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eBooks Probabilité

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  • Bayesian Methods in the Search for MH370

    Collection series SpringerBriefs in Electrical and Computer Engineering
    This book demonstrates how nonlinear/non-Gaussian Bayesian time series estimation methods were used to produce a probability distribution of potential MH370 flight paths. It provides details of how the probabilistic models of aircraft flight dynamics, satellite communication system measurements, environmental effects and radar data were constructed and calibrated. The probability distribution was ... En savoir plus

    Gratuit

  • Introduction To Stochastic Processes

    Collection Livre 2 - World Scientific Series On Probability Theory And Its Applications
    The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and ... En savoir plus

    49,33 €

  • A Course in Probability Theory

    par Kai Lai Chung ...
    Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original ... En savoir plus

    50,46 €

  • Random Dynamical Systems in Finance

    The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this emerging area, Random Dynamical Systems in Finance ... En savoir plus

    84,25 €

  • Applied Sequential Methodologies

    Real-World Examples with Data Analysis

    A technically precise yet clear presentation of modern sequential methodologies having immediate applications to practical problems in the real world, Applied Sequential Methodologies communicates invaluable techniques for data mining, agricultural science, genetics, computer simulation, finance, clinical trials, sonar signal detection, randomizati ... En savoir plus

    84,25 €

  • Artificial Intelligence

    Collection Livre 49 - Handbook of Statistics
    Artificial Intelligence, Volume 49 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics. Chapters in this new release include AI Teacher-Student based Adaptive Structural Deep Learning Model and Its Estimating Uncertainty of Image Data, Machine-derived Intelligence: Computations Beyond the ... En savoir plus

    207,02 €

  • Bayesian Analysis of Time Series

    In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian approach to make inferences about their parameters. This is done by taking the prior information and via Bayes theorem implementing Bayesian inferences of ... En savoir plus

    66,45 €

  • Stochastic Geometric Analysis with Applications

    par Ovidiu Calin ...
    This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims ... En savoir plus

    112,98 €

  • Stochastic Partial Differential Equations and Applications

    Modifié par Giuseppe Da Prato ...
    Collection series Lecture Notes in Pure and Applied Mathematics
    Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications ... En savoir plus

    379,76 €

  • Statistical Inference in Stochastic Processes

    Modifié par N.U. Prabhu ...
    Collection series Probability: Pure and Applied
    Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di ... En savoir plus

    86,62 €

  • The Probability Companion for Engineering and Computer Science

    This friendly guide is the companion you need to convert pure mathematics into understanding and facility with a host of probabilistic tools. The book provides a high-level view of probability and its most powerful applications. It begins with the basic rules of probability and quickly progresses to some of the most sophisticated modern techniques in use, including Kalman filters, Monte Carlo ... En savoir plus

    50,36 €

  • A Forward-Backward SDEs Approach to Pricing in Carbon Markets

    Collection series Mathematics of Planet Earth
    In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and ... En savoir plus

    55,61 €

  • Die Komponenten der Bevölkerungsentwicklung: Entwicklung und Prognose von Fertilität und Migration

    Studienarbeit aus dem Jahr 2005 im Fachbereich Mathematik - Statistik, Note: 2,3, Universität zu Köln (Seminar für Wirtschafts- und Sozialstatistik), Sprache: Deutsch, Abstract: Im Rahmen dieser Arbeit wird die Bevölkerungsentwicklung an Hand von Fertilität und Migration insbesondere in Deutschland untersucht. Vorab werden verschiedene Maße zur Berechnung von Fertilität und Migration dargestellt. ... En savoir plus

    15,99 €

  • Principles and Methods for Data Science

    Collection Livre 43 - Handbook of Statistics
    Principles and Methods for Data Science, Volume 43 in the Handbook of Statistics series, highlights new advances in the field, with this updated volume presenting interesting and timely topics, including Competing risks, aims and methods, Data analysis and mining of microbial community dynamics, Support Vector Machines, a robust prediction method with applications in bioinformatics, Bayesian Model ... En savoir plus

    207,02 €

  • Probability on Real Lie Algebras

    Collection Livre 206 - Cambridge Tracts in Mathematics
    This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal ... En savoir plus

    118,34 €

  • Econometrics, Finance, and Time Series Analysis

    Collection series Mathematics and Statistics (R0)
    This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of systemic risk is also developed in the energy market,which quantifies the cost of energy asset ... En savoir plus

    46,34 €

  • First Look At Stochastic Processes, A

    This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and ... En savoir plus

    23,89 €

  • Fractional Calculus and Fractional Processes with Applications to Financial Economics

    Theory and Application

    Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the ... En savoir plus

    48,61 €

  • Simulationsmethoden zur Berechnung des "Value at Risk". Historische Simulation und "Monte-Carlo-Simulation"

    par Natalie Kulenko ...
    Studienarbeit aus dem Jahr 2002 im Fachbereich Mathematik - Statistik, Note: 1,0, Universität zu Köln (Wirtschaftswissenschaftliche Fakultät), Sprache: Deutsch, Abstract: Der Wert eines Portfolios von Finanzanlagen wird durch verschiedene Risikofaktoren beeinflusst. Diese Risikofaktoren sind diverse Marktpreise wie Aktienkurse, Zinssätze, Wechselkurse etc. An den Wertänderungen des Portfolios, das ... En savoir plus

    15,99 €

  • Time Series with PyTorch

    Modern Deep Learning Toolkit for Real-World Forecasting Challenges

    Time series is far more than fit-predict forecasting. Real mastery comes from intuition and is built through experimentation. Walk the full range with two practitioners: forecasting, conformal prediction, transfer learning, and beyond. Key FeaturesGrasp core concepts through clear explanations that build genuine understanding rather than surface familiarityWork with realistic datasets and develop ... En savoir plus

    30,58 € ou Gratuit avec Kobo Plus

  • Quantum Stochastics

    Collection Livre 37 - Cambridge Series in Statistical and Probabilistic Mathematics
    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. ... En savoir plus

    62,10 €

  • Semimartingales and their Statistical Inference

    Collection series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
    Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.The class of semimartingales ... En savoir plus

    84,25 €

  • Optimizing Engineering Problems through Heuristic Techniques

    Collection series Science, Technology, and Management
    This book will cover heuristic optimization techniques and applications in engineering problems. The book will be divided into three sections that will provide coverage of the techniques, which can be employed by engineers, researchers, and manufacturing industries, to improve their productivity with the sole motive of socio-economic development. This will be the first book in the category of ... En savoir plus

    65,26 €

  • Physics and Finance

    par Volker Ziemann ...
    Collection series Physics and Astronomy (R0)
    This book introduces physics students to concepts and methods of finance. Despite being perceived as quite distant from physics, finance shares a number of common methods and ideas, usually related to noise and uncertainties. Juxtaposing the key methods to applications in both physics and finance articulates both differences and common features, this gives students a deeper understanding of the ... En savoir plus

    46,34 €