Stochastic concept

Part 1 of ebook "Stochastic processes and calculus: An elementary introduction with applications" provides readers with contents including: Chapter 1 - Introduction; Chapter 2 - Basic concepts from probability theory; Chapter 3 - Autoregressive moving average processes (ARMA); Chapter 4 - Spectra of stationary processes; Chapter 5 - Long memory and fractional integration; Chapter 6 - Processes with autoregressive conditional heteroskedasticity (ARCH);...

163p daonhiennhien 03-07-2024 1 1   Download

Ebook "Dynamic analysis and design of offshore structures" attempts to provide readers with an overall idea of various types of offshore platform geometries. It covers the various environmental loads encountered by these structures, a detailed description of the fundamentals of structural dynamics in a class-room style, estimate of damping in offshore structures and their applications in the preliminary analysis and design. Basic concepts of structural dynamics are emphasized through simple illustrative examples and exercises.

305p cotieubac1004 15-03-2024 1 0   Download

Ebook "Classical and spatial stochastic processes: With applications to biology (Second edition)" presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response.

271p manmanthanhla0201 26-02-2024 4 1   Download

We explore how curriculum learning impacts language acquisition from multimedia data. We propose a new curriculum learning methods based on word concreteness aiming to strengthen the learning of concrete concepts in images.

13p viannee 02-08-2023 7 4   Download

Continued part 1, part 2 of ebook "Currents in industrial mathematics: From concepts to research to education" provides readers with content including: virtual production of filaments and fleeces; modeling and simulation of filtration processes; maximal material yield in gemstone cutting; robust state estimation of complex systems; option pricing in practice — Heston’s stochastic volatility model;...

334p dieptieuung 19-07-2023 5 3   Download

Continued part 1, part 2 of ebook "Basic concepts in computational physics (Second edition)" has presents the following content: stochastic methods; pseudo-random number generators; random sampling methods; a brief introduction to monte-carlo methods; the ising model; some basics of stochastic processes; the random walk and diffusion theory; markov-chain monte carlo and the potts model; data analysis; stochastic optimization; the two-body problem;...

221p dieptieuung 20-07-2023 9 3   Download

The paper presents a performance analysis of global-local mean square error criterion of stochastic linearization for some nonlinear oscillators. This criterion of stochastic linearization for nonlinear oscillators bases on dual conception to the local mean square error criterion (LOMSEC).

15p nguaconbaynhay11 07-04-2021 11 1   Download

In this paper we study linear stochastic implicit difference equations (LSIDEs for short) of index-1. We give a definition of solution and introduce an index-1 concept for these equations. The mean square stability of LSIDEs is studied by using the method of solution evaluation. An example is given to illustrate the obtained results.

8p tamynhan6 14-09-2020 10 1   Download

In fact, the sea wave is considered as a stochastic process. The random characteristics of the sea wave are described by a suitable spectrum. Offshore structures analyzing on random concept may be determined by creating a random wave surface from a defined wave spectrum for the sea area of consideration. This paper presents the method to establish random wave surface in Vietnam’s sea areas based on any suitable wave spectrum. Hereby, hydro -dynamical characteristics of waves can be determined for further calculation of wave loads on offshore structures.

5p quenchua5 17-05-2020 13 0   Download

The content of Strategies, operations and safety in airline industry: Part 1 includes: a financial history and analysis of the U.S. airline industry, airline operations control: a new concept for operations recovery, outsourcing strategies of full-service airlines: an application of two theoretical perspectives, the pricing strategy of Ryanair, measuring and benchmarking airport efficiency: an application of data envelopment analysis and stochastic frontier analysis.

171p lequangvinh1608 09-08-2019 23 1   Download

The classical transportation problem (having source and destination as indices) deals with the objective of minimizing a single criterion, i.e. cost of transporting a commodity. Additional indices such as commodities and modes of transport led to the Multi Index transportation problem.

27p danhnguyentuongvi27 19-12-2018 21 0   Download

This chapter’s objectives are to: Introduce the basic concept of cointegration and show that it applies in a variety of economic models, show that cointegration necessitates that the stochastic trends of nonstationary variables be linked

33p nomoney17 04-07-2017 46 2   Download

(bq) approximately 1/3 of the text is new material - this material maintains the style and spirit of previous editions. in order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.

242p bautroibinhyen20 06-03-2017 88 6   Download

This book is written for those physicists who want to work on Wall Street but have not bothered to read anything about Finance. This is a crash course that the author, a physicist himself, needed when he landed a financial data analyst job and became fascinated with the huge data sets at his disposal. More broadly, this book addresses the reader with some background in science or engineering (college-level math helps) who is willing to learn the basic concepts and quantitative methods used in modern finance.

179p thuymonguyen88 07-05-2013 66 12   Download

Given the random nature of future events on financial markets, the field of stochastics (prob- ability theory, statistics and the theory of stochastic processes) obviously plays an important role in quantitative risk management. In addition, techniques from convex analysis and opti- mization and numerical methods are frequently being used. In fact, part of the challenge in quantitative risk management stems from the fact that techniques from several existing quanti- tative disciplines are drawn together.

28p doipassword 01-02-2013 53 4   Download

We have attempted to explain the concepts which have been used and developed to model the stochastic dynamics of natural and biological systems. While the theory of stochastic differential equations and stochastic processes provide an attractive framework with an intuitive appeal to many problems with naturally induced variations, the solutions to such models are an active area of research, which is in its infancy. Therefore, this book should provide a large number of areas to research further.

253p hotmoingay 03-01-2013 51 4   Download

In a series of preliminary tests, we examined the pattern of mean daily returns throughout the lunar month, including visual inspections of return histograms. This examination reveals one interesting regularity. We observe that high returns tend to cluster around the new moon date, while low returns tend to cluster around the full moon date. Following this observation, we structure our returns tests to reflect the possible difference between new moon and full moon periods.

0p bocapchetnguoi 06-12-2012 50 0   Download

Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. In this book I bring together some of the main papers which have influenced the field of the econometrics of stochastic volatility with the hope that this will allow students and scholars to place this literature in a wider context.

534p vigro23 29-08-2012 56 13   Download

Mastering the concepts of probability can cast new light on situations in which randomness and chance appear to rule. With an emphasis on why probability works and how it can be applied, Henk Tijms introduces the reader to the world of probability in an informal way. Lotteries and casino games provide a natural source of motivation, and he carefully discusses these with many worked examples to illustrate the key concepts from probability theory. Henk Tijms has been a professor in Operations Research at the Vrije University in Amsterdam since 1976.

454p kennybibo 14-07-2012 75 10   Download

After four centuries a quote from Galileo Galilei is still the most effective way to introduce a Metrology book: “Measure what is measurable, and make measurable what is not so”. Every human activity needs an objective measurement and every global process should be supported by a common standard. There are several handbooks, tutorials and journals that focus on the basic concepts of metrology, the uncertainty theory and the international reference standards. Moreover, the engineering literature is awash with measurement methods for each specific field.

470p wqwqwqwqwq 09-07-2012 71 10   Download