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Saddlepoint Approximation Methods in Financial Engineering (SpringerBriefs in Quantitative Finance)
by Wendong Zheng Yue Kuen KwokThis book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.
Nonlinear Parabolic Equations and Hyperbolic-Parabolic Coupled Systems (Monographs And Surveys In Pure And Applied Math #76)
by Songmu ZhengThis monograph is devoted to the global existence, uniqueness and asymptotic behaviour of smooth solutions to both initial value problems and initial boundary value problems for nonlinear parabolic equations and hyperbolic parabolic coupled systems. Most of the material is based on recent research carried out by the author and his collaborators.The book can be divided into two parts. In the first part, the results on decay of solutions to nonlinear parabolic equations and hyperbolic parabolic coupled systems are obtained, and a chapter is devoted to the global existence of small smooth solutions to fully nonlinear parabolic equations and quasilinear hyperbolic parabolic coupled systems. Applications of the results to nonlinear thermoelasticity and fluid dynamics are also shown.Some nonlinear parabolic equations and coupled systems arising from the study of phase transitions are investigated in the second part of the book. The global existence, uniqueness and asymptotic behaviour of smooth solutions with arbitrary initial data are obtained. The final chapter is further devoted to related topics: multiplicity of equilibria and the existence of a global attractor, inertial manifold and inertial set.A knowledge of partial differential equations and Sobolev spaces is assumed. As an aid to the reader, the related concepts and results are collected and the relevant references given in the firstchapter. The work will be of interest to researchers and graduate students in pure and applied mathematics, mathematical physics and applied sciences.
Sequential Learning and Decision-Making in Wireless Resource Management
by Rong Zheng Cunqing HuaThis book lays out the theoretical foundation of the so-called multi-armed bandit (MAB) problems and puts it in the context of resource management in wireless networks. Part I of the book presents the formulations, algorithms and performance of three forms of MAB problems, namely, stochastic, Markov and adversarial. Covering all three forms of MAB problems makes this book unique in the field. Part II of the book provides detailed discussions of representative applications of the sequential learning framework in cognitive radio networks, wireless LANs and wireless mesh networks. Both individuals in industry and those in the wireless research community will benefit from this comprehensive and timely treatment of these topics. Advanced-level students studying communications engineering and networks will also find the content valuable and accessible.
Social Networks with Rich Edge Semantics (Chapman & Hall/CRC Data Mining and Knowledge Discovery Series)
by Quan Zheng David SkillicornSocial Networks with Rich Edge Semantics introduces a new mechanism for representing social networks in which pairwise relationships can be drawn from a range of realistic possibilities, including different types of relationships, different strengths in the directions of a pair, positive and negative relationships, and relationships whose intensities change with time. For each possibility, the book shows how to model the social network using spectral embedding. It also shows how to compose the techniques so that multiple edge semantics can be modeled together, and the modeling techniques are then applied to a range of datasets. Features Introduces the reader to difficulties with current social network analysis, and the need for richer representations of relationships among nodes, including accounting for intensity, direction, type, positive/negative, and changing intensities over time Presents a novel mechanism to allow social networks with qualitatively different kinds of relationships to be described and analyzed Includes extensions to the important technique of spectral embedding, shows that they are mathematically well motivated and proves that their results are appropriate Shows how to exploit embeddings to understand structures within social networks, including subgroups, positional significance, link or edge prediction, consistency of role in different contexts, and net flow of properties through a node Illustrates the use of the approach for real-world problems for online social networks, criminal and drug smuggling networks, and networks where the nodes are themselves groups Suitable for researchers and students in social network research, data science, statistical learning, and related areas, this book will help to provide a deeper understanding of real-world social networks.
Probability-Based Multi-objective Optimization for Material Selection
by Maosheng Zheng Jie Yu Haipeng Teng Ying Cui Yi WangThe second edition of this book illuminates the fundamental principle and applications of probability-based multi-objective optimization for material selection in viewpoint of system theory, in which a brand new concept of preferable probability and its assessment as well as other treatments are introduced by authors for the first time. Hybrids of the new approach with experimental design methodologies (response surface methodology, orthogonal experimental design, and uniform experimental design) are all performed; robustness assessment and performance utility with desirable value are included; discretization treatment in the evaluation is presented; fuzzy-based approach and cluster analysis are involved; applications in portfolio investment and shortest path problem are concerned as well. The authors wish this work will cast a brick to attract jade and would make its contributions to relevant fields as a paving stone. It is designed to be used as a textbook for postgraduate and advanced undergraduate students in relevant majors, while also serving as a valuable reference book for scientists and engineers involved in related fields.
Robust Design and Assessment of Product and Production by Means of Probabilistic Multi-objective Optimization
by Maosheng Zheng Jie YuThis book develops robust design and assessment of product and production from viewpoint of system theory, which is quantized with the introduction of brand new concept of preferable probability and its assessment. It aims to provide a new idea and novel way to robust design and assessment of product and production and relevant problems. Robust design and assessment of product and production is attractive to both customer and producer since the stability and insensitivity of a product’s quality to uncontrollable factors reflect its value. Taguchi method has been used to conduct robust design and assessment of product and production for half a century, but its rationality is criticized by statisticians due to its casting of both mean value of a response and its dispersion into one index, which doesn’t characterize the issue of simultaneous optimization of above two independent sub-responses sufficiently for robust design, so an appropriate approach is needed. The preference or role of a response in the evaluation is indicated by using preferable probability as the unique index. Thus, the rational approach for robust design and assessment of product and production is formulated by means of probabilistic multi-objective optimization, which reveals the simultaneous optimization of both mean value of a response and its dispersion in manner of joint probability. Besides, defuzzification and fuzzification measurements are involved as preliminary approaches for robust assessment, the latter provides miraculous treatment for the 'target the best' case flexibly.
Variant Construction from Theoretical Foundation to Applications
by Jeffrey ZhengThis open access book presents theoretical framework and sample applications of variant construction. The first part includes the components variant logic, variant measurements, and variant maps, while the second part covers sample applications such as variation with functions, variant stream ciphers, quantum interference, classical/quantum random sequences, whole DNA sequences, and multiple-valued pulse sequences. Addressing topics ranging from logic and measuring foundation to typical applications and including various illustrated maps, it is a valuable guide for theoretical researchers in discrete mathematics; computing-, quantum- and communication scientists; big data engineers; as well as graduate and upper undergraduate students.
Analysis of Genetic Association Studies (Statistics for Biology and Health)
by Gang Zheng Xiaofeng Zhu Yaning Yang Robert C. ElstonAnalysis of Genetic Association Studies is both a graduate level textbook in statistical genetics and genetic epidemiology, and a reference book for the analysis of genetic association studies. Students, researchers, and professionals will find the topics introduced in Analysis of Genetic Association Studies particularly relevant. The book is applicable to the study of statistics, biostatistics, genetics and genetic epidemiology. In addition to providing derivations, the book uses real examples and simulations to illustrate step-by-step applications. Introductory chapters on probability and genetic epidemiology terminology provide the reader with necessary background knowledge. The organization of this work allows for both casual reference and close study.
Spline and Spline Wavelet Methods with Applications to Signal and Image Processing
by Valery A. Zheludev Pekka Neittaanmäki Amir Z. AverbuchThis book presents various contributions of splines to signal and image processing from a unified perspective that is based on the Zak transform (ZT). It expands the methodology from periodic splines, which were presented in the first volume, to non-periodic splines. Together, these books provide a universal toolbox accompanied by MATLAB software for manipulating polynomial and discrete splines, spline-based wavelets, wavelet packets and wavelet frames for signal/ image processing applications. In this volume, we see that the ZT provides an integral representation of discrete and polynomial splines, which, to some extent, is similar to Fourier integral. The authors explore elements of spline theory and design, and consider different types of polynomial and discrete splines. They describe applications of spline-based wavelets to data compression. These splines are useful for real-time signal processing and, in particular, real-time wavelet and frame transforms. Further topics addressed in this volume include: "global" splines, such as interpolating, self-dual and smoothing, whose supports are infinite; the compactly supported quasi-interpolating and smoothing splines including quasi-interpolating splines on non-uniform grids; and cubic Hermite splines as a source for the design of multiwavelets and multiwavelet frames. Readers from various disciplines including engineering, computer science and mathematical information technology will find the descriptions of algorithms, applications and software in this book especially useful.
Theory of Spinors and Its Application in Physics and Mechanics
by Vladimir A. ZhelnorovichThis book contains a systematic exposition of the theory of spinors in finite-dimensional Euclidean and Riemannian spaces. The applications of spinors in field theory and relativistic mechanics of continuous media are considered. The main mathematical part is connected with the study of invariant algebraic and geometric relations between spinors and tensors. The theory of spinors and the methods of the tensor representation of spinors and spinor equations are thoroughly expounded in four-dimensional and three-dimensional spaces. Very useful and important relations are derived that express the derivatives of the spinor fields in terms of the derivatives of various tensor fields.The problems associated with an invariant description of spinors as objects that do not depend on the choice of a coordinate system are addressed in detail. As an application, the author considers an invariant tensor formulation of certain classes of differential spinor equations containing, in particular, the most important spinor equations of field theory and quantum mechanics. Exact solutions of the Einstein–Dirac equations, nonlinear Heisenberg’s spinor equations, and equations for relativistic spin fluids are given. The book presents a large body of factual material and is suited for use as a handbook. It is intended for specialists in theoretical physics, as well as for students and post-graduate students of physical and mathematical specialties.
Large-Scale Perturbations of Magnetohydrodynamic Regimes
by Vladislav ZheligovskyNew developments for hydrodynamical dynamo theory have been spurred by recent evidence of self-sustained dynamo activity in laboratory experiments with liquid metals. The emphasis in the present volume is on the introduction of powerful mathematical techniques required to tackle modern multiscale analysis of continous systems and there application to a number of realistic model geometries of increasing complexity. This introductory and self-contained research monograph summarizes the theoretical state-of-the-art to which the author has made pioneering contributions.
Routledge Handbook of Asian Demography
by Zhongwei Zhao Adrian C. HayesHome to close to 60 per cent of the world’s population, Asia is the largest and by far the most populous continent. It is also extremely diverse, physically and culturally. Asian countries and regions have their own distinctive histories, cultural traditions, religious beliefs and political systems, and they have often pursued different routes to development. Asian populations also present a striking array of demographic characteristics and stages of demographic transition. This handbook is the first to provide a comprehensive study of population change across the whole of Asia. Comprising 28 chapters by more than 40 international experts this handbook examines demographic transitions on the continent, their considerable variations, their causes and consequences, and their relationships with a wide range of social, economic, political and cultural processes. Major topics covered include: population studies and sources of demographic data; historical demography; family planning and fertility decline; sex preferences; mortality changes; causes of death; HIV/AIDS; population distribution and migration; urbanization; marriage and family; human capital and labour force; population ageing; demographic dividends; political demography; population and environment; and Asia’s demographic future. This handbook provides an authoritative and comprehensive reference for researchers, policymakers, academics, students and anyone who is interested in population change in Asia and the world.
Spectral Feature Selection for Data Mining (Chapman And Hall/crc Data Mining And Knowledge Discovery Ser.)
by Zheng Alan Zhao Huan LiuSpectral Feature Selection for Data Mining introduces a novel feature selection technique that establishes a general platform for studying existing feature selection algorithms and developing new algorithms for emerging problems in real-world applications. This technique represents a unified framework for supervised, unsupervised, and semisupervise
Sparse Optimization Theory and Methods
by Yun-Bin ZhaoSeeking sparse solutions of underdetermined linear systems is required in many areas of engineering and science such as signal and image processing. The efficient sparse representation becomes central in various big or high-dimensional data processing, yielding fruitful theoretical and realistic results in these fields. The mathematical optimization plays a fundamentally important role in the development of these results and acts as the mainstream numerical algorithms for the sparsity-seeking problems arising from big-data processing, compressed sensing, statistical learning, computer vision, and so on. This has attracted the interest of many researchers at the interface of engineering, mathematics and computer science. Sparse Optimization Theory and Methods presents the state of the art in theory and algorithms for signal recovery under the sparsity assumption. The up-to-date uniqueness conditions for the sparsest solution of underdertemined linear systems are described. The results for sparse signal recovery under the matrix property called range space property (RSP) are introduced, which is a deep and mild condition for the sparse signal to be recovered by convex optimization methods. This framework is generalized to 1-bit compressed sensing, leading to a novel sign recovery theory in this area. Two efficient sparsity-seeking algorithms, reweighted l1-minimization in primal space and the algorithm based on complementary slackness property, are presented. The theoretical efficiency of these algorithms is rigorously analysed in this book. Under the RSP assumption, the author also provides a novel and unified stability analysis for several popular optimization methods for sparse signal recovery, including l1-mininization, Dantzig selector and LASSO. This book incorporates recent development and the author’s latest research in the field that have not appeared in other books.
New Frontiers of Biostatistics and Bioinformatics (ICSA Book Series in Statistics)
by Yichuan Zhao Ding-Geng ChenThis book is comprised of presentations delivered at the 5th Workshop on Biostatistics and Bioinformatics held in Atlanta on May 5-7, 2017. Featuring twenty-two selected papers from the workshop, this book showcases the most current advances in the field, presenting new methods, theories, and case applications at the frontiers of biostatistics, bioinformatics, and interdisciplinary areas.Biostatistics and bioinformatics have been playing a key role in statistics and other scientific research fields in recent years. The goal of the 5th Workshop on Biostatistics and Bioinformatics was to stimulate research, foster interaction among researchers in field, and offer opportunities for learning and facilitating research collaborations in the era of big data. The resulting volume offers timely insights for researchers, students, and industry practitioners.
Modern Statistical Methods for Health Research (Emerging Topics in Statistics and Biostatistics)
by Yichuan Zhao Din Ding-Geng ChenThis book brings together the voices of leading experts in the frontiers of biostatistics, biomedicine, and the health sciences to discuss the statistical procedures, useful methods, and novel applications in biostatistics research. It also includes discussions of potential future directions of biomedicine and new statistical developments for health research, with the intent of stimulating research and fostering the interactions of scholars across health research related disciplines. Topics covered include: Health data analysis and applications to EHR data Clinical trials, FDR, and applications in health science Big network analytics and its applications in GWAS Survival analysis and functional data analysis Graphical modelling in genomic studies The book will be valuable to data scientists and statisticians who are working in biomedicine and health, other practitioners in the health sciences, and graduate students and researchers in biostatistics and health.
Information Modeling for Interoperable Dimensional Metrology
by Y Zhao Robert Brown T Kramer Xun XuDimensional metrology is an essential part of modern manufacturing technologies, but the basic theories and measurement methods are no longer sufficient for today's digitized systems. The information exchange between the software components of a dimensional metrology system not only costs a great deal of money, but also causes the entire system to lose data integrity. Information Modeling for Interoperable Dimensional Metrology analyzes interoperability issues in dimensional metrology systems and describes information modeling techniques. It discusses new approaches and data models for solving interoperability problems, as well as introducing process activities, existing and emerging data models, and the key technologies of dimensional metrology systems. Written for researchers in industry and academia, as well as advanced undergraduate and postgraduate students, this book gives both an overview and an in-depth understanding of complete dimensional metrology systems. By covering in detail the theory and main content, techniques, and methods used in dimensional metrology systems, Information Modeling for Interoperable Dimensional Metrology enables readers to solve real-world dimensional measurement problems in modern dimensional metrology practices.
Data Intensive Industrial Asset Management: IoT-based Algorithms and Implementation
by Tian Zhao Farhad Balali Jessie Nouri Adel NasiriThis book presents a step by step Asset Health Management Optimization Approach Using Internet of Things (IoT). The authors provide a comprehensive study which includes the descriptive, diagnostic, predictive, and prescriptive analysis in detail. The presentation focuses on the challenges of the parameter selection, statistical data analysis, predictive algorithms, big data storage and selection, data pattern recognition, machine learning techniques, asset failure distribution estimation, reliability and availability enhancement, condition based maintenance policy, failure detection, data driven optimization algorithm, and a multi-objective optimization approach, all of which can significantly enhance the reliability and availability of the system.
The Statistical Analysis of Multivariate Failure Time Data: A Marginal Modeling Approach (Chapman & Hall/CRC Monographs on Statistics and Applied Probability #1)
by Shanshan Zhao Ross PrenticeThe Statistical Analysis of Multivariate Failure Time Data: A Marginal Modeling Approach provides an innovative look at methods for the analysis of correlated failure times. The focus is on the use of marginal single and marginal double failure hazard rate estimators for the extraction of regression information. For example, in a context of randomized trial or cohort studies, the results go beyond that obtained by analyzing each failure time outcome in a univariate fashion. The book is addressed to researchers, practitioners, and graduate students, and can be used as a reference or as a graduate course text. Much of the literature on the analysis of censored correlated failure time data uses frailty or copula models to allow for residual dependencies among failure times, given covariates. In contrast, this book provides a detailed account of recently developed methods for the simultaneous estimation of marginal single and dual outcome hazard rate regression parameters, with emphasis on multiplicative (Cox) models. Illustrations are provided of the utility of these methods using Women’s Health Initiative randomized controlled trial data of menopausal hormones and of a low-fat dietary pattern intervention. As byproducts, these methods provide flexible semiparametric estimators of pairwise bivariate survivor functions at specified covariate histories, as well as semiparametric estimators of cross ratio and concordance functions given covariates. The presentation also describes how these innovative methods may extend to handle issues of dependent censorship, missing and mismeasured covariates, and joint modeling of failure times and covariates, setting the stage for additional theoretical and applied developments. This book extends and continues the style of the classic Statistical Analysis of Failure Time Data by Kalbfleisch and Prentice. Ross L. Prentice is Professor of Biostatistics at the Fred Hutchinson Cancer Research Center and University of Washington in Seattle, Washington. He is the recipient of COPSS Presidents and Fisher awards, the AACR Epidemiology/Prevention and Team Science awards, and is a member of the National Academy of Medicine. Shanshan Zhao is a Principal Investigator at the National Institute of Environmental Health Sciences in Research Triangle Park, North Carolina.
Population Aging and Age-Friendly Transport in China (Population, Regional Development and Transport)
by Pengjun Zhao Jinxin XieThis book is the first book that investigates aging and its impacts on transport system in China. Using various data, this book covers, but is not limited to, the development of population aging, the changes of travel demand, the features of travel behavior of China’s elderly, progress and prospect of age-friendly transport in China. The book has international academic novelty in three points. Firstly, it discovers the long-term supply-demand relationship between population aging and transport infrastructure development. Secondly, it finds the changes and factors in travel behavior of the elderly people. Thirdly, it discusses the advantages or disadvantages of age-friendly transport policy. The findings in the book provide fresh evidences for the challenges posed by aging to transport and enhance readers’ existing knowledge of the elderly people’s travel behavior and the related determinants. These findings are helpful for planners and politicians to make age-friendly transport policies and useful for investors and enterprises to supply proper transport services to the elderly people. This book is of great interest to scholars and practitioners interested in transport development, transport policy, social transition, sustainable mobility, urban planning, urban governance and is relevant to China and other developing countries.
Supply Chain Finance: Integrating Operations and Finance in Global Supply Chains (Euro Advanced Tutorials On Operational Research)
by Lima Zhao Arnd HuchzermeierThis textbook presents a coherent and robust structure for integrated risk management in the context of operations and finance. It explains how the operations-finance interface jointly optimizes material and financial flows under intricate risk exposures. The book covers financial flexibility, operational hedging, enterprise risk management (ERM), supply chain risk management (SCRM), integrated risk management (IRM), supply chain finance (SCF), and financial management of supply chain strategies. Both qualitative and quantitative approaches – including conceptualization, theory building, analytical modeling, and empirical research – are used to assess the value creation by integrating operations and finance. “This book provides a comprehensive description of the interactions between finance and operations and of how managers can best make decisions in recognition of these effects.” John R. Birge, University of Chicago“Supply chain finance is an emerging area where innovations can unlock great values to complement the advances in information and physical flows of supply chain.” Hau L. Lee, Stanford University“This book provides an excellent overview of supply chain finance and its most recent advances.” Jan A. Van Mieghem, Northwestern University“This book is indispensable for advanced students as well as practitioners when looking for a pedagogical sound and scientific rigorous approach to Supply Chain Finance.” Ralf W. Seifert, IMD/EPFL“The book advances our knowledge on the interface between operations and finance and provides managerial guidelines for effective risk management in the supply chain.” Xiande Zhao, CEIBS
Knowledge Graph and Semantic Computing. Knowledge Computing and Language Understanding: Third China Conference, CCKS 2018, Tianjin, China, August 14–17, 2018, Revised Selected Papers (Communications in Computer and Information Science #957)
by Jun Zhao Frank Van Harmelen Jie Tang Xianpei Han Quan Wang Xianyong LiThis book constitutes the refereed proceedings of the Third China Conference on Knowledge Graph and Semantic Computing, CCKS 2018, held in Tianjin, China, in August 2018.The 27 revised full papers and 2 revised short papers presented were carefully reviewed and selected from 101 submissions. The papers cover wide research fields including the knowledge graph, information extraction, knowledge representation and reasoning, linked data.
Computer Vision Using Local Binary Patterns: Computer Vision Using Local Binary Patterns (Computational Imaging and Vision #40)
by Guoying Zhao Matti Pietikäinen Timo Ahonen Abdenour HadidThe recent emergence of Local Binary Patterns (LBP) has led to significant progress in applying texture methods to various computer vision problems and applications. The focus of this research has broadened from 2D textures to 3D textures and spatiotemporal (dynamic) textures. Also, where texture was once utilized for applications such as remote sensing, industrial inspection and biomedical image analysis, the introduction of LBP-based approaches have provided outstanding results in problems relating to face and activity analysis, with future scope for face and facial expression recognition, biometrics, visual surveillance and video analysis. Computer Vision Using Local Binary Patterns provides a detailed description of the LBP methods and their variants both in spatial and spatiotemporal domains. This comprehensive reference also provides an excellent overview as to how texture methods can be utilized for solving different kinds of computer vision and image analysis problems. Source codes of the basic LBP algorithms, demonstrations, some databases and a comprehensive LBP bibliography can be found from an accompanying web site. Topics include: local binary patterns and their variants in spatial and spatiotemporal domains, texture classification and segmentation, description of interest regions, applications in image retrieval and 3D recognition - Recognition and segmentation of dynamic textures, background subtraction, recognition of actions, face analysis using still images and image sequences, visual speech recognition and LBP in various applications. Written by pioneers of LBP, this book is an essential resource for researchers, professional engineers and graduate students in computer vision, image analysis and pattern recognition. The book will also be of interest to all those who work with specific applications of machine vision.
Cooperative Control of Multi-agent Systems: A Hybrid System Approach
by Guanglei Zhao Hailong Cui Changchun Hua Shuang LiuThis book focuses on stability analysis and control design approaches for multi-agent systems under network-induced constraints. A hybrid system approach is introduced to address the cooperative control problem of networked multi-agent systems, and several important topics such as asynchronous sampled data cooperative control, hybrid event-triggered cooperative control, and reset-based cooperative control are studied under the hybrid system framework. The special feature of this book is that a hybrid systems approach is proposed for the cooperative control of multi-agent systems, which is beneficial for relaxing the conservativeness of stability analysis and network parameter computation. Interested readers can learn a novel approach to cooperative control of multi-agent systems, and this book can benefit researchers, engineers, and graduate students in the fields of multi-robot cooperation, unmanned aerial vehicle formation, control engineering, etc.
Chinese Students' Higher Achievement in Mathematics: Comparison of Mathematics Education of Australian and Chinese Primary Schools (Mathematics Education – An Asian Perspective #0)
by Dacheng ZhaoThis book shares insights into the achievement gap in mathematics between East Asian and Western countries, and the ways to improve students' mathematics achievements. Especially, it highlights the importance to integrate case studies with large-scale international comparative studies in general, and comparative studies of mathematics education in particular. This book is a must-read for mathematics teachers, mathematics educators, educational researchers, education administrators, curriculum developers, assessment designers, and student teachers who are interested in mathematics education and how to improve students' mathematics achievements.