flows, shock phenomena Âɛ Two-phase flows Âɛ Applications in aerospace engineering, turbomachinery and reciprocating engines, industrial aerodynamics and wind engineering, and selected chemical engineering problems Turbulence remains one of the key issues in tackling engineering flow problems. These problems are solved more and more by CFD analysis, the reliability of which depends strongly on the performance of the turbulence models employed. Successful simulation of turbulence requires the understanding of the complex physical phenomena involved and suitable models for describing the turbulent momentum, heat and mass transfer. For the understanding of turbulence phenomena, experiments are indispensable, but they are equally important for providing data for the development and testing of turbulence models and hence for CFD software validation. As in other fields of Science, in the rapidly developing discipline of turbulence, swift progress can be achieved only by keeping up to date with recent advances all over the world and by exchanging ideas with colleagues active in related fields. 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),
Fractals in engineering new trends in theory and applications par Vehel, Evelyne Lutton. Publication : London Springer 2005 . 289 p. , The use of fractals in engineering is evolving swiftly and the editors have turned to Springer for the third time to bring you the latest research emerging from the growth in techniques available for the application of the ideas of fractals and complexity to a variety of engineering fields. The potential of this research can be seen in real industrial situations with recent progress being made in areas such as chemical engineering, internet traffic, physics and finance. Signal and image processing continues to be a major field of application for fractal analysis and is well-represented here. It is important to note that the applications models are presented with a firm basis in theoretical argument. Consisting of papers written by a world-wide pool of contributors, the multidisciplinary approach of "Fractals in Engineering" will be of particular interest to industrial researchers and practitioners as well as to academics from many backgrounds. 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),

Hydrogeology and groundwater modeling / par Krešić, Neven. Publication : Boca Raton : CRC Press, 2007 . 807 p. : 27 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Image processing and mathematical morphology fundamentals and applications par Shih, Frank Y. Publication : Boca Raton CRC Press 2009 . xxiii, 415 pages 25 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

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