- Table View
- List View
Mathematical Morphology and Its Applications to Signal and Image Processing: 14th International Symposium, ISMM 2019, Saarbrücken, Germany, July 8-10, 2019, Proceedings (Lecture Notes in Computer Science #11564)
by Bernhard Burgeth Andreas Kleefeld Benoît Naegel Nicolas Passat Benjamin PerretThis book contains the refereed proceedings of the 14th International Symposium on Mathematical Morphology, ISMM 2019, held in Saarbrücken, Germany, in July 2019. The 40 revised full papers presented together with one invited talk were carefully reviewed and selected from 54 submissions. The papers are organized in topical sections on Theory, Discrete Topology and Tomography, Trees and Hierarchies, Multivariate Morphology, Computational Morphology, Machine Learning, Segmentation, Applications in Engineering, and Applications in (Bio)medical Imaging.
Mathematical Optimization for Efficient and Robust Energy Networks (AIRO Springer Series #4)
by Thorsten Koch Andrea Lodi Natalia Selini Hadjidimitriou Antonio FrangioniThis book presents a collection of energy production and distribution problems identified by the members of the COST Action TD1207 "Mathematical Optimization in the Decision Support Systems for Efficient and Robust Energy Networks". The aim of the COST Action was to coordinate the efforts of the experts in different fields, from academia and industry, in developing innovative tools for quantitative decision making, and apply them to the efficient and robust design and management of energy networks. The work covers three main goals:• to be a nimble while comprehensive resource of several real life business problems with a categorized set of pointers to many relevant prescriptive problems for energy systems;• to offer a balanced mix of scientific and industrial views;• to evolve over time in a flexible and dynamic way giving, from time to time, a more scientific or industrial - or even political in a broad sense - weighed perspective.It is addressed to researchers and professionals working in the field.
Mathematical Portfolio Theory and Analysis (Compact Textbooks in Mathematics)
by Siddhartha Pratim Chakrabarty Ankur KanaujiyaDesigned as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management. The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
Mathematical Programming: An Introduction to Optimization (Chapman And Hall/crc Pure And Applied Mathematics Ser.)
by Melvyn JeterFirst Published in 2018. Routledge is an imprint of Taylor & Francis, an Informa company.
Mathematical Research for Blockchain Economy: 1st International Conference MARBLE 2019, Santorini, Greece (Springer Proceedings in Business and Economics)
by Panos Pardalos Ilias Kotsireas William Knottenbelt Yike GuoThis book presents the best papers from the 1st International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2019, held in Santorini, Greece. While most blockchain conferences and forums are dedicated to business applications, product development or Initial Coin Offering (ICO) launches, this conference focused on the mathematics behind blockchain to bridge the gap between practice and theory. Every year, thousands of blockchain projects are launched and circulated in the market, and there is a tremendous wealth of blockchain applications, from finance to healthcare, education, media, logistics and more. However, due to theoretical and technical barriers, most of these applications are impractical for use in a real-world business context. The papers in this book reveal the challenges and limitations, such as scalability, latency, privacy and security, and showcase solutions and developments to overcome them.
Mathematical Research for Blockchain Economy: 2nd International Conference MARBLE 2020, Vilamoura, Portugal (Springer Proceedings in Business and Economics)
by Panos Pardalos Ilias Kotsireas William Knottenbelt Yike GuoThis book presents the best papers from the 2nd International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2020, held in Vilamoura, Portugal. While most blockchain conferences and forums are dedicated to business applications, product development or Initial Coin Offering (ICO) launches, this conference focused on the mathematics behind blockchain to bridge the gap between practice and theory. Blockchain Technology has been considered as the most fundamental and revolutionising invention since the Internet. Every year, thousands of blockchain projects are launched and circulated in the market, and there is a tremendous wealth of blockchain applications, from finance to healthcare, education, media, logistics and more. However, due to theoretical and technical barriers, most of these applications are impractical for use in a real-world business context. The papers in this book reveal the challenges and limitations, such as scalability, latency, privacy and security, and showcase solutions and developments to overcome them.
Mathematical Research for Blockchain Economy: 3rd International Conference MARBLE 2022, Vilamoura, Portugal (Lecture Notes in Operations Research)
by Panos Pardalos Ilias Kotsireas William Knottenbelt Yike GuoThis book presents the best papers from the 3rd International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2022, held in Vilamoura, Portugal. While most blockchain conferences and forums are dedicated to business applications, product development or Initial Coin Offering (ICO) launches, this conference focuses on the mathematics behind blockchain to bridge the gap between practice and theory.Blockchain Technology has been considered as the most fundamental and revolutionising invention since the Internet. Every year, thousands of blockchain projects are launched and circulated in the market, and there is a tremendous wealth of blockchain applications, from finance to healthcare, education, media, logistics and more. However, due to theoretical and technical barriers, most of these applications are impractical for use in a real-world business context. The papers in this book reveal the challenges and limitations, such as scalability, latency, privacy and security, and showcase solutions and developments to overcome them.
Mathematical Research for Blockchain Economy: 4th International Conference MARBLE 2023, London, United Kingdom (Lecture Notes in Operations Research)
by Panos Pardalos Ilias Kotsireas William J. Knottenbelt Stefanos LeonardosThis book presents the best papers from the 4th International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2023, held in London, UK. While most blockchain conferences and forums are dedicated to business applications, product development, or Initial Coin Offering (ICO) launches, this conference focused on the mathematics behind blockchain to bridge the gap between practice and theory. The book spans the divide between theoretical promise and practical reality in blockchain technology and explores the challenges hindering its real-world integration across diverse sectors, offering comprehensive insights into issues like scalability, security, and privacy.
Mathematical Research for Blockchain Economy: 5th International Conference MARBLE 2024, Malaga, Spain (Lecture Notes in Operations Research)
by Panos Pardalos William J. Knottenbelt Stefanos Leonardos Elise AlfieriThis book presents the best papers from the 5th International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2024, held in Malaga, Spain. While most blockchain conferences and forums are dedicated to business applications, product development, or Initial Coin Offering (ICO) launches, this conference focused on the mathematics behind blockchain to bridge the gap between practice and theory. Blockchain technology has been considered as the most fundamental and revolutionizing invention since the Internet. Every year, thousands of blockchain projects are launched and circulated in the market, and there is a tremendous wealth of blockchain applications, from finance to healthcare, education, media, logistics, and more. However, due to theoretical and technical barriers, most of these applications are impractical for use in a real-world business context. The papers in this book reveal the challenges and limitations, such as scalability, latency, privacy, and security and showcase solutions and developments to overcome them.
Mathematical Risk Analysis
by Ludger RüschendorfThe author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques.
Mathematical Statistics for Applied Econometrics
by Charles B MossAn Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a to
Mathematical Statistics for Economics and Business
by Ron C. MittelhammerMathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics. The selection of topics in this textbook is designed to provide students with a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new edition has been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow and presentation to facilitate reading and understanding; inclusion of additional topics of relevance to statistics and econometric applications; a more streamlined and simple-to-understand notation for multiple integration and multiple summation over general sets or vector arguments; updated examples; new end-of-chapter problems; a solution manual for students; a comprehensive answer manual for instructors; and a theorem and definition map. This book has evolved from numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced undergraduates.
Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
by Peter J. Bickel Kjell A. DoksumMathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition presents fundamental, classical statistical concepts at the doctorate level. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains ho
Mathematical Statistics: Basic Ideas and Selected Topics, Volume II (Chapman And Hall/crc Texts In Statistical Science Ser. #119)
by Peter J. Bickel Kjell A. DoksumMathematical Statistics: Basic Ideas and Selected Topics, Volume II presents important statistical concepts, methods, and tools not covered in the authors' previous volume. This second volume focuses on inference in non- and semiparametric models. It not only reexamines the procedures introduced in the first volume from a more sophisticated point o
Mathematical Techniques in Finance: An Introduction (Wiley Finance)
by Amir SadrExplore the foundations of modern finance with this intuitive mathematical guide In Mathematical Techniques in Finance: An Introduction, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more. Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You’ll learn about: Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model Derivatives, including forwards, options, the random walk, and Brownian Motion Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivativesComplete with math reviews, useful Excel functions, and a glossary of financial terms, Mathematical Techniques in Finance: An Introduction is required reading for students and professionals in finance.
Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition
by Ales CernýOriginally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter
Mathematical Theories of Machine Learning - Theory and Applications
by Bin Shi S. S. IyengarThis book studies mathematical theories of machine learning. The first part of the book explores the optimality and adaptivity of choosing step sizes of gradient descent for escaping strict saddle points in non-convex optimization problems. In the second part, the authors propose algorithms to find local minima in nonconvex optimization and to obtain global minima in some degree from the Newton Second Law without friction. In the third part, the authors study the problem of subspace clustering with noisy and missing data, which is a problem well-motivated by practical applications data subject to stochastic Gaussian noise and/or incomplete data with uniformly missing entries. In the last part, the authors introduce an novel VAR model with Elastic-Net regularization and its equivalent Bayesian model allowing for both a stable sparsity and a group selection.
Mathematical Topics on Representations of Ordered Structures and Utility Theory: Essays in Honor of Professor Ghanshyam B. Mehta (Studies in Systems, Decision and Control #263)
by Gianni Bosi María J. Campión Juan C. Candeal Esteban IndurainThis book offers an essential review of central theories, current research and applications in the field of numerical representations of ordered structures. It is intended as a tribute to Professor Ghanshyam B. Mehta, one of the leading specialists on the numerical representability of ordered structures, and covers related applications to utility theory, mathematical economics, social choice theory and decision-making. Taken together, the carefully selected contributions provide readers with an authoritative review of this research field, as well as the knowledge they need to apply the theories and methods in their own work.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
by Cira Perna Marilena SibilloThis volume aims to collect new ideas presented in the form of 4 page papers dedicated to mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field and provides interesting scientific products in theoretical models and practical applications, as well as in scientific discussion of problems of national and international interest. This work reflects the results discussed at the biennial conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), born at the University of Salerno in 2004.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
by Cira Perna Marilena Sibillo Marco Corazza Florence LegrosThe interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph. D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
by Claudio Pizzi Marco CorazzaThe interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph. D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2018
by Cira Perna Marilena Sibillo Marco Corazza María Durbán Aurea GranéThe interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems. This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024
by Claudio Pizzi Marco Corazza Florence Legros Frédéric Gannon Vincent TouzéThe book presents a collection of peer-reviewed short papers selected from those presented at the International Conference Mathematical and Statistical Methods for Actuarial Sciences and Finance – MAF2024. The year 2024 marks the twentieth anniversary of the first edition of this conference. The idea behind this book is that collaboration and cross-pollination between mathematicians and statisticians working in actuarial sciences and finance could enhance research in these fields. The effectiveness of this concept has been demonstrated by widespread participation across all editions, held at various locations including the University of Salerno, Italy (2004, 2006, 2010, 2014, and 2022); Ca' Foscari University of Venice, Italy (2008, 2012, and 2020); University Paris-Dauphine in Paris, France (2016); University Carlos III of Madrid, Madrid (2018); and University of Le Havre Normandie, Le Havre, France (2024). This effectiveness is also evident in the attention consistently shown by both the scientific community and professionals toward the volumes of peer-reviewed papers accompanying all past editions of MAF. The book is a valuable resource for academics, researchers, Ph.D. students, and professionals. Furthermore, it is also of interest to other readers with a quantitative background.
Mathematics For Retail Buying, 9th Edition
by Marla Greene Bette K. TepperMathematics for Retail Buying, Ninth Edition, introduces merchandising and retailing students to the most important concepts in retail math through step-by-step examples with practice problems and solutions. Coverage begins with the skeletal profit and loss statement and moves through retail pricing and repricing of merchandise, markups, markdowns, the retail method of inventory, six-month, and assortment planning. This new edition introduces a practical approach that incorporates actual retail scenarios and concepts that are relevant to the fashion industry today. There is also a focus on mathematical factors that affect the gross margin and profitability, key to the success of any merchandise buyer or planner. New to this Edition · Updated mathematical practice problems with selected answers in the back of the book for review · Updated case studies reflect realistic and practical merchandising situations · Thoroughly updated and revised text to reflect most common practices in the field of Mathematics for Retail Buying STUDIO -Study smarter with self-quizzes featuring scored results and personalized study tips -Review concepts with flashcards of terms and definitions and key formulas -Practice your skills by computing Practice Problems from the text, available digitally with formulas embedded in the Excel spreadsheets -Enhance your knowledge with additional real-world case studies and activities for each chapter
Mathematics and Methodology for Economics
by Wolfgang Eichhorn Winfried GleißnerThis book about mathematics and methodology for economics is the result of the lifelong experience of the authors. It is written for university students as well as for students of applied sciences. This self-contained book does not assume any previous knowledge of high school mathematics and helps understanding the basics of economic theory-building. Starting from set theory it thoroughly discusses linear and non-linear functions, differential equations, difference equations, and all necessary theoretical constructs for building sound economic models. The authors also present a solid introduction to linear optimisation and game theory using production systems. A detailed discussion on market equilibrium, in particular on Nash Equilibrium, and on non-linear optimisation is also provided. Throughout the book the student is well supplied with numerous examples, some 2000 problems and their solutions to apply the knowledge to economic theories and models.