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Author: David Frederik Schrager
Publisher: Rozenberg Publishers
ISBN: 9051709455
Category :
Languages : en
Pages : 195
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Book Description
Author: David Frederik Schrager
Publisher: Rozenberg Publishers
ISBN: 9051709455
Category :
Languages : en
Pages : 195
Get Book Here
Book Description
Author: Juan J. Dolado
Publisher: Emerald Group Publishing
ISBN: 1803826371
Category : Business & Economics
Languages : en
Pages : 200
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Book Description
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.
Author: Vytautas Cyras
Publisher: Springer Nature
ISBN: 3031279573
Category : Law
Languages : en
Pages : 306
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Book Description
Both legal scholars and computer scientists will be curious to know how the gap between law and computing can be bridged. The law, and also jurisprudence, is based on language, and is mainly textual. Every syntactic system has its semantic range, and so does language, which in law achieves a high degree of professional precision. The use of visualisations is a syntactic supplement and opens up a new understanding of legal forms. This understanding was reinforced by the paradigm shift from textual law to legal informatics, in which visual formal notations are decisive. The authors have been dealing with visualisation approaches for a long time and summarise them here for discussion. In this book, a multiphase transformation from the legal domain to computer code is explored. The authors consider law enforcement by computer. The target view is that legal machines are legal actors that are capable of triggering institutional facts. In the visualisation of statutory law, an approach called Structural Legal Visualisation is presented. Specifically, the visualisation of legal meaning is linked with tertium comparationis, the third part of the comparison. In a legal documentation system, representing one legal source with multiple documents is viewed as a granularity problem. The authors propose to supplement legislative documents ex ante with explicit logic-oriented information in the form of a mini thesaurus. In contrast to so-called strong relations such as synonymy, antonymy and hypernymy/hyponymy, one should consider weak relations: (1) dialectical relations, a term of dialectical antithesis; (2) context relations; and (3) metaphorical relations, which means the use of metaphors for terms. The chapters trace topics such as the distinction between knowledge visualisation and knowledge representation, the visualisation of Hans Kelsen’s Pure Theory of Law, the separation of law and legal science, legal subsumption, legal relations, legal machines, encapsulation, compliance, transparency, standard cases and hard cases.
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 1784411825
Category : Political Science
Languages : en
Pages : 772
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Book Description
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Author: Bernhard Pfaff
Publisher: John Wiley & Sons
ISBN: 1119119677
Category : Mathematics
Languages : en
Pages : 448
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Book Description
Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Is accompanied by a supporting website featuring examples and case studies in R. Includes updated list of R packages for enabling the reader to replicate the results in the book. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
Author: Škrinjari?, Tihana
Publisher: IGI Global
ISBN: 1799850846
Category : Business & Economics
Languages : en
Pages : 432
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Book Description
In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Author: Robert Engle
Publisher: Princeton University Press
ISBN: 1400830192
Category : Business & Economics
Languages : en
Pages : 176
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Book Description
Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many other critical financial activities. In Anticipating Correlations, Nobel Prize-winning economist Robert Engle introduces an important new method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). Engle demonstrates the role of correlations in financial decision making, and addresses the economic underpinnings and theoretical properties of correlations and their relation to other measures of dependence. He compares DCC with other correlation estimators such as historical correlation, exponential smoothing, and multivariate GARCH, and he presents a range of important applications of DCC. Engle presents the asymmetric model and illustrates it using a multicountry equity and bond return model. He introduces the new FACTOR DCC model that blends factor models with the DCC to produce a model with the best features of both, and illustrates it using an array of U.S. large-cap equities. Engle shows how overinvestment in collateralized debt obligations, or CDOs, lies at the heart of the subprime mortgage crisis--and how the correlation models in this book could have foreseen the risks. A technical chapter of econometric results also is included. Based on the Econometric and Tinbergen Institutes Lectures, Anticipating Correlations puts powerful new forecasting tools into the hands of researchers, financial analysts, risk managers, derivative quants, and graduate students.
Author: Mário S. Alvim
Publisher: Springer Nature
ISBN: 3030311759
Category : Computers
Languages : en
Pages : 485
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Book Description
This Festschrift was published in honor of Catuscia Palamidessi on the occasion of her 60th birthday. It features 6 laudations, which are available in the front matter of the volume, and 25 papers by close collaborators and friends. The papers are organized in topical sections named: concurrency; logic and constraint programming; security and privacy; and models and puzzles. These contributions are a tribute to Catuscia Palamidessi’s intellectual depth, vision, passion for science, and tenacity in solving technical problems. They also reflect the breadth and impact of her work. Her scientific interests include, in chronological order, principles of programming languages, concurrency theory, security, and privacy.
Author: Alexander M. Korsunsky
Publisher: Butterworth-Heinemann
ISBN: 0128109912
Category : Technology & Engineering
Languages : en
Pages : 214
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Book Description
Residual stresses are an important subject in materials science and engineering that has implications across disciplines, from quantum dots to human teeth, from aeroengines to automotive surface finishing. Although a number of monographs exist, no resource is available in the form of a book to serve as a good basis for teaching the fundamentals. A Teaching Essay on Residual Stresses and Eigenstrains introduces eigenstrain methods as a powerful unified approach to residual stress modeling, measurement, and management. Starting with simple residual stress states, the key relationships are elucidated between deformation processes, inelastic strains (eigenstrains) these may introduce, and the resulting residual stress states. This book is written not only for the materials scientist, mechanical engineer, and student seeking to appreciate the origins of residual stress, but also for the more mature researcher and industrial engineer looking to improve their understanding of the eigenstrain approach to describing residual stress. - Provides a unified basis for understanding the fundamentals of residual stress origins and consequences - Introduces a classification of the most important residual stress states and their efficient description, as well as discussing measurement approaches, their limitations, and uses - Approaches the nature and application of eigenstrain methods in a systematic way to describe residual stress fields
Author: MarveleneC. Moore
Publisher: Routledge
ISBN: 1351570552
Category : Education
Languages : en
Pages : 553
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Book Description
This volume of essays references traditional and contemporary thought on theory and practice in music education for all age groups, from the very young to the elderly. The material spans a broad range of subject areas from history and philosophy to art and music, and addresses issues such as curriculum, pedagogy, assessment and evaluation, as well as current issues in technology and performance standards. Written by leading researchers and educators from diverse countries and cultures, this selection of previously published articles, research studies and book chapters is representative of the most frequently discussed and debated topics in the profession. This volume, which documents the importance of lifelong learning, is an indispensable reference work for specialists in the field of music education.
