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This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.
This volume carries the same title as that of an international conference held at the National University of Singapore, 9OCo11 January 2006 on the occasion of Roger E. Howe''s 60th birthday. Authored by leading members of the Lie theory community, these contributions, expanded from invited lectures given at the conference, are a fitting tribute to the originality, depth and influence of Howe''s mathematical work. The range and diversity of the topics will appeal to a broad audience of research mathematicians and graduate students interested in symmetry and its profound applications. Sample Chapter(s). Foreword (21 KB). Chapter 1: The Theta Correspondence Over R (342 KB). Contents: The Theta ...
A portrait of daily life in tenth-century China during the turbulent period of transition following the disintegration of the Tang dynasty, using the anecdotal memoirs of the scholar Wang Renyu and providing extensive translations of these hitherto unreconstructed texts.
During 1991-1992, Northwestern University conducted a special emphasis year on the topic, "The connections between topology and representation theory." Activities over the year culminated in a conference in May 1992 which attracted over 120 participants. Most of the plenary lectures at the conference were expository and designed to introduce current trends to graduate students and nonspecialists familiar with algebraic topology. This volume contains refereed papers presented or solicited at the conference; one paper is based on a seminar given during the emphasis year.
This volume, which contains a good balance of research and survey papers, presents at look at some of the current development in this extraordinarily rich and vibrant area.
The International Conference on Fundamental Sciences: Mathematics and Theoretical Physics provided a forum for reviewing some of the significant developments in mathematics and theoretical physics in the 20th century; for the leading theorists in these fields to expound and discuss their views on new ideas and trends in the basic sciences as the new millennium approached; for increasing public awareness of the importance of basic research in mathematics and theoretical physics; and for promoting a high level of interest in mathematics and theoretical physics among school students and teachers. This was a major conference, with invited lectures by some of the leading experts in various fields of mathematics and theoretical physics.
This volume contains the proceedings of the Algebraic Geometry Conference on Classification of Algebraic Varieties, held in May 1992 at the University of L'Aquila in Italy. The papers discuss a wide variety of problems that illustrate interactions between algebraic geometry and other branches of mathematics. Among the topics covered are algebraic curve theory, algebraic surface theory, the theory of minimal models, braid groups and the topology of algebraic varieties, toric varieties. In addition to algebraic geometers, theoretical physicists in some areas will find this book useful. The book is also suitable for an advanced graduate course in algebraic geometry, as it provides an overview of areas of current research.
This book contains the refereed proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Recent Developments in the Inverse Galois Problem, held in July 1993 at the University of Washington, Seattle. A new review of Serre's Topics in Galois Theory serves as a starting point. The book describes the latest research on explicit presentation of the absolute Galois group of the rationals. Containing the first appearance of generalizations of modular curves, the book presents applications that demonstrate the full scope of the Inverse Galois Problem. In particular, the papers collected here show the ubiquity of the applications of the Inverse Galois Problem and its compelling significan...
This collection of papers by leading researchers provides a broad picture of current research directions in index theory. Based on lectures presented at the NSF-CBMS Regional Conference on $K$-Homology and Index Theory, held in August, 1991 at the University of Colorado at Boulder, the book provides both a careful exposition of new perspectives in classical index theory and an introduction to currently active areas of the field. Presented here are two new proofs of the classical Atiyah-Singer Index Theorem, as well as index theorems for manifolds with boundary and open manifolds. Index theory for semi-simple $p$-adic groups and the geometry of discrete groups are also discussed. Throughout the book, the application of operator algebras emerges as a central theme. Aimed at graduate students and researchers, this book is suitable as a text for an advanced graduate course on index theory.
This book contains papers presented at the Hans Rademacher Centenary Conference, held at Pennsylvania State University in July 1992. The astonishing breadth of Rademacher's mathematical interests is well represented in this volume. The papers collected here range over such topics as modular forms, partitions and q$ series, Dedekind sums, and Ramanujan type identities. Rounding out the volume is the opening paper, which presents a biography of Rademacher. This volume is a fitting tribute to a remarkable mathematician whose work continues to influence mathematics today.