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An introduction to wavelets and other filtering methods in finance and economics /
by 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.
Availability:
Items available:
La bibliothèque des Sciences Juridiques, Economiques et de Gestion
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The physics of foraging
an introduction to random searches and biological encounters
Publication:
Cambridge | New York
Cambridge University Press
2011
. xiii, 164 pages
, "Do the movements of animals, including humans, follow patterns that can be described quantitatively by simple laws of motion? If so, then why? These questions have attracted the attention of scientists in many disciplines, and stimulated debates ranging from ecological matters to queries such as 'how can there be free will if one follows a law of motion?' This is the first book on this rapidly evolving subject, introducing random searches and foraging in a way that can be understood by readers without a previous background on the subject. It reviews theory as well as experiment, addresses open problems and perspectives, and discusses applications ranging from the colonization of Madagascar by Austronesians to the diffusion of genetically modified crops. The book will interest physicists working in the field of anomalous diffusion and movement ecology as well as ecologists already familiar with the concepts and methods of statistical physics"--
26 cm.
Date:
2011
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Items available:
La bibliothèque des Sciences Exactes et Naturelles
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A geometric approach to thermomechanics of dissipating continua
by Rakotomanana, Lalao.
Publication:
[S.l.]
Birkhuser,
200
. 280 p.
, This monograph focuses on the modeling of continua that exhibit the property of singularities in fields. A rational theory of continuum thermomechanics that takes into account the existence and distribution of scalar and vector discontinuities is presented. Guiding the work is the notion that discontinuities should be modeled by the torsion and curvature tensors (Cartan), thus forming an attractive alternative way of representing dissipating continua with singularities. Also emphasized in this study is the relationship between singularities and certain irreversible properties that occur in solid and fluid models. The required mathematical background is given in several appendices, although some basic understanding of differential geometry and tensor analysis would be helpful. The book is largely self-contained and should serve a readership of graduate students, researchers, and engineers in applied mathematics, mechanics, and physics.
23 cm.
Date:
200
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Items available:
La bibliothèque des Sciences Exactes et Naturelles
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Adaptation in dynamical systems
by 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
Availability:
Items available:
La bibliothèque des Sciences Exactes et Naturelles
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