Foundations of Quantization for Probability Distributions

Foundations of Quantization for Probability Distributions
Title Foundations of Quantization for Probability Distributions PDF eBook
Author Siegfried Graf
Publisher Springer
Pages 238
Release 2007-05-06
Genre Mathematics
ISBN 3540455779

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Due to the rapidly increasing need for methods of data compression, quantization has become a flourishing field in signal and image processing and information theory. The same techniques are also used in statistics (cluster analysis), pattern recognition, and operations research (optimal location of service centers). The book gives the first mathematically rigorous account of the fundamental theory underlying these applications. The emphasis is on the asymptotics of quantization errors for absolutely continuous and special classes of singular probabilities (surface measures, self-similar measures) presenting some new results for the first time. Written for researchers and graduate students in probability theory the monograph is of potential interest to all people working in the disciplines mentioned above.

Foundations of Computational Mathematics, Budapest 2011

Foundations of Computational Mathematics, Budapest 2011
Title Foundations of Computational Mathematics, Budapest 2011 PDF eBook
Author Society for the Foundation of Computational Mathematics
Publisher Cambridge University Press
Pages 249
Release 2013
Genre Computers
ISBN 1107604079

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A diverse collection of articles by leading experts in computational mathematics, written to appeal to established researchers and non-experts.

Numerical Probability

Numerical Probability
Title Numerical Probability PDF eBook
Author Gilles Pagès
Publisher Springer
Pages 591
Release 2018-07-31
Genre Mathematics
ISBN 3319902768

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This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration. Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.

Fractal Geometry and Stochastics V

Fractal Geometry and Stochastics V
Title Fractal Geometry and Stochastics V PDF eBook
Author Christoph Bandt
Publisher Birkhäuser
Pages 339
Release 2015-07-08
Genre Mathematics
ISBN 3319186604

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This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.

Mathematical Modelling and Numerical Methods in Finance

Mathematical Modelling and Numerical Methods in Finance
Title Mathematical Modelling and Numerical Methods in Finance PDF eBook
Author Alain Bensoussan
Publisher Elsevier
Pages 743
Release 2009-06-16
Genre Mathematics
ISBN 0080931006

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Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. - Coverage of all aspects of quantitative finance including models, computational methods and applications - Provides an overview of new ideas and results - Contributors are leaders of the field

Machine Learning, Optimization, and Data Science

Machine Learning, Optimization, and Data Science
Title Machine Learning, Optimization, and Data Science PDF eBook
Author Giuseppe Nicosia
Publisher Springer Nature
Pages 667
Release 2022-02-01
Genre Computers
ISBN 3030954676

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This two-volume set, LNCS 13163-13164, constitutes the refereed proceedings of the 7th International Conference on Machine Learning, Optimization, and Data Science, LOD 2021, together with the first edition of the Symposium on Artificial Intelligence and Neuroscience, ACAIN 2021. The total of 86 full papers presented in this two-volume post-conference proceedings set was carefully reviewed and selected from 215 submissions. These research articles were written by leading scientists in the fields of machine learning, artificial intelligence, reinforcement learning, computational optimization, neuroscience, and data science presenting a substantial array of ideas, technologies, algorithms, methods, and applications.

Applied Analysis, Optimization and Soft Computing

Applied Analysis, Optimization and Soft Computing
Title Applied Analysis, Optimization and Soft Computing PDF eBook
Author Tanmoy Som
Publisher Springer Nature
Pages 425
Release 2023-06-10
Genre Mathematics
ISBN 9819905974

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This book contains select contributions presented at the International Conference on Nonlinear Applied Analysis and Optimization (ICNAAO-2021), held at the Department of Mathematics Sciences, Indian Institute of Technology (BHU) Varanasi, India, from 21–23 December 2021. The book discusses topics in the areas of nonlinear analysis, fixed point theory, dynamical systems, optimization, fractals, applications to differential/integral equations, signal and image processing, and soft computing, and exposes the young talents with the newer dimensions in these areas with their practical approaches and to tackle the real-life problems in engineering, medical and social sciences. Scientists from the U.S.A., Austria, France, Mexico, Romania, and India have contributed their research. All the submissions are peer reviewed by experts in their fields.