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Reservoir Computing
This book is the first comprehensive book about reservoir computing (RC). RC is a powerful and broadly applicable computational framework based on recurrent neural networks. Its advantages lie in small training data set requirements, fast training, inherent memory and high flexibility for various hardware implementations. It originated from computational neuroscience and machine learning but has, in recent years, spread dramatically, and has been introduced into a wide variety of fields, including complex systems science, physics, material science, biological science, quantum machine learning, optical communication systems, and robotics. Reviewing the current state of the art and providing a...
Emerging Applications of Low Dimensional Magnets
Low-dimensional magnetic materials find their wide applications in many areas, including spintronics, memory devices, catalysis, biomedical, sensors, electromagnetic shielding, aerospace, and energy. This book provides a comprehensive discussion on magnetic nanomaterials for emerging applications. Fundamentals along with applications of low-dimensional magnetic materials in spintronics, catalysis, memory, biomedicals, toxic waste removal, aerospace, telecommunications, batteries, supercapacitors, flexible electronics, and many more are covered in detail to provide a full spectrum of their advanced applications. This book offers fresh aspects of nanomagnetic materials and innovative directions to scientists, researchers, and students. It will be of particular interest to materials scientists, engineers, physicists, chemists, and researchers in electronic and spintronic industries, and is suitable as a textbook for undergraduate and graduate studies.
Reform and Price Discovery at the Tokyo Stock Exchange: From 1990 to 2012
In the last two decades the Tokyo Stock Exchange implemented several important reforms in regulations, market trading mechanisms, and IT trading systems. In this book we analyze the impact of the evolution of the Tokyo Stock Exchange (TSE), at the same time discussing reforms in stock trading by related accounting standards and legal regulations. With daily stock return and market microstructure data, we analyze how these reforms have significantly influenced the pricing structure and price discovery process of traded stocks, as well as the trading style of institutional investors, individual investors, and high frequency traders. The research methodology we employ is primarily standard market microstructure tests as well as methods used in conventional empirical financial economics. We simultaneously use the most relevant concepts in these fields for our empirical tests and provide a comprehensive picture of trading, price discovery, pricing structure, and public vs. private information dissemination.
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