An Accelerated Solution Method for Two-Stage Stochastic Models in Disaster Management, Emilia Gra?

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 84780.00 T
Наличие на складе: Есть
Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Автор: Karl Frauendorfer
Название: Stochastic Two-Stage Programming
ISBN: 3540560971 ISBN-13(EAN): 9783540560975
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.

Автор: Nawaf Bou-Rabee, Eric Vanden-Eijnden
Название: Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations
ISBN: 1470431815 ISBN-13(EAN): 9781470431815
Издательство: Mare Nostrum (Eurospan)
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Цена: 80390.00 T
Наличие на складе: Невозможна поставка.
Описание: Introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids.

Автор: Elliot Bendoly
Название: Excel Basics to Blackbelt: An Accelerated Guide to Decision Support Designs
ISBN: 1108738362 ISBN-13(EAN): 9781108738361
Издательство: Cambridge Academ
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Цена: 48570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For students and practitioners interested in developing their skills in the construction of analytical tools and visual demonstrations in Excel. Covering everything from the basics of working in Excel, to a variety of critical analytical and custom visual techniques, and programmatic approaches to developing seamless professional tools.

Автор: Eckhard Platen; Nicola Bruti-Liberati
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3662519739 ISBN-13(EAN): 9783662519738
Издательство: Springer
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Цена: 65170.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.

Автор: Bagdonavicius, Vilijandas , Nikulin, Mikhail
Название: Accelerated Life Models
ISBN: 0367396637 ISBN-13(EAN): 9780367396633
Издательство: Taylor&Francis
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Цена: 65320.00 T
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Описание:

The authors of this monograph have developed a large and important class of survival analysis models that generalize most of the existing models. In a unified, systematic presentation, this monograph fully details those models and explores areas of accelerated life testing usually only touched upon in the literature.

Accelerated Life Models: Modeling and Statistical Analysis presents models, methods of data collection, and statistical analysis for failure-time regression data in accelerated life testing and for degradation data with explanatory variables. In addition to the classical results, the authors devote considerable attention to models with time-varying explanatory variables and to methods of semiparametric estimation. They also examine the simultaneous analysis of degradation and failure-time data when the intensities of failure in different modes depend on the level of degradation and the values of explanatory variables.

The authors avoid technical details by explaining the ideas and referring to resources where thorough analysis can be found. Whether used for teaching, research or general reference, Accelerated Life Models: Modeling and Statistical Analysis provides new and known models and modern methods of accelerated life data analysis.

Автор: Lin Zhouchen, Li Huan, Fang Cong
Название: Accelerated Optimization for Machine Learning: First-Order Algorithms
ISBN: 9811529094 ISBN-13(EAN): 9789811529092
Издательство: Springer
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Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The acceleration of first-order optimization algorithms is crucial for the efficiency of machine learning.Written by leading experts in the field, this book provides a comprehensive introduction to, and state-of-the-art review of accelerated first-order optimization algorithms for machine learning.