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Applied Data Science
This book has two main goals: to define data science through the work of data scientists and their results, namely data products, while simultaneously providing the reader with relevant lessons learned from applied data science projects at the intersection of academia and industry. As such, it is not a replacement for a classical textbook (i.e., it does not elaborate on fundamentals of methods and principles described elsewhere), but systematically highlights the connection between theory, on the one hand, and its application in specific use cases, on the other. With these goals in mind, the book is divided into three parts: Part I pays tribute to the interdisciplinary nature of data science...
From Phase Transitions to Chaos
This volume comprises about forty research papers and essays covering a wide range of subjects in the forefront of contemporary statistical physics. The contributors are renown scientists and leading authorities in several different fields. This book is dedicated to Pter Szpfalusy on the occasion of his sixtieth birthday. Emphasis is placed on his two main areas of research, namely phase transitions and chaotic dynamical systems, as they share common aspects like the applicability of the probabilistic approach or scaling behaviour and universality. Several papers deal with equilibrium phase transitions, critical dynamics, and pattern formation. Also represented are disordered systems, ra...
Copulae and Multivariate Probability Distributions in Finance
Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work in financial economics has employed the multivariate Student (and other) distributions which are members of the elliptically symmetric class. There is also a growing body of work which is based on skew-elliptical distributions. These probability models all exhibit the property that the marginal distributions differ only by location and scale parameters or are restrictive in other respects. Very oft...
Quantitative Risk Management
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse qua...
Classical Theory
This handbook explains the theory of local nonequilibrium thermodynamics that is constructed from microscopic particle statistical mechanics. Each thermodynamic quantity is based on a particle analog.
International Physics Olympiads
This volume is the first international collection of the best physics problems (both theoretical and experimental) given at the national physics competitions for high school students in different countries. The book introduces the short history of the International Physics Olympiad, the Statutes, the Syllabus, the statistical data including complete list of winners and a collection of national reports. Each of the national report will contains — as a main part — the best theoretical and experimental problems (with complete solutions) given at the national competition or at the training of the team before the international competition. Taking into account that at present the International Physics Olympiad involves about 35 countries, we are sure that the book will be interesting for everybody involved with physics education not only with the physics olympiads.
An Introduction to High-Frequency Finance
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Risk, Ruin and Survival
Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
New Scientist
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