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Posibilidad, Crítica y Reflexión
El pasado 24 y 25 de noviembre la Biblioteca Vasconcelos, en la Ciudad de México, cobijó el 1er. Coloquio de Mujeres Filósofas. Fuimos testigos del potencial de las mujeres organizadas, ávidas por ser escuchadas y compartir sus saberes y conocimientos. Conformaron vínculos entre ellas para realizar nuevos proyectos juntas, para arder como volcanes e instaurar un nuevo mundo en el que sus voces jamás volverán a ser relegadas a lo privado, ni silenciadas por las lógicas patriarcales que deciden quiénes son dignos de mantenerse presentes a lo largo de la Historia y a quiénes es mejor olvidar poco a poco. Es necesario agradecer y reconocer el espléndido trabajo de Itzel Cabrera y Alejandra Quiroz por pertenecer al comité organizador, por escucharme, creer y comprometerse con este proyecto. Su colaboración permitió que este evento resplandeciera junto con todas las ponentes y asistentes. Todas fuimos piezas clave.
Recent Advances in Density Functional Methods
Of all the different areas in computational chemistry, density functional theory (DFT) enjoys the most rapid development. Even at the level of the local density approximation (LDA), which is computationally less demanding, DFT can usually provide better answers than Hartree-Fock formalism for large systems such as clusters and solids. For atoms and molecules, the results from DFT often rival those obtained by ab initio quantum chemistry, partly because larger basis sets can be used. Such encouraging results have in turn stimulated workers to further investigate the formal theory as well as the computational methodology of DFT. This Part II expands on the methodology and applications of DFT. ...
Stroke Genetics
Stroke is a major cause of death and the major cause of adult neurological disability in most of the world. Despite its importance on a population basis, research into the genetics of stroke has lagged behind that of many other disorders. However, the situation is now changing. Anincreasing number of single gene disorders causing stroke are being described, and there is growing evidence that polygenic factors are important in the risk of apparently "sporadic" stroke.Stroke Genetics provides an up-to-date review of the area, suitable for clinicians treating stroke patients, and both clinical and non-clinical researchers in the field of cerebrovascular disease. The full range of monogenic stro...
Tapping the Green Market
There is a rapidly growing interest in, and demand for, non-timber forest products (NTFPs). They provide critical resources across the globe fulfilling nutritional, medicinal, financial and cultural needs. However, they have been largely overlooked in mainstream conservation and forestry politics. This volume explains the use and importance of certification and eco-labelling for guaranteeing best management practices of non-timber forest products in the field. Using extensive case studies and global profiles of non-timber forest products, this work not only seeks to further our comprehension of certification processes but also broaden understanding of non-timber forest product management, harvesting and marketing. It should be useful to forest managers, policy-makers and conservation organizations as well as for academics in these areas.
The Music Division
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Economic Dynamics, second edition
The second edition of a rigorous and example-driven introduction to topics in economic dynamics that emphasizes techniques for modeling dynamic systems. This text provides an introduction to the modern theory of economic dynamics, with emphasis on mathematical and computational techniques for modeling dynamic systems. Written to be both rigorous and engaging, the book shows how sound understanding of the underlying theory leads to effective algorithms for solving real-world problems. The material makes extensive use of programming examples to illustrate ideas, bringing to life the abstract concepts in the text. Key topics include algorithms and scientific computing, simulation, Markov models...
Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models
The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the local volatility concept beyond the Black-Scholes model, etc. Also, recent pro...
Heritage Futures
Preservation of natural and cultural heritage is often said to be something that is done for the future, or on behalf of future generations, but the precise relationship of such practices to the future is rarely reflected upon. Heritage Futures draws on research undertaken over four years by an interdisciplinary, international team of 16 researchers and more than 25 partner organisations to explore the role of heritage and heritage-like practices in building future worlds. Engaging broad themes such as diversity, transformation, profusion and uncertainty, Heritage Futures aims to understand how a range of conservation and preservation practices across a number of countries assemble and resource different kinds of futures, and the possibilities that emerge from such collaborative research for alternative approaches to heritage in the Anthropocene. Case studies include the cryopreservation of endangered DNA in frozen zoos, nuclear waste management, seed biobanking, landscape rewilding, social history collecting, space messaging, endangered language documentation, built and natural heritage management, domestic keeping and discarding practices, and world heritage site management.
An Introduction To Machine Learning In Quantitative Finance
In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data!
