Author: Mukesh Saraswat
Publisher: Springer Nature
ISBN: 9811966346
Category : Technology & Engineering
Languages : en
Pages : 908
Book Description
This book gathers outstanding papers presented at the International Conference on Data Science and Applications (ICDSA 2022), organized by Soft Computing Research Society (SCRS) and Jadavpur University, Kolkata, India, from 26 to 27 March 2022. It covers theoretical and empirical developments in various areas of big data analytics, big data technologies, decision tree learning, wireless communication, wireless sensor networking, bioinformatics and systems, artificial neural networks, deep learning, genetic algorithms, data mining, fuzzy logic, optimization algorithms, image processing, computational intelligence in civil engineering, and creative computing.
Proceedings of International Conference on Data Science and Applications
Author: Mukesh Saraswat
Publisher: Springer Nature
ISBN: 9811966346
Category : Technology & Engineering
Languages : en
Pages : 908
Book Description
This book gathers outstanding papers presented at the International Conference on Data Science and Applications (ICDSA 2022), organized by Soft Computing Research Society (SCRS) and Jadavpur University, Kolkata, India, from 26 to 27 March 2022. It covers theoretical and empirical developments in various areas of big data analytics, big data technologies, decision tree learning, wireless communication, wireless sensor networking, bioinformatics and systems, artificial neural networks, deep learning, genetic algorithms, data mining, fuzzy logic, optimization algorithms, image processing, computational intelligence in civil engineering, and creative computing.
Publisher: Springer Nature
ISBN: 9811966346
Category : Technology & Engineering
Languages : en
Pages : 908
Book Description
This book gathers outstanding papers presented at the International Conference on Data Science and Applications (ICDSA 2022), organized by Soft Computing Research Society (SCRS) and Jadavpur University, Kolkata, India, from 26 to 27 March 2022. It covers theoretical and empirical developments in various areas of big data analytics, big data technologies, decision tree learning, wireless communication, wireless sensor networking, bioinformatics and systems, artificial neural networks, deep learning, genetic algorithms, data mining, fuzzy logic, optimization algorithms, image processing, computational intelligence in civil engineering, and creative computing.
Machine Learning and Knowledge Discovery in Databases. Applied Data Science Track
Author: Yuxiao Dong
Publisher: Springer Nature
ISBN: 3030865142
Category : Computers
Languages : en
Pages : 579
Book Description
The multi-volume set LNAI 12975 until 12979 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2021, which was held during September 13-17, 2021. The conference was originally planned to take place in Bilbao, Spain, but changed to an online event due to the COVID-19 pandemic. The 210 full papers presented in these proceedings were carefully reviewed and selected from a total of 869 submissions. The volumes are organized in topical sections as follows: Research Track: Part I: Online learning; reinforcement learning; time series, streams, and sequence models; transfer and multi-task learning; semi-supervised and few-shot learning; learning algorithms and applications. Part II: Generative models; algorithms and learning theory; graphs and networks; interpretation, explainability, transparency, safety. Part III: Generative models; search and optimization; supervised learning; text mining and natural language processing; image processing, computer vision and visual analytics. Applied Data Science Track: Part IV: Anomaly detection and malware; spatio-temporal data; e-commerce and finance; healthcare and medical applications (including Covid); mobility and transportation. Part V: Automating machine learning, optimization, and feature engineering; machine learning based simulations and knowledge discovery; recommender systems and behavior modeling; natural language processing; remote sensing, image and video processing; social media.
Publisher: Springer Nature
ISBN: 3030865142
Category : Computers
Languages : en
Pages : 579
Book Description
The multi-volume set LNAI 12975 until 12979 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2021, which was held during September 13-17, 2021. The conference was originally planned to take place in Bilbao, Spain, but changed to an online event due to the COVID-19 pandemic. The 210 full papers presented in these proceedings were carefully reviewed and selected from a total of 869 submissions. The volumes are organized in topical sections as follows: Research Track: Part I: Online learning; reinforcement learning; time series, streams, and sequence models; transfer and multi-task learning; semi-supervised and few-shot learning; learning algorithms and applications. Part II: Generative models; algorithms and learning theory; graphs and networks; interpretation, explainability, transparency, safety. Part III: Generative models; search and optimization; supervised learning; text mining and natural language processing; image processing, computer vision and visual analytics. Applied Data Science Track: Part IV: Anomaly detection and malware; spatio-temporal data; e-commerce and finance; healthcare and medical applications (including Covid); mobility and transportation. Part V: Automating machine learning, optimization, and feature engineering; machine learning based simulations and knowledge discovery; recommender systems and behavior modeling; natural language processing; remote sensing, image and video processing; social media.
Limit Order Books
Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Artificial Intelligence in Insurance and Finance
Author: Glenn Fung
Publisher: Frontiers Media SA
ISBN: 2889718115
Category : Science
Languages : en
Pages : 135
Book Description
Luisa Fernanda Polania Cabrera is an Experienced Professional at Target Corporation (United States). Victor Wu is a Product Manager at GitLab Inc, San Francisco, United States. Sou-Cheng Choi is a Consulting Principle Data Scientist at Allstate Corporation. Lawrence Kwan Ho Ma is the Founder, Director and Chief Scientist of Valigo Limited and Founder, CEO and Chief Scientist of EMALI.IO Limited. Glenn M. Fung is the Chief Research Scientist at American Family Insurance.
Publisher: Frontiers Media SA
ISBN: 2889718115
Category : Science
Languages : en
Pages : 135
Book Description
Luisa Fernanda Polania Cabrera is an Experienced Professional at Target Corporation (United States). Victor Wu is a Product Manager at GitLab Inc, San Francisco, United States. Sou-Cheng Choi is a Consulting Principle Data Scientist at Allstate Corporation. Lawrence Kwan Ho Ma is the Founder, Director and Chief Scientist of Valigo Limited and Founder, CEO and Chief Scientist of EMALI.IO Limited. Glenn M. Fung is the Chief Research Scientist at American Family Insurance.
Econophysics of Order-driven Markets
Author: Frédéric Abergel
Publisher: Springer Science & Business Media
ISBN: 8847017661
Category : Business & Economics
Languages : en
Pages : 316
Book Description
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.
Publisher: Springer Science & Business Media
ISBN: 8847017661
Category : Business & Economics
Languages : en
Pages : 316
Book Description
The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.
Trading and Electronic Markets: What Investment Professionals Need to Know
Author: Larry Harris
Publisher: CFA Institute Research Foundation
ISBN: 1934667927
Category : Business & Economics
Languages : en
Pages : 94
Book Description
The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as well as when active investment strategies are profitable. The book then explains how managers must measure and control transaction costs to perform well. Electronic trading systems and electronic trading strategies now dominate trading in exchange markets throughout the world. The book identifies why speed is of such great importance to electronic traders, how they obtain it, and the trading strategies they use to exploit it. Finally, the book analyzes many issues associated with electronic trading that currently concern practitioners and regulators.
Publisher: CFA Institute Research Foundation
ISBN: 1934667927
Category : Business & Economics
Languages : en
Pages : 94
Book Description
The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as well as when active investment strategies are profitable. The book then explains how managers must measure and control transaction costs to perform well. Electronic trading systems and electronic trading strategies now dominate trading in exchange markets throughout the world. The book identifies why speed is of such great importance to electronic traders, how they obtain it, and the trading strategies they use to exploit it. Finally, the book analyzes many issues associated with electronic trading that currently concern practitioners and regulators.
Conference Proceedings of ICDLAIR2019
Author: Meenakshi Tripathi
Publisher: Springer Nature
ISBN: 3030671879
Category : Computers
Languages : en
Pages : 376
Book Description
This proceedings book includes the results from the International Conference on Deep Learning, Artificial Intelligence and Robotics, held in Malaviya National Institute of Technology, Jawahar Lal Nehru Marg, Malaviya Nagar, Jaipur, Rajasthan, 302017. The scope of this conference includes all subareas of AI, with broad coverage of traditional topics like robotics, statistical learning and deep learning techniques. However, the organizing committee expressly encouraged work on the applications of DL and AI in the important fields of computer/electronics/electrical/mechanical/chemical/textile engineering, health care and agriculture, business and social media and other relevant domains. The conference welcomed papers on the following (but not limited to) research topics: · Deep Learning: Applications of deep learning in various engineering streams, neural information processing systems, training schemes, GPU computation and paradigms, human–computer interaction, genetic algorithm, reinforcement learning, natural language processing, social computing, user customization, embedded computation, automotive design and bioinformatics · Artificial Intelligence: Automatic control, natural language processing, data mining and machine learning tools, fuzzy logic, heuristic optimization techniques (membrane-based separation, wastewater treatment, process control, etc.) and soft computing · Robotics: Automation and advanced control-based applications in engineering, neural networks on low powered devices, human–robot interaction and communication, cognitive, developmental and evolutionary robotics, fault diagnosis, virtual reality, space and underwater robotics, simulation and modelling, bio-inspired robotics, cable robots, cognitive robotics, collaborative robotics, collective and social robots and humanoid robots It was a collaborative platform for academic experts, researchers and corporate professionals for interacting their research in various domain of engineering like robotics, data acquisition, human–computer interaction, genetic algorithm, sentiment analysis as well as usage of AI and advanced computation in various industrial challenges based applications such as user customization, augmented reality, voice assistants, reactor design, product formulation/synthesis, embedded system design, membrane-based separation for protecting environment along with wastewater treatment, rheological properties estimation for Newtonian and non-Newtonian fluids used in micro-processing industries and fault detection.
Publisher: Springer Nature
ISBN: 3030671879
Category : Computers
Languages : en
Pages : 376
Book Description
This proceedings book includes the results from the International Conference on Deep Learning, Artificial Intelligence and Robotics, held in Malaviya National Institute of Technology, Jawahar Lal Nehru Marg, Malaviya Nagar, Jaipur, Rajasthan, 302017. The scope of this conference includes all subareas of AI, with broad coverage of traditional topics like robotics, statistical learning and deep learning techniques. However, the organizing committee expressly encouraged work on the applications of DL and AI in the important fields of computer/electronics/electrical/mechanical/chemical/textile engineering, health care and agriculture, business and social media and other relevant domains. The conference welcomed papers on the following (but not limited to) research topics: · Deep Learning: Applications of deep learning in various engineering streams, neural information processing systems, training schemes, GPU computation and paradigms, human–computer interaction, genetic algorithm, reinforcement learning, natural language processing, social computing, user customization, embedded computation, automotive design and bioinformatics · Artificial Intelligence: Automatic control, natural language processing, data mining and machine learning tools, fuzzy logic, heuristic optimization techniques (membrane-based separation, wastewater treatment, process control, etc.) and soft computing · Robotics: Automation and advanced control-based applications in engineering, neural networks on low powered devices, human–robot interaction and communication, cognitive, developmental and evolutionary robotics, fault diagnosis, virtual reality, space and underwater robotics, simulation and modelling, bio-inspired robotics, cable robots, cognitive robotics, collaborative robotics, collective and social robots and humanoid robots It was a collaborative platform for academic experts, researchers and corporate professionals for interacting their research in various domain of engineering like robotics, data acquisition, human–computer interaction, genetic algorithm, sentiment analysis as well as usage of AI and advanced computation in various industrial challenges based applications such as user customization, augmented reality, voice assistants, reactor design, product formulation/synthesis, embedded system design, membrane-based separation for protecting environment along with wastewater treatment, rheological properties estimation for Newtonian and non-Newtonian fluids used in micro-processing industries and fault detection.
Stochastic Volatility Modeling
Author: Lorenzo Bergomi
Publisher: CRC Press
ISBN: 1482244071
Category : Business & Economics
Languages : en
Pages : 520
Book Description
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c
Publisher: CRC Press
ISBN: 1482244071
Category : Business & Economics
Languages : en
Pages : 520
Book Description
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c
Applied Predictive Modeling
Author: Max Kuhn
Publisher: Springer Science & Business Media
ISBN: 1461468493
Category : Medical
Languages : en
Pages : 595
Book Description
Applied Predictive Modeling covers the overall predictive modeling process, beginning with the crucial steps of data preprocessing, data splitting and foundations of model tuning. The text then provides intuitive explanations of numerous common and modern regression and classification techniques, always with an emphasis on illustrating and solving real data problems. The text illustrates all parts of the modeling process through many hands-on, real-life examples, and every chapter contains extensive R code for each step of the process. This multi-purpose text can be used as an introduction to predictive models and the overall modeling process, a practitioner’s reference handbook, or as a text for advanced undergraduate or graduate level predictive modeling courses. To that end, each chapter contains problem sets to help solidify the covered concepts and uses data available in the book’s R package. This text is intended for a broad audience as both an introduction to predictive models as well as a guide to applying them. Non-mathematical readers will appreciate the intuitive explanations of the techniques while an emphasis on problem-solving with real data across a wide variety of applications will aid practitioners who wish to extend their expertise. Readers should have knowledge of basic statistical ideas, such as correlation and linear regression analysis. While the text is biased against complex equations, a mathematical background is needed for advanced topics.
Publisher: Springer Science & Business Media
ISBN: 1461468493
Category : Medical
Languages : en
Pages : 595
Book Description
Applied Predictive Modeling covers the overall predictive modeling process, beginning with the crucial steps of data preprocessing, data splitting and foundations of model tuning. The text then provides intuitive explanations of numerous common and modern regression and classification techniques, always with an emphasis on illustrating and solving real data problems. The text illustrates all parts of the modeling process through many hands-on, real-life examples, and every chapter contains extensive R code for each step of the process. This multi-purpose text can be used as an introduction to predictive models and the overall modeling process, a practitioner’s reference handbook, or as a text for advanced undergraduate or graduate level predictive modeling courses. To that end, each chapter contains problem sets to help solidify the covered concepts and uses data available in the book’s R package. This text is intended for a broad audience as both an introduction to predictive models as well as a guide to applying them. Non-mathematical readers will appreciate the intuitive explanations of the techniques while an emphasis on problem-solving with real data across a wide variety of applications will aid practitioners who wish to extend their expertise. Readers should have knowledge of basic statistical ideas, such as correlation and linear regression analysis. While the text is biased against complex equations, a mathematical background is needed for advanced topics.
Empirical Market Microstructure
Author: Joel Hasbrouck
Publisher: Oxford University Press
ISBN: 0198041306
Category : Business & Economics
Languages : en
Pages : 209
Book Description
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Publisher: Oxford University Press
ISBN: 0198041306
Category : Business & Economics
Languages : en
Pages : 209
Book Description
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.