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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
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. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Medical Image Computing and Computer-Assisted Intervention -- MICCAI 2005
The two-volume set LNCS 3749 and LNCS 3750 constitutes the refereed proceedings of the 8th International Conference on Medical Image Computing and Computer-Assisted Intervention, MICCAI 2005, held in Palm Springs, CA, USA, in October 2005. Based on rigorous peer reviews the program committee selected 237 carefully revised full papers from 632 submissions for presentation in two volumes. The first volume includes all the contributions related to image analysis and validation, vascular image segmentation, image registration, diffusion tensor image analysis, image segmentation and analysis, clinical applications - validation, imaging systems - visualization, computer assisted diagnosis, cellular and molecular image analysis, physically-based modeling, robotics and intervention, medical image computing for clinical applications, and biological imaging - simulation and modeling. The second volume collects the papers related to robotics, image-guided surgery and interventions, image registration, medical image computing, structural and functional brain analysis, model-based image analysis, image-guided intervention: simulation, modeling and display, and image segmentation and analysis.
Medical Image Computing and Computer-Assisted Intervention – MICCAI 2006
The two-volume set LNCS 4190 and LNCS 4191 constitute the refereed proceedings of the 9th International Conference on Medical Image Computing and Computer-Assisted Intervention, MICCAI 2006. The program committee carefully selected 39 revised full papers and 193 revised poster papers for presentation in two volumes. This first volume includes 114 contributions related to bone shape analysis, robotics and tracking, segmentation, analysis of diffusion tensor MRI, and much more.
MICCAI 2005
The two-volume set LNCS 3749 and LNCS 3750 constitutes the refereed proceedings of the 8th International Conference on Medical Image Computing and Computer-Assisted Intervention, MICCAI 2005, held in Palm Springs, CA, USA, in October 2005. Based on rigorous peer reviews the program committee selected 237 carefully revised full papers from 632 submissions for presentation in two volumes. The first volume includes all the contributions related to image analysis and validation, vascular image segmentation, image registration, diffusion tensor image analysis, image segmentation and analysis, clinical applications - validation, imaging systems - visualization, computer assisted diagnosis, cellular and molecular image analysis, physically-based modeling, robotics and intervention, medical image computing for clinical applications, and biological imaging - simulation and modeling. The second volume collects the papers related to robotics, image-guided surgery and interventions, image registration, medical image computing , structural and functional brain analysis, model-based image analysis, image-guided intervention: simulation, modeling and display, and image segmentation and analysis.
Nonparametric Econometric Methods and Application
The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.
Internet Teletraffic Modeling and Estimation
Network traffic has fractal properties such as impulsiveness, selfsimilarity, and long-range dependence over several time scales, from milliseconds to minutes. These features have motivated the development of new traffic models and traffic control algorithms. This book presents a new statespace model for Internet traffic, which is based on a finite-dimensional representation of the Autoregressive Fractionally Integrated Moving Average (ARFIMA) random process. The modeling via Autoregressive (AR) processes is also investigated.
AMSTAT News
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Financial Modeling
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Wavelet Applications in Economics and Finance
This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.
