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Hidden Figures: The American Dream And The Untold Story Of The Black Women Mathematicians Who Helped Win The Space Race
by Margot Lee ShetterlyBased on the New York Times bestselling book and the Academy Award–nominated movie, author Margot Lee Shetterly and Coretta Scott King Illustrator Honor Award winner Laura Freeman bring the incredibly inspiring true story of four black women who helped NASA launch men into space to picture book readers! Dorothy Vaughan, Mary Jackson, Katherine Johnson, and Christine Darden were good at math…really good. They participated in some of NASA's greatest successes, like providing the calculations for America's first journeys into space. And they did so during a time when being black and a woman limited what they could do. But they worked hard. They persisted. And they used their genius minds to change the world. In this beautifully illustrated picture book edition, we explore the story of four female African American mathematicians at NASA, known as "colored computers," and how they overcame gender and racial barriers to succeed in a highly challenging STEM-based career."Finally, the extraordinary lives of four African American women who helped NASA put the first men in space is available for picture book readers," proclaims Brightly in their article "18 Must-Read Picture Books of 2018." "Will inspire girls and boys alike to love math, believe in themselves, and reach for the stars."
Hidden Figures: The Untold True Story of Four African-American Women Who Helped Launch Our Nation Into Space
by Margot Lee ShetterlyNew York Times bestselling author Margot Lee Shetterly's book is now available in a new edition perfect for young readers. This is the amazing true story of four African-American female mathematicians at NASA who helped achieve some of the greatest moments in our space program. <p><p>Before John Glenn orbited the earth, or Neil Armstrong walked on the moon, a group of dedicated female mathematicians known as "human computers" used pencils, slide rules, and adding machines to calculate the numbers that would launch rockets, and astronauts, into space. <p><p>This book brings to life the stories of Dorothy Vaughan, Mary Jackson, Katherine Johnson, and Christine Darden, four African-American women who lived through the civil rights era, the Space Race, the Cold War, and the movement for gender equality, and whose work forever changed the face of NASA and the country.
Hidden Games: The Surprising Power of Game Theory to Explain Irrational Human Behavior
by Erez Yoeli Moshe HoffmanTwo MIT economists show how game theory—the ultimate theory of rationality—explains irrational behavior We like to think of ourselves as rational. This idea is the foundation for classical economic analysis of human behavior, including the awesome achievements of game theory. But as behavioral economics shows, most behavior doesn&’t seem rational at all—which, unfortunately, to cast doubt on game theory&’s real-world credibility. In Hidden Games, Moshe Hoffman and Erez Yoeli find a surprising middle ground between the hyperrationality of classical economics and the hyper-irrationality of behavioral economics. They call it hidden games. Reviving game theory, Hoffman and Yoeli use it to explain our most puzzling behavior, from the mechanics of Stockholm syndrome and internalized misogyny to why we help strangers and have a sense of fairness. Fun and powerfully insightful, Hidden Games is an eye-opening argument for using game theory to explain all the irrational things we think, feel, and do.
The Hidden Geometry of Life: The Science and Spirituality of Nature
by Karen L. FrenchEncompassing nature, science, art, architecture, and spirituality, and illustrated with over 700 photographs and line drawings, "The Hidden Geometry of Life" illuminates the secret underpinnings of existence. In her trademark easy-to-understand style, mathematician Karen French shows how sacred geometry permeates every level of being, manifesting itself in simple shapes and numbers, music and sounds, light and color, even in the mysteries of creation itself. But these geometrical archetypes are more than the building blocks of reality: they are gateways to profound new levels of awareness.
Hidden Harmony—Geometric Fantasies: The Rise of Complex Function Theory
by Jeremy Gray Umberto BottazziniThis book is a history of complex function theory from its origins to 1914, when the essential features of the modern theory were in place. It is the first history of mathematics devoted to complex function theory, and it draws on a wide range of published and unpublished sources. In addition to an extensive and detailed coverage of the three founders of the subject - Cauchy, Riemann, and Weierstrass - it looks at the contributions of authors from d'Alembert to Hilbert, and Laplace to Weyl. Particular chapters examine the rise and importance of elliptic function theory, differential equations in the complex domain, geometric function theory, and the early years of complex function theory in several variables. Unique emphasis has been devoted to the creation of a textbook tradition in complex analysis by considering some seventy textbooks in nine different languages. The book is not a mere sequence of disembodied results and theories, but offers a comprehensive picture of the broad cultural and social context in which the main actors lived and worked by paying attention to the rise of mathematical schools and of contrasting national traditions. The book is unrivaled for its breadth and depth, both in the core theory and its implications for other fields of mathematics. It documents the motivations for the early ideas and their gradual refinement into a rigorous theory.
Hidden Markov Models: Theory and Implementation using MATLAB®
by José Boaventura-Cunha João Coelho Tatiana PinhoThis book presents, in an integrated form, both the analysis and synthesis of three different types of hidden Markov models. Unlike other books on the subject, it is generic and does not focus on a specific theme, e.g. speech processing. Moreover, it presents the translation of hidden Markov models’ concepts from the domain of formal mathematics into computer codes using MATLAB®. The unique feature of this book is that the theoretical concepts are first presented using an intuition-based approach followed by the description of the fundamental algorithms behind hidden Markov models using MATLAB®. This approach, by means of analysis followed by synthesis, is suitable for those who want to study the subject using a more empirical approach. <p><P>Key Selling Points: <li>Presents a broad range of concepts related to Hidden Markov Models (HMM), from simple problems to advanced theory <li>Covers the analysis of both continuous and discrete Markov chains <li>Discusses the translation of HMM concepts from the realm of formal mathematics into computer code <li>Offers many examples to supplement mathematical notation when explaining new concepts
Hidden Markov Models
by David R. Westhead M. S. VijayabaskarThis volume aims to provide a new perspective on the broader usage of Hidden Markov Models (HMMs) in biology. Hidden Markov Models: Methods and Protocols guides readers through chapters on biological systems; ranging from single biomolecule, cellular level, and to organism level and the use of HMMs in unravelling the complex mechanisms that govern these complex systems. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls. Authoritative and practical, Hidden Markov Models: Methods and Protocols aims to demonstrate the impact of HMM in biology and inspire new research.
Hidden Markov Models and Applications (Unsupervised and Semi-Supervised Learning)
by Nizar Bouguila Wentao Fan Manar AmayriThis book focuses on recent advances, approaches, theories, and applications related Hidden Markov Models (HMMs). In particular, the book presents recent inference frameworks and applications that consider HMMs. The authors discuss challenging problems that exist when considering HMMs for a specific task or application, such as estimation or selection, etc. The goal of this volume is to summarize the recent advances and modern approaches related to these problems. The book also reports advances on classic but difficult problems in HMMs such as inference and feature selection and describes real-world applications of HMMs from several domains. The book pertains to researchers and graduate students, who will gain a clear view of recent developments related to HMMs and their applications.
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
by Walter Zucchini Iain L. MacDonald Roland LangrockHidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data
Hidden Markov Models in Finance
by Rogemar S. Mamon Robert J. ElliottSince the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors' Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book's 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
Hidden Markov Processes: Theory and Applications to Biology (Princeton Series in Applied Mathematics #46)
by M. VidyasagarThis book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are taken from post-genomic biology, especially genomics and proteomics.The topics examined include standard material such as the Perron-Frobenius theorem, transient and recurrent states, hitting probabilities and hitting times, maximum likelihood estimation, the Viterbi algorithm, and the Baum-Welch algorithm. The book contains discussions of extremely useful topics not usually seen at the basic level, such as ergodicity of Markov processes, Markov Chain Monte Carlo (MCMC), information theory, and large deviation theory for both i.i.d and Markov processes. The book also presents state-of-the-art realization theory for hidden Markov models. Among biological applications, it offers an in-depth look at the BLAST (Basic Local Alignment Search Technique) algorithm, including a comprehensive explanation of the underlying theory. Other applications such as profile hidden Markov models are also explored.
Hierarchical Archimedean Copulas (SpringerBriefs in Applied Statistics and Econometrics)
by Ostap Okhrin Jan GóreckiThis book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.
Hierarchical Linear Modeling: Guide and Applications
by Professor G. David GarsonThis book provides a brief, easy-to-read guide to implementing hierarchical linear modeling using three leading software platforms, followed by a set of original how-to applications articles following a standardard instructional format. The "guide" portion consists of five chapters by the editor, providing an overview of HLM, discussion of methodological assumptions, and parallel worked model examples in SPSS, SAS, and HLM software. The "applications" portion consists of ten contributions in which authors provide step by step presentations of how HLM is implemented and reported for introductory to intermediate applications.
Hierarchical Linear Models: Applications and Data Analysis Methods (2nd Edition)
by Stephen W. Raudenbush Anthony S. BrykThe first edition of this book was a bestseller. Now the author has added four more completely new chapters to this second edition.
Hierarchical Type-2 Fuzzy Aggregation of Fuzzy Controllers
by Oscar Castillo Leticia CervantesThisbook focuses on the fields of fuzzy logic, granular computing and alsoconsidering the control area. These areas can work together to solve variouscontrol problems, the idea is that this combination of areas would enable evenmore complex problem solving and better results. Inthis book we test the proposed method using two benchmark problems: the totalflight control and the problem of water level control for a 3 tank system. Whenfuzzy logic is used it make it easy to performed the simulations, these fuzzysystems help to model the behavior of a real systems, using the fuzzysystems fuzzy rules are generated and with this can generate the behavior ofany variable depending on the inputs and linguistic value. For this reason thiswork considers the proposed architecture using fuzzy systems and with thisimprove the behavior of the complex control problems.
High-Dimensional Covariance Estimation
by Mohsen PourahmadiMethods for estimating sparse and large covariance matricesCovariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning.Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task.High-Dimensional Covariance Estimation features chapters on:Data, Sparsity, and RegularizationRegularizing the EigenstructureBanding, Tapering, and ThresholdingCovariance MatricesSparse Gaussian Graphical ModelsMultivariate RegressionThe book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory (SpringerBriefs in Applied Statistics and Econometrics)
by Aygul ZagidullinaThis book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way. The aim of this book is to inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.
High-dimensional Microarray Data Analysis: Cancer Gene Diagnosis and Malignancy Indexes by Microarray
by Shuichi ShinmuraThis book shows how to decompose high-dimensional microarrays into small subspaces (Small Matryoshkas, SMs), statistically analyze them, and perform cancer gene diagnosis. The information is useful for genetic experts, anyone who analyzes genetic data, and students to use as practical textbooks.Discriminant analysis is the best approach for microarray consisting of normal and cancer classes. Microarrays are linearly separable data (LSD, Fact 3). However, because most linear discriminant function (LDF) cannot discriminate LSD theoretically and error rates are high, no one had discovered Fact 3 until now. Hard-margin SVM (H-SVM) and Revised IP-OLDF (RIP) can find Fact3 easily. LSD has the Matryoshka structure and is easily decomposed into many SMs (Fact 4). Because all SMs are small samples and LSD, statistical methods analyze SMs easily. However, useful results cannot be obtained. On the other hand, H-SVM and RIP can discriminate two classes in SM entirely. RatioSV is the ratio of SV distance and discriminant range. The maximum RatioSVs of six microarrays is over 11.67%. This fact shows that SV separates two classes by window width (11.67%). Such easy discrimination has been unresolved since 1970. The reason is revealed by facts presented here, so this book can be read and enjoyed like a mystery novel. Many studies point out that it is difficult to separate signal and noise in a high-dimensional gene space. However, the definition of the signal is not clear. Convincing evidence is presented that LSD is a signal. Statistical analysis of the genes contained in the SM cannot provide useful information, but it shows that the discriminant score (DS) discriminated by RIP or H-SVM is easily LSD. For example, the Alon microarray has 2,000 genes which can be divided into 66 SMs. If 66 DSs are used as variables, the result is a 66-dimensional data. These signal data can be analyzed to find malignancy indicators by principal component analysis and cluster analysis.
High-Dimensional Optimization: Set Exploration in the Non-Asymptotic Regime (SpringerBriefs in Optimization)
by Anatoly Zhigljavsky Jack NoonanThis book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global optimization. The bulk of the book is based on several recent papers by the authors but also contains new results. Considering applications, this brief highlights multistart and other methods of global optimizations requiring efficient exploration of the domain of optimization. This book is accessible to a wide range of readers; the prerequisites for reading the book are rather low, and many numerical examples are provided that pictorially illustrate the main ideas, methods, and conclusions. The main purpose of this book is the construction of efficient exploration strategies of high-dimensional sets. In high dimensions, the asymptotic arguments could be practically misleading and hence the emphasis on the non-asymptotic regime. An important link with global optimization stems from the observation that approximate covering is one of the key concepts associated with multistart and other key random search algorithms. In addition to global optimization, important applications of the results are computer experiments and machine learning. It is demonstrated that the asymptotically optimal space-filling designs, such as pure random sampling or low-discrepancy point nets, could be rather inefficient in the non-asymptotic regime and the authors suggest ways of increasing the efficiency of such designs. The range of techniques ranges from experimental design, Monte Carlo, and asymptotic expansions in the central limit theorem to multivariate geometry, theory of lattices, and numerical integration. This book could be useful to a wide circle of readers, especially those specializing in global optimization, numerical analysis, computer experiments, and computational mathematics. As specific recipes for improving set exploration schemes are formulated, the book can also be used by the practitioners interested in applications only.
High-Dimensional Probability: An Introduction with Applications in Data Science (Cambridge Series in Statistical and Probabilistic Mathematics #47)
by Roman VershyninHigh-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in high dimensions. Drawing on ideas from probability, analysis, and geometry, it lends itself to applications in mathematics, statistics, theoretical computer science, signal processing, optimization, and more. It is the first to integrate theory, key tools, and modern applications of high-dimensional probability. Concentration inequalities form the core, and it covers both classical results such as Hoeffding's and Chernoff's inequalities and modern developments such as the matrix Bernstein's inequality. It then introduces the powerful methods based on stochastic processes, including such tools as Slepian's, Sudakov's, and Dudley's inequalities, as well as generic chaining and bounds based on VC dimension. A broad range of illustrations is embedded throughout, including classical and modern results for covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, machine learning, compressed sensing, and sparse regression.
High Dimensional Probability VII
by Christian Houdré David M. Mason Patricia Reynaud-Bouret Jan RosińskiThis volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrix theory, nonparametric statistics, empirical process theory, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graph theory. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.
High Dimensional Probability VIII: The Oaxaca Volume (Progress in Probability #74)
by Nathael Gozlan Rafał Latała Karim Lounici Mokshay MadimanThis volume collects selected papers from the 8th High Dimensional Probability meeting held at Casa Matemática Oaxaca (CMO), Mexico. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, random graphs, information theory and convex geometry. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.
High Dimensional Space to Formulate Marriage and Birth Functions
by Shuichirou IkeWith the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marriages and births. This book reviews computable marriage and birth function using dynamic properties. To do that, the functions are defined in high dimensional space. The reaction-diffusion equation of the number of children in a space is applied to these phenomena, providing solutions to many problems concerning a decline in fertility. The functions are developed as stochastic maps based on the present behaviors of successive behaviors in a geographical space. As we assume that there is an inter-dependence of human behaviors, we use the law of dynamics concerning the function of marriage and birth. The exact mathematical definition of interactions in a space naturally implies a causal relation. For the function concerning the number of children of parents, two geographical-dimensional spaces are required. The decline in fertility in Belgium due to different languages is explained, and the longer fertility period in Brittany is explained by the Laplacian of the diffusion equation. Depending on the degree of symbolic control over behaviors, we need to add the degree of the dimension of the space. For the marriage function, we add age as a biological dimension to the geographical space. In this higher dimensional space, the mapping from neighboring present marriages to neighboring successive marriages is no less than that of the marriage function. These chain reactions caused the baby boom as an exothermal reaction-diffusion. Birth functions require one to add the marriage-age dimension to two geographical and age dimensions so that it is a five dimensional hypersurface. It can, thus, determine birth probabilities of a female who married at a certain age. The phenomenon of modern fertility decline may only be the result of these chain reactions. These processes are solely dependent upon time-space, and not on socioeconomic conditions. This is the very reason why we are able to predict it mathematically. The book provides a new thinking in fertility decline for demographic research. Readers need to be aware that the fertility decline experienced throughout the modern era is a spatial pattern formation (as a reaction-diffusion). The author hopes new mathematical applications in human activities are developed through these new models.
High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Cambridge Series in Statistical and Probabilistic Mathematics #48)
by Martin J. WainwrightRecent years have witnessed an explosion in the volume and variety of data collected in all scientific disciplines and industrial settings. Such massive data sets present a number of challenges to researchers in statistics and machine learning. This book provides a self-contained introduction to the area of high-dimensional statistics, aimed at the first-year graduate level. It includes chapters that are focused on core methodology and theory - including tail bounds, concentration inequalities, uniform laws and empirical process, and random matrices - as well as chapters devoted to in-depth exploration of particular model classes - including sparse linear models, matrix models with rank constraints, graphical models, and various types of non-parametric models. With hundreds of worked examples and exercises, this text is intended both for courses and for self-study by graduate students and researchers in statistics, machine learning, and related fields who must understand, apply, and adapt modern statistical methods suited to large-scale data.
High-Frequency Financial Econometrics
by Yacine Aït-Sahalia Jean JacodA comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis.Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes.Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.