Catalogue Bibliothèque de L'IMIST/CNRST › Résultats de la recherche pour 'se:Springer series in operations research and financial engineering.'

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		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), Réserver Ajouter au panier (Supprimer)
		An introduction to heavy-tailed and subexponential distributions / par Foss, Serguei. Publication : New York, NY : Springer, 2013 . 1 online resource. Date : 2013 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		An Introduction to Heavy-Tailed and Subexponential Distributions par Foss, Sergey. Publication : . XI, 157 p. Disponibilité : http://dx.doi.org/10.1007/978-1-4614-7101-1, Ajouter au panier (Supprimer)
		The Logic of Logistics Theory, Algorithms, and Applications for Logistics Management / par Simchi-Levi, David. Publication : . XX, 447 p. 43 illus., 18 illus. in color. Disponibilité : http://dx.doi.org/10.1007/978-1-4614-9149-1, Ajouter au panier (Supprimer)
		Implicit Functions and Solution Mappings A View from Variational Analysis / par Dontchev, Asen L. Publication : . XXVIII, 466 p. 14 illus., 1 illus. in color. Disponibilité : http://dx.doi.org/10.1007/978-1-4939-1037-3, Ajouter au panier (Supprimer)
		Newton-Type Methods for Optimization and Variational Problems par Izmailov, Alexey F. Publication : . XIX, 573 p. 30 illus., 1 illus. in color. Disponibilité : http://dx.doi.org/10.1007/978-3-319-04247-3, Ajouter au panier (Supprimer)
		Scheduling of Power Generation A Large-Scale Mixed-Variable Model / par Prékopa, András. Publication : . XI, 139 p. 26 illus. Disponibilité : http://dx.doi.org/10.1007/978-3-319-07815-1, Ajouter au panier (Supprimer)
		Multistage Stochastic Optimization par Pflug, Georg Ch. Publication : . XIV, 301 p. 81 illus. Disponibilité : http://dx.doi.org/10.1007/978-3-319-08843-3, Ajouter au panier (Supprimer)
		Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios / par Rüschendorf, Ludger. Publication : . XII, 408 p. Disponibilité : http://dx.doi.org/10.1007/978-3-642-33590-7, Ajouter au panier (Supprimer)