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An Introduction to Data Science With Python
by Jeffrey S. Saltz Jeffrey Morgan StantonAn Introduction to Data Science with Python by Jeffrey S. Saltz and Jeffery M. Stanton provides readers who are new to Python and data science with a step-by-step walkthrough of the tools and techniques used to analyze data and generate predictive models. After introducing the basic concepts of data science, the book builds on these foundations to explain data science techniques using Python-based Jupyter Notebooks. The techniques include making tables and data frames, computing statistics, managing data, creating data visualizations, and building machine learning models. Each chapter breaks down the process into simple steps and components so students with no more than a high school algebra background will still find the concepts and code intelligible. Explanations are reinforced with linked practice questions throughout to check reader understanding. The book also covers advanced topics such as neural networks and deep learning, the basis of many recent and startling advances in machine learning and artificial intelligence. With their trademark humor and clear explanations, Saltz and Stanton provide a gentle introduction to this powerful data science tool. Included with this title: LMS Cartridge: Import this title’s instructor resources into your school’s learning management system (LMS) and save time. Don′t use an LMS? You can still access all of the same online resources for this title via the password-protected Instructor Resource Site.
An Introduction to Data: Everything You Need to Know About AI, Big Data and Data Science (Studies in Big Data #50)
by Francesco CoreaThis book reflects the author’s years of hands-on experience as an academic and practitioner. It is primarily intended for executives, managers and practitioners who want to redefine the way they think about artificial intelligence (AI) and other exponential technologies. Accordingly the book, which is structured as a collection of largely self-contained articles, includes both general strategic reflections and detailed sector-specific information. More concretely, it shares insights into what it means to work with AI and how to do it more efficiently; what it means to hire a data scientist and what new roles there are in the field; how to use AI in specific industries such as finance or insurance; how AI interacts with other technologies such as blockchain; and, in closing, a review of the use of AI in venture capital, as well as a snapshot of acceleration programs for AI companies.
An Introduction to Decision Theory
by Martin PetersonThis introduction to decision theory offers comprehensive and accessible discussions of decision-making under ignorance and risk, the foundations of utility theory, the debate over subjective and objective probability, Bayesianism, causal decision theory, game theory, and social choice theory. No mathematical skills are assumed, and all concepts and results are explained in non-technical and intuitive as well as more formal ways. There are over 100 exercises with solutions, and a glossary of key terms and concepts. An emphasis on foundational aspects of normative decision theory (rather than descriptive decision theory) makes the book particularly useful for philosophy students, but it will appeal to readers in a range of disciplines including economics, psychology, political science and computer science.
An Introduction to Decision Theory
by Martin PetersonThis introduction to decision theory offers comprehensive and accessible discussions of decision-making under ignorance and risk, the foundations of utility theory, the debate over subjective and objective probability, Bayesianism, causal decision theory, game theory, and social choice theory. No mathematical skills are assumed, and all concepts and results are explained in non-technical and intuitive as well as more formal ways. There are over 100 exercises with solutions, and a glossary of key terms and concepts. An emphasis on foundational aspects of normative decision theory (rather than descriptive decision theory) makes the book particularly useful for philosophy students, but it will appeal to readers in a range of disciplines including economics, psychology, political science and computer science.
An Introduction to Differential Equations and Their Applications
by Stanley J. FarlowIntended for use in a beginning one-semester course in differential equations, this text is designed for students of pure and applied mathematics with a working knowledge of algebra, trigonometry, and elementary calculus. Its mathematical rigor is balanced by complete but simple explanations that appeal to readers' physical and geometric intuition.Starting with an introduction to differential equations, the text proceeds to examinations of first- and second-order differential equations, series solutions, the Laplace transform, systems of differential equations, difference equations, nonlinear differential equations and chaos, and partial differential equations. Numerous figures, problems with solutions, and historical notes clarify the text.
An Introduction to Differential Geometry
by T. J. WillmoreA solid introduction to the methods of differential geometry and tensor calculus, this volume is suitable for advanced undergraduate and graduate students of mathematics, physics, and engineering. Rather than a comprehensive account, it offers an introduction to the essential ideas and methods of differential geometry.Part 1 begins by employing vector methods to explore the classical theory of curves and surfaces. An introduction to the differential geometry of surfaces in the large provides students with ideas and techniques involved in global research. Part 2 introduces the concept of a tensor, first in algebra, then in calculus. It covers the basic theory of the absolute calculus and the fundamentals of Riemannian geometry. Worked examples and exercises appear throughout the text.
An Introduction to Differential Manifolds
by Jacques LafontaineThis book is an introduction to differential manifolds. It gives solid preliminaries for more advanced topics: Riemannian manifolds, differential topology, Lie theory. It presupposes little background: the reader is only expected to master basic differential calculus, and a little point-set topology. The book covers the main topics of differential geometry: manifolds, tangent space, vector fields, differential forms, Lie groups, and a few more sophisticated topics such as de Rham cohomology, degree theory and the Gauss-Bonnet theorem for surfaces. Its ambition is to give solid foundations. In particular, the introduction of "abstract" notions such as manifolds or differential forms is motivated via questions and examples from mathematics or theoretical physics. More than 150 exercises, some of them easy and classical, some others more sophisticated, will help the beginner as well as the more expert reader. Solutions are provided for most of them. The book should be of interest to various readers: undergraduate and graduate students for a first contact to differential manifolds, mathematicians from other fields and physicists who wish to acquire some feeling about this beautiful theory. The original French text Introduction aux variétés différentielles has been a best-seller in its category in France for many years. Jacques Lafontaine was successively assistant Professor at Paris Diderot University and Professor at the University of Montpellier, where he is presently emeritus. His main research interests are Riemannian and pseudo-Riemannian geometry, including some aspects of mathematical relativity. Besides his personal research articles, he was involved in several textbooks and research monographs.
An Introduction to Discrete-Valued Time Series
by Christian H. WeissA much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
An Introduction to Distance Geometry applied to Molecular Geometry (SpringerBriefs in Computer Science)
by Carlile Lavor Leo Liberti Weldon A. Lodwick Tiago Mendonça da CostaThis book is a pedagogical presentation aimed at advanced undergraduate students, beginning graduate students and professionals who are looking for an introductory text to the field of Distance Geometry, and some of its applications. This versions profits from feedback acquired at undergraduate/graduate courses in seminars and a number of workshops.
An Introduction to Dynamical Systems and Chaos (University Texts in the Mathematical Sciences)
by G. C. LayekThis book discusses continuous and discrete nonlinear systems in systematic and sequential approaches. The unique feature of the book is its mathematical theories on flow bifurcations, nonlinear oscillations, Lie symmetry analysis of nonlinear systems, chaos theory, routes to chaos and multistable coexisting attractors. The logically structured content and sequential orientation provide readers with a global overview of the topic. A systematic mathematical approach has been adopted, featuring a multitude of detailed worked-out examples alongside comprehensive exercises. The book is useful for courses in dynamical systems and chaos and nonlinear dynamics for advanced undergraduate, graduate and research students in mathematics, physics and engineering. The second edition of the book is thoroughly revised and includes several new topics: center manifold reduction, quasi-periodic oscillations, Bogdanov–Takens, period-bubbling and Neimark–Sacker bifurcations, and dynamics on circle. The organized structures in bi-parameter plane for transitional and chaotic regimes are new active research interest and explored thoroughly. The connections of complex chaotic attractors with fractals cascades are explored in many physical systems. Chaotic attractors may attain multiple scaling factors and show scale invariance property. Finally, the ideas of multifractals and global spectrum for quantifying inhomogeneous chaotic attractors are discussed.
An Introduction to Econometric Theory
by James DavidsonA guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner’s guide to the underpinnings of econometrics.
An Introduction to Economic Dynamics: Modelling, Analysis and Simulation (Routledge Advanced Texts in Economics and Finance)
by Srinivas Raghavendra Petri T. PiiroinenAn Introduction to Economic Dynamics provides a framework for students to appreciate and understand the basic intuition behind economic models and to experiment with those models using simulation techniques in MATLAB®. This book goes beyond the often-limited scope of other texts on economic models, which have largely focused on elucidating static equilibrium models. Comparative static analysis inhibits students from asking how the equilibrium position is achieved from an initial out-of-equilibrium position and limits their understanding of the dynamics that underlie such analysis. In this textbook, readers are introduced to ten well-established macroeconomic models – including Keynesian multiplier models, Samuelson’s multiplier and Solow’s growth model – and guided through the dynamical systems behind each model. Every chapter begins with an overview of the economic problem which the model is designed to help solve followed by an explanation of the mathematics of the model. Solutions are provided using simulation and visualisation techniques in MATLAB®, which are interwoven organically with the analysis and are introduced in a step-by-step fashion to guide the reader along the way. Appendices provide an introduction to MATLAB® along with all the necessary codes. The book is ideally suited for courses in economic dynamics, macroeconomic modelling and computational economics, as well as for students of finance, mathematics and engineering who are interested in economic models.
An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics (Wiley Series in Probability and Statistics #401)
by R. Dennis CookWritten by the leading expert in the field, this text reviews the major new developments in envelope models and methods An Introduction to Envelopes provides an overview of the theory and methods of envelopes, a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives. The author offers a balance between foundations and methodology by integrating illustrative examples that show how envelopes can be used in practice. He discusses how to use envelopes to target selected coefficients and explores predictor envelopes and their connection with partial least squares regression. The book reveals the potential for envelope methodology to improve estimation of a multivariate mean. The text also includes information on how envelopes can be used in generalized linear models, regressions with a matrix-valued response, and reviews work on sparse and Bayesian response envelopes. In addition, the text explores relationships between envelopes and other dimension reduction methods, including canonical correlations, reduced-rank regression, supervised singular value decomposition, sufficient dimension reduction, principal components, and principal fitted components. This important resource: • Offers a text written by the leading expert in this field • Describes groundbreaking work that puts the focus on this burgeoning area of study • Covers the important new developments in the field and highlights the most important directions • Discusses the underlying mathematics and linear algebra • Includes an online companion site with both R and Matlab support Written for researchers and graduate students in multivariate analysis and dimension reduction, as well as practitioners interested in statistical methodology, An Introduction to Envelopes offers the first book on the theory and methods of envelopes.
An Introduction to Essential Algebraic Structures
by Leonid A. Kurdachenko Martyn R. Dixon Igor Ya SubbotinA reader-friendly introduction to modern algebra with important examples from various areas of mathematicsFeaturing a clear and concise approach, An Introduction to Essential Algebraic Structures presents an integrated approach to basic concepts of modern algebra and highlights topics that play a central role in various branches of mathematics. The authors discuss key topics of abstract and modern algebra including sets, number systems, groups, rings, and fields. The book begins with an exposition of the elements of set theory and moves on to cover the main ideas and branches of abstract algebra. In addition, the book includes:Numerous examples throughout to deepen readers' knowledge of the presented materialAn exercise set after each chapter section in an effort to build a deeper understanding of the subject and improve knowledge retentionHints and answers to select exercises at the end of the bookA supplementary website with an Instructors Solutions manualAn Introduction to Essential Algebraic Structures is an excellent textbook for introductory courses in abstract algebra as well as an ideal reference for anyone who would like to be more familiar with the basic topics of abstract algebra.
An Introduction to Excel VBA Programming: with Applications in Finance and Insurance
by Guojun GanExcel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies. An Introduction to Excel VBA Programming: with Applications in Finance and Insurance introduces readers to the basic fundamentals of VBA Programming while demonstrating applications of VBA to solve real-world problems in finance and insurance. Assuming no prior programming experience and with reproducible examples using code and data, this text is suitable for advanced undergraduate students, graduate students, actuaries, and financial analysts who wish to learn VBA. Features: Presents the theory behind the algorithms in detail Includes more than 100 exercises with selected solutions Provides VBA code in Excel files and data to reproduce the results in the book Offers a solutions manual for qualified instructors
An Introduction to Exotic Option Pricing (Chapman And Hall/crc Financial Mathematics Ser.)
by Peter BuchenIn an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas
An Introduction to Exponential Random Graph Modeling
by Jenine K. HarrisThis volume introduces the basic concepts of Exponential Random Graph Modeling (ERGM), gives examples of why it is used, and shows the reader how to conduct basic ERGM analyses in their own research. ERGM is a statistical approach to modeling social network structure that goes beyond the descriptive methods conventionally used in social network analysis. Although it was developed to handle the inherent non-independence of network data, the results of ERGM are interpreted in similar ways to logistic regression, making this a very useful method for examining social systems. Recent advances in statistical software have helped make ERGM accessible to social scientists, but a concise guide to using ERGM has been lacking. An Introduction to Exponential Random Graph Modeling, by Jenine K. Harris, fills that gap, by using examples from public health, and walking the reader through the process of ERGM model-building using R statistical software and the statnet package.
An Introduction to Financial Markets: A Quantitative Approach
by Paolo BrandimarteCOVERS THE FUNDAMENTAL TOPICS IN MATHEMATICS, STATISTICS, AND FINANCIAL MANAGEMENT THAT ARE REQUIRED FOR A THOROUGH STUDY OF FINANCIAL MARKETS This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LTCM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples. An Introduction to Financial Markets: A Quantitative Approach starts with a complete overview of the subject matter. It then moves on to sections covering fixed income assets, equity portfolios, derivatives, and advanced optimization models. This book’s balanced and broad view of the state-of-the-art in financial decision-making helps provide readers with all the background and modeling tools needed to make “honest money” and, in the process, to become a sound professional. Stresses that gut feelings are not always sufficient and that “critical thinking” and real world applications are appropriate when dealing with complex social systems involving multiple players with conflicting incentives Features a related website that contains a solution manual for end-of-chapter problems Written in a modular style for tailored classroom use Bridges a gap for business and engineering students who are familiar with the problems involved, but are less familiar with the methodologies needed to make smart decisions An Introduction to Financial Markets: A Quantitative Approach offers a balance between the need to illustrate mathematics in action and the need to understand the real life context. It is an ideal text for a first course in financial markets or investments for business, economic, statistics, engineering, decision science, and management science students.
An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)
by Hugo D. JunghennIntroduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author’s webpage https://home.gwu.edu/~hdj/.
An Introduction to Finite Element Analysis Using Matlab Tools (Synthesis Lectures on Mechanical Engineering)
by Shuvra DasThis book is an attempt to develop a guide for the user who is interested in learning the method by doing. There is enough discussion of some of the basic theory so that the user can get a broad understanding of the process. And there are many examples with step-by-step instructions for the user to quickly develop some proficiency in using FEA. We have used Matlab and its PDE toolbox for the examples in this text. The syntax and the modeling process are easy to understand and a new user can become productive very quickly. The PDE toolbox, just like any other commercial software, can solve certain classes of problems well but is not capable of solving every type of problem. For example, it can solve linear problems but is not capable of handling non-linear problems. Being aware of the capabilities of any tool is an important lesson for the user and we have, with this book, tried to highlight that lesson as well.
An Introduction to Finite Projective Planes (Dover Books on Mathematics)
by Abraham Adrian Albert Reuben SandlerGeared toward both beginning and advanced undergraduate and graduate students, this self-contained treatment offers an elementary approach to finite projective planes. Following a review of the basics of projective geometry, the text examines finite planes, field planes, and coordinates in an arbitrary plane. Additional topics include central collineations and the little Desargues' property, the fundamental theorem, and examples of finite non-Desarguesian planes.Virtually no knowledge or sophistication on the part of the student is assumed, and every algebraic system that arises is defined and discussed as necessary. Many exercises appear throughout the book, offering significant tools for understanding the subject as well as developing the mathematical methods needed for its study. References and a helpful appendix on the Bruck-Ryser theorem conclude the text.
An Introduction to Finite Tight Frames
by Shayne F. WaldronThis textbook is an introduction to the theory and applications of finite tight frames, an area that has developed rapidly in the last decade. Stimulating much of this growth are the applications of finite frames to diverse fields such as signal processing, quantum information theory, multivariate orthogonal polynomials, and remote sensing. Featuring exercises and MATLAB examples in each chapter, the book is well suited as a textbook for a graduate course or seminar involving finite frames. The self-contained, user-friendly presentation also makes the work useful as a self-study resource or reference for graduate students, instructors, researchers, and practitioners in pure and applied mathematics, engineering, mathematical physics, and signal processing.
An Introduction to Fourier Analysis
by Russell L. HermanThis book helps students explore Fourier analysis and its related topics, helping them appreciate why it pervades many fields of mathematics, science, and engineering. This introductory textbook was written with mathematics, science, and engineering students with a background in calculus and basic linear algebra in mind. It can be used as a textbook for undergraduate courses in Fourier analysis or applied mathematics, which cover Fourier series, orthogonal functions, Fourier and Laplace transforms, and an introduction to complex variables. These topics are tied together by the application of the spectral analysis of analog and discrete signals, and provide an introduction to the discrete Fourier transform. A number of examples and exercises are provided including implementations of Maple, MATLAB, and Python for computing series expansions and transforms. After reading this book, students will be familiar with: * Convergence and summation of infinite series * Representation of functions by infinite series * Trigonometric and Generalized Fourier series * Legendre, Bessel, gamma, and delta functions * Complex numbers and functions * Analytic functions and integration in the complex plane * Fourier and Laplace transforms. * The relationship between analog and digital signals Dr. Russell L. Herman is a professor of Mathematics and Professor of Physics at the University of North Carolina Wilmington. A recipient of several teaching awards, he has taught introductory through graduate courses in several areas including applied mathematics, partial differential equations, mathematical physics, quantum theory, optics, cosmology, and general relativity. His research interests include topics in nonlinear wave equations, soliton perturbation theory, fluid dynamics, relativity, chaos and dynamical systems.
An Introduction to Fourier Series and Integrals
by Robert T. SeeleyA compact, sophomore-to-senior-level guide, Dr. Seeley's text introduces Fourier series in the way that Joseph Fourier himself used them: as solutions of the heat equation in a disk. Emphasizing the relationship between physics and mathematics, Dr. Seeley focuses on results of greatest significance to modern readers.Starting with a physical problem, Dr. Seeley sets up and analyzes the mathematical modes, establishes the principal properties, and then proceeds to apply these results and methods to new situations. The chapter on Fourier transforms derives analogs of the results obtained for Fourier series, which the author applies to the analysis of a problem of heat conduction. Numerous computational and theoretical problems appear throughout the text.
An Introduction to Fractional Differential Equations (Industrial and Applied Mathematics)
by K. BalachandranThis is an introductory-level text on fractional calculus and fractional differential equations. Targeted to graduate students of mathematics and researchers, it contains several new definitions of fractional integrals and fractional derivatives. With interesting applications of the subject in several areas of physical sciences, life sciences, engineering, and technology, the book helps the students understand the importance and developments of this topic. The book is enriched with a list of useful references to published literature, and the presentation of the book is entirely new and easily comprehensible to the students. Some of the topics are refined, and new examples are included to supplement theories to help students understand the concepts easily and clearly.