Inequalities for Stochastic Processes
Author: Lester E. Dubins,Leonard J. Savage,William Sudderth,David Gilat
Publisher: Courier Corporation
ISBN: 0486780643
Category: Mathematics
Page: 304
View: 3304
This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research. Following an introductory chapter, the book formulates the gambler's problem and discusses gambling strategies. Succeeding chapters explore the properties associated with casinos and certain measures of subfairness. Concluding chapters relate the scope of the gambler's problems to more general mathematical ideas, including dynamic programming, Bayesian statistics, and stochastic processes. Dover (2014) revised and updated republication of the 1976 Dover edition entitled Inequalities for Stochastic Processes. See every Dover book in print at www.doverpublications.com
Understanding Markov Chains
Examples and Applications
Author: Nicolas Privault
Publisher: Springer
ISBN: 9811306591
Category: Mathematics
Page: 372
View: 2481
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
Author: Nicolas Privault
Publisher: Springer
ISBN: 9811306591
Category: Mathematics
Page: 372
View: 2481
The Foundations of Statistics
Author: Leonard J. Savage
Publisher: Courier Corporation
ISBN: 0486137104
Category: Mathematics
Page: 352
View: 7115
Sociophysics: An Introduction
Author: Parongama Sen,Bikas K. Chakrabarti
Publisher: Oxford University Press
ISBN: 0199662452
Category: Computers
Page: 283
View: 2674
Control Techniques for Complex Networks
Author: Sean Meyn
Publisher: Cambridge University Press
ISBN: 0521884411
Category: Computers
Page: 562
View: 377
Professional Automated Trading
Theory and Practice
Author: Eugene A. Durenard
Publisher: John Wiley & Sons
ISBN: 1118419294
Category: Business & Economics
Page: 384
View: 2497
An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale. Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.
Author: Eugene A. Durenard
Publisher: John Wiley & Sons
ISBN: 1118419294
Category: Business & Economics
Page: 384
View: 2497
Introduction to Probability
Author: Charles Miller Grinstead,James Laurie Snell
Publisher: American Mathematical Soc.
ISBN: 0821894145
Category: Probabilities
Page: 510
View: 6328
All of Statistics
A Concise Course in Statistical Inference
Author: Larry Wasserman
Publisher: Springer Science & Business Media
ISBN: 0387217363
Category: Mathematics
Page: 442
View: 5518
Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. This book is for people who want to learn probability and statistics quickly. It is suitable for graduate or advanced undergraduate students in computer science, mathematics, statistics, and related disciplines. The book includes modern topics like non-parametric curve estimation, bootstrapping, and classification, topics that are usually relegated to follow-up courses. The reader is presumed to know calculus and a little linear algebra. No previous knowledge of probability and statistics is required. Statistics, data mining, and machine learning are all concerned with collecting and analysing data.
Author: Larry Wasserman
Publisher: Springer Science & Business Media
ISBN: 0387217363
Category: Mathematics
Page: 442
View: 5518
Utility and Probability
Author: John Eatwell,Murray Milgate,Peter Newman
Publisher: Springer
ISBN: 1349205680
Category: Business & Economics
Page: 319
View: 3571
If You Must Gamble
Author: Maurice Lenihan
Publisher: N.A
ISBN: 9781494015534
Category:
Page: 128
View: 5868
Probability: A Graduate Course
Author: Allan Gut
Publisher: Springer Science & Business Media
ISBN: 9780387273327
Category: Mathematics
Page: 608
View: 7270
Modeling with Itô Stochastic Differential Equations
Author: E. Allen
Publisher: Springer Science & Business Media
ISBN: 1402059531
Category: Mathematics
Page: 230
View: 8316
Probability with Martingales
Author: David Williams
Publisher: Cambridge University Press
ISBN: 1139642987
Category: Mathematics
Page: N.A
View: 531
Good Thinking
The Foundations of Probability and Its Applications
Author: Irving John Good
Publisher: U of Minnesota Press
ISBN: 1452910146
Category: Mathematics
Page: 332
View: 2813
Good Thinking was first published in 1983.Good Thinking is a representative sampling of I. J. Good's writing on a wide range of questions about the foundations of statistical inference, especially where induction intersects with philosophy. Good believes that clear reasoning about many important practical and philosophical questions is impossible except in terms of probability. This book collects from various published sources 23 of Good's articles with an emphasis on more philosophical than mathematical.He covers such topics as rational decisions, randomness, operational research, measurement of knowledge, mathematical discovery, artificial intelligence, cognitive psychology, chess, and the nature of probability itself. In spite of the wide variety of topics covered, Good Thinking is based on a unified philosophy which makes it more than the sum of its parts. The papers are organized into five sections: Bayesian Rationality; Probability; Corroboration, Hypothesis Testing, and Simplicity; Information and Surprise; and Causality and Explanation. The numerous references, an extensive index, and a bibliography guide the reader to related modern and historic literature.This collection makes available to a wide audience, for the first time, the most accessible work of a very creative thinker. Philosophers of science, mathematicians, scientists, and, in Good's words, anyone who wants “to understand understanding, to reason about reasoning, to explain explanation, to think about thought, and to decide how to decide” will find Good Thinking a stimulating and provocative look at probability.
Author: Irving John Good
Publisher: U of Minnesota Press
ISBN: 1452910146
Category: Mathematics
Page: 332
View: 2813
An Introduction to Stochastic Modeling
Author: Howard M. Taylor,Samuel Karlin
Publisher: Academic Press
ISBN: 1483220443
Category: Mathematics
Page: 578
View: 719
Fundamentals of Probability with Stochastic Processes
Author: Saeed Ghahramani
Publisher: CRC Press
ISBN: 042985627X
Category: Mathematics
Page: 632
View: 9573
Uniform Distribution of Sequences
Author: L. Kuipers,H. Niederreiter
Publisher: Courier Corporation
ISBN: 0486149994
Category: Mathematics
Page: 416
View: 2624
Probability Essentials
Author: Jean Jacod,Philip Protter
Publisher: Springer Science & Business Media
ISBN: 3642556825
Category: Mathematics
Page: 254
View: 2037
Sapiens
A Brief History of Humankind
Author: Yuval Noah Harari
Publisher: Harper Collins
ISBN: 0062316109
Category: Science
Page: 464
View: 7067
New York Times Bestseller A Summer Reading Pick for President Barack Obama, Bill Gates, and Mark Zuckerberg From a renowned historian comes a groundbreaking narrative of humanity’s creation and evolution—a #1 international bestseller—that explores the ways in which biology and history have defined us and enhanced our understanding of what it means to be “human.” One hundred thousand years ago, at least six different species of humans inhabited Earth. Yet today there is only one—homo sapiens. What happened to the others? And what may happen to us? Most books about the history of humanity pursue either a historical or a biological approach, but Dr. Yuval Noah Harari breaks the mold with this highly original book that begins about 70,000 years ago with the appearance of modern cognition. From examining the role evolving humans have played in the global ecosystem to charting the rise of empires, Sapiens integrates history and science to reconsider accepted narratives, connect past developments with contemporary concerns, and examine specific events within the context of larger ideas. Dr. Harari also compels us to look ahead, because over the last few decades humans have begun to bend laws of natural selection that have governed life for the past four billion years. We are acquiring the ability to design not only the world around us, but also ourselves. Where is this leading us, and what do we want to become? Featuring 27 photographs, 6 maps, and 25 illustrations/diagrams, this provocative and insightful work is sure to spark debate and is essential reading for aficionados of Jared Diamond, James Gleick, Matt Ridley, Robert Wright, and Sharon Moalem.
Author: Yuval Noah Harari
Publisher: Harper Collins
ISBN: 0062316109
Category: Science
Page: 464
View: 7067
Theory of Games and Economic Behavior (Commemorative Edition)
Author: John von Neumann,Oskar Morgenstern
Publisher: Princeton University Press
ISBN: 0691130612
Category: Business & Economics
Page: 739
View: 8481