The $2$-Dimensional Attractor of $x'(t)=-{\mu } x(t) + f(x(t-1))$
Title | The $2$-Dimensional Attractor of $x'(t)=-{\mu } x(t) + f(x(t-1))$ PDF eBook |
Author | Hans-Otto Walther |
Publisher | American Mathematical Soc. |
Pages | 89 |
Release | 1995 |
Genre | Mathematics |
ISBN | 0821826026 |
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Infinite-Dimensional Dynamical Systems
Title | Infinite-Dimensional Dynamical Systems PDF eBook |
Author | James C. Robinson |
Publisher | Cambridge University Press |
Pages | 488 |
Release | 2001-04-23 |
Genre | Mathematics |
ISBN | 9780521632041 |
This book treats the theory of global attractors, a recent development in the theory of partial differential equations, in a way that also includes much of the traditional elements of the subject. As such it gives a quick but directed introduction to some fundamental concepts, and by the end proceeds to current research problems. Since the subject is relatively new, this is the first book to attempt to treat these various topics in a unified and didactic way. It is intended to be suitable for first year graduate students.
Paperbound Books in Print 1995
Title | Paperbound Books in Print 1995 PDF eBook |
Author | Reed Reference Publishing |
Publisher | |
Pages | 1542 |
Release | 1995-12 |
Genre | Reference |
ISBN | 9780835236300 |
Introduction to Time Series and Forecasting
Title | Introduction to Time Series and Forecasting PDF eBook |
Author | Peter J. Brockwell |
Publisher | Springer Science & Business Media |
Pages | 429 |
Release | 2013-03-14 |
Genre | Mathematics |
ISBN | 1475725264 |
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Correlation Risk Modeling and Management
Title | Correlation Risk Modeling and Management PDF eBook |
Author | Gunter Meissner |
Publisher | John Wiley & Sons |
Pages | 268 |
Release | 2013-12-19 |
Genre | Business & Economics |
ISBN | 1118796896 |
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. Offers comprehensive coverage of a topic of increasing importance in the financial world Includes the Basel III correlation framework Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter
Recent Econometric Techniques for Macroeconomic and Financial Data
Title | Recent Econometric Techniques for Macroeconomic and Financial Data PDF eBook |
Author | Gilles Dufrénot |
Publisher | Springer Nature |
Pages | 387 |
Release | 2020-11-21 |
Genre | Business & Economics |
ISBN | 3030542521 |
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Advances in Control
Title | Advances in Control PDF eBook |
Author | Paul M. Frank |
Publisher | Springer Science & Business Media |
Pages | 449 |
Release | 2012-12-06 |
Genre | Technology & Engineering |
ISBN | 1447108531 |
Advances in Control contains keynote contributions and tutorial material from the fifth European Control Conference, held in Germany in September 1999. The topics covered are of particular relevance to all academics and practitioners in the field of modern control engineering. These include: - Modern Control Theory - Fault Tolerant Control Systems - Linear Descriptor Systems - Generic Robust Control Design - Verification of Hybrid Systems - New Industrial Perspectives - Nonlinear System Identification - Multi-Modal Telepresence Systems - Advanced Strategies for Process Control - Nonlinear Predictive Control - Logic Controllers of Continuous Plants - Two-dimensional Linear Systems. This important collection of work is introduced by Professor P.M. Frank who has almost forty years of experience in the field of automatic control. State-of-the-art research, expert opinions and future developments in control theory and its industrial applications, combine to make this an essential volume for all those involved in control engineering.