SLIM21

Sort Order Display Format Items / Page  
 
  Click the serial number on the left to view the details of the item.
 #  AuthorTitleAccn#YearItem Type Claims
1 Boguslavskiy, Josif A Dynamic Systems Models I10444 2016 eBook  
2 Tasca, Paolo Banking Beyond Banks and Money I10210 2016 eBook  
3 Jan??en, Martin Generated Dynamics of Markov and Quantum Processes I10130 2016 eBook  
4 Frederic Abergel (ed.) New Perspectives and Challenges in Econophysics and Sociophysics I09462 2019 eBook  
5 Schulz, Michael Statistical Physics and Economics I10941 2003 eBook  
6 M??nnix, Michael Studies of Credit and Equity Markets with Concepts of Theoretical Physics I07295 2011 eBook  
7 Paul, Wolfgang Stochastic Processes I07071 2013 eBook  
8 Bezruchko, Boris P Extracting Knowledge From Time Series I05873 2010 eBook  
(page:1 / 1) [#8]     

1.    
No image available
TitleDynamic Systems Models : New Methods of Parameter and State Estimation
Author(s)Boguslavskiy, Josif A;Borodovsky, Mark
PublicationCham, 1. Imprint: Springer 2. Springer International Publishing, 2016.
DescriptionXX, 201 p : online resource
Abstract NoteThis monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics. Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than already-popular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow non-differentiable elements in the vector functions being approximated. The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamics or biological sequence analysis. The technical material is illustrated by the use of worked examples and methods for training the algorithms are included. Dynamic Systems Models provides researchers in aerospatial engineering, bioinformatics and financial mathematics (as well as computer scientists interested in any of these fields) with a reliable and effective numerical method for nonlinear estimation and solving boundary problems when carrying out control design. It will also be of interest to academic researchers studying inverse problems and their solution
ISBN,Price9783319040363
Keyword(s)1. Aerospace engineering 2. Aerospace Technology and Astronautics 3. Applications of Nonlinear Dynamics and Chaos Theory 4. ASTRONAUTICS 5. EBOOK 6. EBOOK - SPRINGER 7. Economics, Mathematical?? 8. IMAGE PROCESSING 9. Mathematical Modeling and Industrial Mathematics 10. MATHEMATICAL MODELS 11. Quantitative Finance 12. SIGNAL PROCESSING 13. Signal, Image and Speech Processing 14. Speech processing systems 15. STATISTICAL PHYSICS
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I10444     On Shelf    

2.     
No image available
TitleBanking Beyond Banks and Money : A Guide to Banking Services in the Twenty-First Century
Author(s)Tasca, Paolo;Aste, Tomaso;Pelizzon, Loriana;Perony, Nicolas
PublicationCham, 1. Imprint: Springer 2. Springer International Publishing, 2016.
DescriptionVI, 316 p. 64 illus., 54 illus. in color : online resource
Abstract NoteDo you know how banking and money will look like in the new digital age? This book collects the voices of leading scholars, entrepreneurs, policy makers and consultants who, through their expertise and keen analytical skills, are best positioned to picture from various angles the ongoing technological revolution in banking and finance. You will learn how lending and borrowing can exist without banks; how new forms of money can compete to better serve different society needs; how new technologies are banking the unbanked communities in the poorest parts of the world, and how ideas and small projects can be financed by the crowds without the need to rely upon banks. You will learn how, in the new digital age, we will interact with new self-organised and autonomous companies that operate without any human involvement, based on a set of programmed and incorruptible rules. You will learn that new business models will emerge thanks to technology-enabled platforms, upon which one can build new forms of non-hierarchical cooperation between strangers. And you will also learn that new forms of risks and threats are emerging that will destabilise our systems and jeopardise the stability of our financial order
ISBN,Price9783319424484
Keyword(s)1. Data structures (Computer science) 2. Data Structures and Information Theory 3. Data-driven Science, Modeling and Theory Building 4. EBOOK 5. EBOOK - SPRINGER 6. Economics, Mathematical?? 7. ECONOPHYSICS 8. FINANCE 9. Finance, general 10. Methodology of the Social Sciences 11. Quantitative Finance 12. SOCIAL SCIENCES 13. Sociophysics
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I10210     On Shelf    

3.     
No image available
TitleGenerated Dynamics of Markov and Quantum Processes
Author(s)Jan??en, Martin
PublicationBerlin, Heidelberg, 1. Imprint: Springer 2. Springer Berlin Heidelberg, 2016.
DescriptionXVII, 226 p. 36 illus., 1 illus. in color : online resource
Abstract NoteThis book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put into the context of generated stochastic processes. Classical mechanics and classical field theory are deterministic processes which emerge when fluctuations in relevant variables are negligible. Quantum mechanics and quantum field theory consider genuine quantum processes. Equilibrium and non-equilibrium statistics apply to the regime where relaxing Markov processes emerge from quantum processes by omission of a large number of uncontrollable variables. Systems with many variables often self-organize in such a way that only a few slow variables can serve as relevant variables. Symmetries and topological classes are essential in identifying such relevant variables. The third aim of this book is to provide conceptually general methods of solutions which can serve as starting points to find relevant variables as to apply best-practice approximation methods. Such methods are available through generating functionals. The potential reader is a graduate student who has heard already a course in quantum theory and equilibrium statistical physics including the mathematics of spectral analysis (eigenvalues, eigenvectors, Fourier and Laplace transformation). The reader should be open for a unifying look on several topics
ISBN,Price9783662496961
Keyword(s)1. EBOOK 2. EBOOK - SPRINGER 3. Economics, Mathematical?? 4. ENGINEERING 5. Engineering, general 6. MATHEMATICAL PHYSICS 7. Quantitative Finance 8. Theoretical, Mathematical and Computational Physics
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I10130     On Shelf    

4.     
No image available
TitleNew Perspectives and Challenges in Econophysics and Sociophysics
Author(s)Frederic Abergel (ed.);Bikas K. Chakrabarti (ed.);Anirban Chakraborti (ed.);Nivedita Deo (ed.);Sharma, Kiran
PublicationCham, 1. Imprint: Springer 2. Springer International Publishing, 2019.
DescriptionX, 272 p. 105 illus., 67 illus. in color : online resource
Abstract NoteThis book presents results on the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others report on their recent work and their analyses of economic and social behavior.
ISBN,Price9783030113643
Keyword(s)1. Big data 2. EBOOK 3. EBOOK - SPRINGER 4. Economics, Mathematical?? 5. GAME THEORY 6. Quantitative Finance 7. Science???Social aspects 8. Societal Aspects of Physics, Outreach and Education 9. STATISTICAL PHYSICS 10. Statistical Physics and Dynamical Systems
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I09462     On Shelf    

5.     
No image available
TitleStatistical Physics and Economics : Concepts, Tools, and Applications
Author(s)Schulz, Michael
PublicationNew York, NY, 1. Imprint: Springer 2. Springer New York, 2003.
DescriptionXI, 246 p. 1 illus : online resource
Abstract NoteEconophysics describes phenomena in the development and dynamics of economic systems by using of a physicMly motivated methodology. First of all, Mandelbrot had analyzed economic and social relations in terms of modern statistical physics. Since then, the number of publications related to this topic has increased irresistible greatly. To be fair to this historical evolution, I point out, however, that physical and economic concepts had already been connected long ago. Terms such as work, power, and efficiency factor have similar physical and economic meanings. Many physical discoveries for instance in thermodynamics, optics, solid state physics, or chemical physics correspond to a parallel evolution in the fields of technology and economics. The term econophysics, or social physics, also is not a recent idea. For ex ample, in the small book Sozialphysik published in 1925 [221], R. L??mmel demonstrates how social and economic problems can be understood by applying simple physical relations. Of course, the content of early social physics and the topics of modern econophysics are widely different. Nevertheless, the basic idea (i.e., the description and the explanation of economic phenomena in terms of a physical theory) did not change over the whole time. At this point, an important warning should be pronounced
ISBN,Price9780387217130
Keyword(s)1. COMPLEX SYSTEMS 2. DYNAMICAL SYSTEMS 3. EBOOK 4. EBOOK - SPRINGER 5. ECONOMIC THEORY 6. Economic Theory/Quantitative Economics/Mathematical Methods 7. Economics, Mathematical?? 8. GAME THEORY 9. Game Theory, Economics, Social and Behav. Sciences 10. Quantitative Finance 11. STATISTICAL PHYSICS 12. Statistical Physics and Dynamical Systems 13. Statistics for Business, Management, Economics, Finance, Insurance 14. Statistics??
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I10941     On Shelf    

6.     
No image available
TitleStudies of Credit and Equity Markets with Concepts of Theoretical Physics
Author(s)M??nnix, Michael
PublicationWiesbaden, 1. Imprint: Vieweg+Teubner Verlag 2. Vieweg+Teubner Verlag, 2011.
DescriptionXVII, 173 p : online resource
Abstract NoteFinancial markets are becoming increasingly complex. The financial crisis of 2008 to 2009 has demonstrated that an improved understanding of the mechanisms embedded in the market is a key requirement for the estimation of financial risk. Recently, concepts of theoretical physics, in particular concepts of complex systems, have proven to be very useful in this regard. Michael C. M??nnix analyses the statistical dependencies in financial markets and develops mathematical models using concepts and methods from physics. The author focuses on aspects that played a key role in the emergence of the recent financial crisis: estimation of credit risk, dynamics of statistical dependencies, and correlations on small time-scales. He visualizes the findings for various large-scale empirical studies of market data. The results give novel insights into the mechanisms of financial markets and allow conclusions on how to reduce financial risk significantly
ISBN,Price9783834883285
Keyword(s)1. EBOOK 2. EBOOK - SPRINGER 3. Economics, Mathematical?? 4. Quantitative Finance
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I07295     On Shelf    

7.     
No image available
TitleStochastic Processes : From Physics to Finance
Author(s)Paul, Wolfgang;Baschnagel, J??rg
PublicationCham, 1. Imprint: Springer 2. Springer International Publishing, 2013.
DescriptionXIII, 280 p : online resource
Abstract NoteThis??book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges??the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given
ISBN,Price9783319003276
Keyword(s)1. Data-driven Science, Modeling and Theory Building 2. EBOOK 3. EBOOK - SPRINGER 4. ECONOMIC THEORY 5. Economic Theory/Quantitative Economics/Mathematical Methods 6. Economics, Mathematical?? 7. ECONOPHYSICS 8. Mathematical Applications in the Physical Sciences 9. Mathematical Methods in Physics 10. MATHEMATICAL PHYSICS 11. PHYSICS 12. Quantitative Finance 13. Sociophysics
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I07071     On Shelf    

8.    
No image available
TitleExtracting Knowledge From Time Series : An Introduction to Nonlinear Empirical Modeling
Author(s)Bezruchko, Boris P;Smirnov, Dmitry A
PublicationBerlin, Heidelberg, 1. Imprint: Springer 2. Springer Berlin Heidelberg, 2010.
DescriptionXXII, 410 p. 162 illus : online resource
Abstract NoteThis book addresses the fundamental question of how to construct mathematical models for the evolution of dynamical systems from experimentally-obtained time series. It places emphasis on chaotic signals and nonlinear modeling and discusses different approaches to the forecast of future system evolution. In particular, it teaches readers how to construct difference and differential model equations depending on the amount of a priori information that is available on the system in addition to the experimental data sets. This book will benefit graduate students and researchers from all natural sciences who seek a self-contained and thorough introduction to this subject
ISBN,Price9783642126017
Keyword(s)1. COMPLEX SYSTEMS 2. DYNAMICAL SYSTEMS 3. EBOOK 4. EBOOK - SPRINGER 5. ECONOMIC THEORY 6. Economic Theory/Quantitative Economics/Mathematical Methods 7. Economics, Mathematical?? 8. ENVIRONMENTAL PHYSICS 9. ENVIRONMENTAL SCIENCES 10. GEOPHYSICS 11. Geophysics/Geodesy 12. Quantitative Finance 13. STATISTICAL PHYSICS 14. Statistical Physics and Dynamical Systems
Item TypeeBook
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I05873     On Shelf    

(page:1 / 1) [#8]