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Algorithmic Trading and Quantitative Strategies
by Raja VeluAlgorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.
Algorithmics of Nonuniformity: Tools and Paradigms (Discrete Mathematics and Its Applications)
by Micha Hofri Hosam MahmoudAlgorithmics of Nonuniformity is a solid presentation about the analysis of algorithms, and the data structures that support them. Traditionally, algorithmics have been approached either via a probabilistic view or an analytic approach. The authors adopt both approaches and bring them together to get the best of both worlds and benefit from the advantage of each approach. The text examines algorithms that are designed to handle general data—sort any array, find the median of any numerical set, and identify patterns in any setting. At the same time, it evaluates "average" performance, "typical" behavior, or in mathematical terms, the expectations of the random variables that describe their operations. Many exercises are presented, which are essential since they convey additional material complementing the content of the chapters. For this reason, the solutions are more than mere answers, but explain and expand upon related concepts, and motivate further work by the reader. Highlights: A unique book that merges probability with analysis of algorithms Approaches analysis of algorithms from the angle of uniformity Non-uniformity makes more realistic models of real-life scenarios possible Results can be applied to many applications Includes many exercises of various levels of difficulty About the Authors: Micha Hofri is a Professor of Computer Science, and former department head at Worcester Polytechnic Institute. He holds a Ph.D. of Industrial Engineering (1972), all from Technion, the Israel Institute of Technology. He has 39 publications in Mathematics. Hosam Mahmoud is a Professor at, the Department of Statistics at George Washington University in Washington D.C., where he used to be the former chair. He holds an Ph.D. in Computer Science from Ohio State University. He is on the editorial board of five academic journals.
Algorithmik für Einsteiger: Für Studierende, Lehrer und Schüler in den Fächern Mathematik und Informatik
by Armin P. BarthWer ein GPS benutzt oder einen Routenplaner befragt, profitiert von einem Algorithmus. Wer sich von einem medizinischen Roboter operieren lässt oder beim Onlinebanking auf sicheren Datentransfer hofft, vertraut auf Algorithmen. Algorithmen und die ausführenden Computer bestimmen und beeinflussen unser heutiges Leben in starkem Maße. Im Zentrum dieses Buches steht die Frage, was ein Algorithmus ist, was Algorithmen können und was nicht. Der Leser, die Leserin erfährt, was genau ein Algorithmus ist, und hat die Möglichkeit, aus zahlreichen historisch wichtigen oder aktuellen Beispielen von Algorithmen auszuwählen. Eine Untersuchung darüber, ob und wie Algorithmen noch beschleunigt werden können, mündet in eine kurze Einführung in die moderne mathematische Disziplin der "Komplexitätstheorie". Mit der Turing-Maschine wird ein einfaches und zugleich ungeheuer mächtiges theoretisches Computermodell vergestellt, das Anlass zu interessanten Fragen über die Möglichkeiten und Grenzen der Computer gibt. Zum Schluss wird der Leser, die Leserin zu einem Ausflug eingeladen zu den Grenzen der Informatik, zu Problemen, die bewiesenermaßen algorithmisch unlösbar sind. Dank sehr ausführlicher und gut zugänglicher Erklärungen und zahlreicher interessanter Aufgaben bereitet das Lernen mit diesem Buch Freude. Der Text wurde für die zweite Auflage vollkommen neu geschrieben.
Algorithms
by Robert Sedgewick Kevin WayneThis fourth edition of Robert Sedgewick and Kevin Wayne's Algorithms is the leading textbook on algorithms today and is widely used in colleges and universities worldwide. This book surveys the most important computer algorithms currently in use and provides a full treatment of data structures and algorithms for sorting, searching, graph processing, and string processing--including fifty algorithms every programmer should know. In this edition, new Java implementations are written in an accessible modular programming style, where all of the code is exposed to the reader and ready to use. <p><p> The algorithms in this book represent a body of knowledge developed over the last 50 years that has become indispensable, not just for professional programmers and computer science students but for any student with interests in science, mathematics, and engineering, not to mention students who use computation in the liberal arts.
Algorithms and Architectures for Parallel Processing: 20th International Conference, ICA3PP 2020, New York City, NY, USA, October 2–4, 2020, Proceedings, Part III (Lecture Notes in Computer Science #12454)
by Meikang QiuThis three-volume set LNCS 12452, 12453, and 12454 constitutes the proceedings of the 20th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2020, in New York City, NY, USA, in October 2020. The total of 142 full papers and 5 short papers included in this proceedings volumes was carefully reviewed and selected from 495 submissions. ICA3PP is covering the many dimensions of parallel algorithms and architectures, encompassing fundamental theoretical approaches, practical experimental projects, and commercial components and systems. As applications of computing systems have permeated in every aspects of daily life, the power of computing system has become increasingly critical. This conference provides a forum for academics and practitioners from countries around the world to exchange ideas for improving the efficiency, performance, reliability, security and interoperability of computing systems and applications. ICA3PP 2020 focus on two broad areas of parallel and distributed computing, i.e. architectures, algorithms and networks, and systems and applications.
Algorithms and Architectures for Parallel Processing: 20th International Conference, ICA3PP 2020, New York City, NY, USA, October 2–4, 2020, Proceedings, Part II (Lecture Notes in Computer Science #12453)
by Meikang QiuThis three-volume set LNCS 12452, 12453, and 12454 constitutes the proceedings of the 20th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2020, in New York City, NY, USA, in October 2020. The total of 142 full papers and 5 short papers included in this proceedings volumes was carefully reviewed and selected from 495 submissions. ICA3PP is covering the many dimensions of parallel algorithms and architectures, encompassing fundamental theoretical approaches, practical experimental projects, and commercial components and systems. As applications of computing systems have permeated in every aspects of daily life, the power of computing system has become increasingly critical. This conference provides a forum for academics and practitioners from countries around the world to exchange ideas for improving the efficiency, performance, reliability, security and interoperability of computing systems and applications. ICA3PP 2020 focus on two broad areas of parallel and distributed computing, i.e. architectures, algorithms and networks, and systems and applications.
Algorithms and Architectures for Parallel Processing: 20th International Conference, ICA3PP 2020, New York City, NY, USA, October 2–4, 2020, Proceedings, Part I (Lecture Notes in Computer Science #12452)
by Meikang QiuThis three-volume set LNCS 12452, 12453, and 12454 constitutes the proceedings of the 20th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2020, in New York City, NY, USA, in October 2020.The total of 142 full papers and 5 short papers included in this proceedings volumes was carefully reviewed and selected from 495 submissions. ICA3PP is covering the many dimensions of parallel algorithms and architectures, encompassing fundamental theoretical approaches, practical experimental projects, and commercial components and systems. As applications of computing systems have permeated in every aspects of daily life, the power of computing system has become increasingly critical. This conference provides a forum for academics and practitioners from countries around the world to exchange ideas for improving the efficiency, performance, reliability, security and interoperability of computing systems and applications. ICA3PP 2020 focus on two broad areas of parallel and distributed computing, i.e. architectures, algorithms and networks, and systems and applications.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part VI (Lecture Notes in Computer Science #14492)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers the many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part IV (Lecture Notes in Computer Science #14490)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers the many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part V (Lecture Notes in Computer Science #14491)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers the many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part II (Lecture Notes in Computer Science #14488)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part VII (Lecture Notes in Computer Science #14493)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers the many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part III (Lecture Notes in Computer Science #14489)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October, 2023.The 145 full papers included in this book were carefully reviewed and selected from 439 submissions. ICA3PP covers many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 23rd International Conference, ICA3PP 2023, Tianjin, China, October 20–22, 2023, Proceedings, Part I (Lecture Notes in Computer Science #14487)
by Zahir Tari Keqiu Li Hongyi WuThe 7-volume set LNCS 14487-14493 constitutes the proceedings of the 23rd International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2023, which took place in Tianjin, China, during October 2023.The 145 full papers included in these proceedings were carefully reviewed and selected from 439 submissions. ICA3PP covers many dimensions of parallel algorithms and architectures; encompassing fundamental theoretical approaches; practical experimental projects; and commercial components and systems.
Algorithms and Architectures for Parallel Processing: 19th International Conference, ICA3PP 2019, Melbourne, VIC, Australia, December 9–11, 2019, Proceedings, Part I (Lecture Notes in Computer Science #11944)
by Albert Zomaya Laurence T. Yang Sheng WenThe two-volume set LNCS 11944-11945 constitutes the proceedings of the 19th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2019, held in Melbourne, Australia, in December 2019. The 73 full and 29 short papers presented were carefully reviewed and selected from 251 submissions. The papers are organized in topical sections on: Parallel and Distributed Architectures, Software Systems and Programming Models, Distributed and Parallel and Network-based Computing, Big Data and its Applications, Distributed and Parallel Algorithms, Applications of Distributed and Parallel Computing, Service Dependability and Security, IoT and CPS Computing, Performance Modelling and Evaluation.
Algorithms and Architectures for Parallel Processing: 19th International Conference, ICA3PP 2019, Melbourne, VIC, Australia, December 9–11, 2019, Proceedings, Part II (Lecture Notes in Computer Science #11945)
by Albert Zomaya Laurence T. Yang Sheng WenThe two-volume set LNCS 11944-11945 constitutes the proceedings of the 19th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2019, held in Melbourne, Australia, in December 2019. The 73 full and 29 short papers presented were carefully reviewed and selected from 251 submissions. The papers are organized in topical sections on: Parallel and Distributed Architectures, Software Systems and Programming Models, Distributed and Parallel and Network-based Computing, Big Data and its Applications, Distributed and Parallel Algorithms, Applications of Distributed and Parallel Computing, Service Dependability and Security, IoT and CPS Computing, Performance Modelling and Evaluation.
Algorithms and Complexity in Mathematics, Epistemology, and Science: Proceedings of 2015 and 2016 ACMES Conferences (Fields Institute Communications #82)
by Nicolas Fillion Robert M. Corless Ilias S. KotsireasACMES (Algorithms and Complexity in Mathematics, Epistemology, and Science) is a multidisciplinary conference series that focuses on epistemological and mathematical issues relating to computation in modern science. This volume includes a selection of papers presented at the 2015 and 2016 conferences held at Western University that provide an interdisciplinary outlook on modern applied mathematics that draws from theory and practice, and situates it in proper context. These papers come from leading mathematicians, computational scientists, and philosophers of science, and cover a broad collection of mathematical and philosophical topics, including numerical analysis and its underlying philosophy, computer algebra, reliability and uncertainty quantification, computation and complexity theory, combinatorics, error analysis, perturbation theory, experimental mathematics, scientific epistemology, and foundations of mathematics. By bringing together contributions from researchers who approach the mathematical sciences from different perspectives, the volume will further readers' understanding of the multifaceted role of mathematics in modern science, informed by the state of the art in mathematics, scientific computing, and current modeling techniques.
Algorithms and Computation: 26th International Symposium, ISAAC 2015, Nagoya, Japan, December 9-11, 2015, Proceedings (Lecture Notes in Computer Science #9472)
by Khaled Elbassioni Kazuhisa MakinoThis book constitutes the refereed proceedings of the 26th InternationalSymposium on Algorithms and Computation, ISAAC 2015, held in Nagoya, Japan, inDecember 2015. The 65 revised full papers presented together with 3 invited talks were carefullyreviewed and selected from 180 submissions for inclusion in the book. The focusof the volume is on the following topics: computational geometry; datastructures; combinatorial optimization and approximation algorithms; randomizedalgorithms; graph algorithms and FPT; computational complexity; graph drawingand planar graphs; online and streaming algorithms; and string and DNAalgorithms.
Algorithms and Discrete Applied Mathematics: 6th International Conference, CALDAM 2020, Hyderabad, India, February 13–15, 2020, Proceedings (Lecture Notes in Computer Science #12016)
by Manoj Changat Sandip DasThis book constitutes the proceedings of the 6th International Conference on Algorithms and Discrete Applied Mathematics, CALDAM 2020, held in Hyderabad, India, in February 2020. The 38 papers presented together with 2 invited talks in this volume were carefully reviewed and selected from 102 submissions. The papers are organized in topical sections on graph algorithms, graph theory, combinatorial optimization, distributed algorithms, combinatorial algorithms, and computational complexity.
Algorithms and Discrete Applied Mathematics: Third International Conference, CALDAM 2017, Sancoale, Goa, India, February 16-18, 2017, Proceedings (Lecture Notes in Computer Science #10156)
by Daya Gaur N. S. NarayanaswamyThis book constitutes the proceedings of the Third International Conference on Algorithms and Discrete Applied Mathematics, CALDAM 2017, held in Goa, India, in February 2017. The 32 papers presented in this volume were carefully reviewed and selected from 103 submissions. They deal with the following areas: algorithms, graph theory, codes, polyhedral combinatorics, computational geometry, and discrete geometry.
Algorithms and Discrete Applied Mathematics: 7th International Conference, CALDAM 2021, Rupnagar, India, February 11–13, 2021, Proceedings (Lecture Notes in Computer Science #12601)
by Apurva Mudgal C. R. SubramanianThis book constitutes the proceedings of the 7th International Conference on Algorithms and Discrete Applied Mathematics, CALDAM 2021, which was held in Rupnagar, India, during February 11-13, 2021. The 39 papers presented in this volume were carefully reviewed and selected from 82 submissions. The papers were organized in topical sections named: approximation algorithms; parameterized algorithms; computational geometry; graph theory; combinatorics and algorithms; graph algorithms; and computational complexity.
Algorithms and Models for the Web Graph: 15th International Workshop, WAW 2018, Moscow, Russia, May 17-18, 2018, Proceedings (Theoretical Computer Science and General Issues #10836)
by Anthony Bonato Paweł Prałat Andrei RaigorodskiiThis book constitutes the proceedings of the 15th International Workshop on Algorithms and Models for the Web Graph, WAW 2018, held in Moscow, Russia in May 2018.<P><P> The 11 full papers presented in this volume were carefully reviewed and selected from various submissions. The papers focus on topics like the information retrieval and data mining on the Web; Web as a text repository and as a graph, induced in various ways by link among pages, hosts and users; the understanding of graphs that arise from the Web and various user activities on the Web; stimulation of the development of high-performance algorithms and applications that exploit these graphs.
Algorithms and Programs of Dynamic Mixture Estimation: Unified Approach to Different Types of Components (SpringerBriefs in Statistics)
by Ivan Nagy Evgenia SuzdalevaThis book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as possible. In addition, these methods can be used online and simultaneously perform learning, which improves their efficiency during estimation. The book includes detailed program codes for solving the presented theoretical tasks. Codes are implemented in the open source platform for engineering computations. The program codes given serve to illustrate the theory and demonstrate the work of the included algorithms.
Algorithms for a New World: When Big Data and Mathematical Models Meet
by Alfio QuarteroniCovid-19 has shown us the importance of mathematical and statistical models to interpret reality, provide forecasts, and explore future scenarios. Algorithms, artificial neural networks, and machine learning help us discover the opportunities and pitfalls of a world governed by mathematics and artificial intelligence.
Algorithms for Computational Biology: Third International Conference, AlCoB 2016, Trujillo, Spain, June 21-22, 2016, Proceedings (Lecture Notes in Computer Science #9702)
by María Botón-Fernández Carlos Martín-Vide Sergio Santander-Jiménez Miguel A. Vega-RodríguezThis book constitutes the proceedings of the Third InternationalConference on Algorithms for Computational Biology, AlCoB 2016, held inTrujillo, Spain, in June 2016.The 13 full papers presented in this volume were carefully reviewed andselected from 23 submissions. They are organized in the following topical sections: biological networks and modelling; biological structure processing; phylogenetics; and sequence analysis and rearrangement. In addition one invited talk is included.