Wyniki wyszukiwania:

This book presents models for approximating in finance. The model is calibrated to simulation -based methods containing Monte Carlo simulation. The book has been reorganized in order to ease its use within standard courses on numerical methods for financial engineering. It provides the reader with motivations for the use of numerical methods. Also it has an overview of financial theory, optimization. We also deal briefly with the estimation of option pricing by Monte Carlo methods. Indeed, the aim of this module is to learn to think about modeling in finance. To practice thinking about what...

Statistical engineering has capabilities. In this note, we (Reza Habibi) survey the application of statistical engineering in financial time series. The first chapter considers the filtering of a diffusion process. The second chapter is designed to study the adaptive filter and its applications. The third chapter studies the Wiener system structure. State space models and system stability are considered in chapters 4 and 5. Re-sampling methods are applied in change point detection in a financial time series in chapter 6. Genetic algorithms, Kalman filter and Neural networks are studied...

This research paper considers a change point analysis in a general class f distributions. It considers an extension of a work in change point analysis based on quasi-Bayesian approach in exponential family of distributions. However, I considered other change point models such as the epidemic change point. I also applied this method to two real data sets. I finf also the distribution of independent uniform variables when they are not identically distributed.

Cyber-Physical Structures of Power Applications looks at the necessary cyber-physical structures for the proper operation of power applications and the challenges and future trends of cyber-physical power applications. This reference considers the coordination and control of power applications necessary for successful implementation of communication networks, as well as the effects on power application physical components, cyber-infrastructures, and controllers. The book also previews challenges (e.g., vulnerability to cyber-attacks) and future trends of cyber structures in control strategies...