Recent Developments In Computational Finance

Recent Developments in Computational Finance PDF
Author: Thomas Gerstner
Publisher: World Scientific
Category : Business & Economics
Languages : en
Pages : 472
View: 505

Get Book

Book Description:
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.


Recent Developments In Computational Finance Foundations Algorithms And Applications

Recent Developments In Computational Finance  Foundations  Algorithms And Applications PDF
Author: Peter Kloeden
Publisher: World Scientific
Category : Business & Economics
Languages : en
Pages : 480
View: 7471

Get Book

Book Description:
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses.The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.


Recent Advances In Applied Nonlinear Dynamics With Numerical Analysis

Recent Advances in Applied Nonlinear Dynamics with Numerical Analysis PDF
Author: Changpin Li
Publisher: World Scientific
Category : Mathematics
Languages : en
Pages : 416
View: 2225

Get Book

Book Description:
Nonlinear dynamics is still a hot and challenging topic. In this edited book, we focus on fractional dynamics, infinite dimensional dynamics defined by the partial differential equation, network dynamics, fractal dynamics, and their numerical analysis and simulation. Fractional dynamics is a new topic in the research field of nonlinear dynamics which has attracted increasing interest due to its potential applications in the real world, such as modeling memory processes and materials. In this part, basic theory for fractional differential equations and numerical simulations for these equations will be introduced and discussed. In the infinite dimensional dynamics part, we emphasize on numerical calculation and theoretical analysis, including constructing various numerical methods and computing the corresponding limit sets, etc. In the last part, we show interest in network dynamics and fractal dynamics together with numerical simulations as well as their applications. Contents:Gronwall Inequalities (Fanhai Zeng, Jianxiong Cao and Changpin Li)Existence and Uniqueness of the Solutions to the Fractional Differential Equations (Yutian Ma, Fengrong Zhang and Changpin Li)Finite Element Methods for Fractional Differential Equations (Changpin Li and Fanhai Zeng)Fractional Step Method for the Nonlinear Conservation Laws with Fractional Dissipation (Can Li and Weihua Deng)Error Analysis of Spectral Method for the Space and Time Fractional Fokker–Planck Equation (Tinggang Zhao and Haiyan Xuan)A Discontinuous Finite Element Method for a Type of Fractional Cauchy Problem (Yunying Zheng)Asymptotic Analysis of a Singularly Perturbed Parabolic Problem in a General Smooth Domain (Yu-Jiang Wu, Na Zhang and Lun-Ji Song)Incremental Unknowns Methods for the ADI and ADSI Schemes (Ai-Li Yang, Yu-Jiang Wu and Zhong-Hua Yang)Stability of a Collocated FV Scheme for the 3D Navier–Stokes Equations (Xu Li and Shu-qin Wang)Computing the Multiple Positive Solutions to p–Henon Equation on the Unit Square (Zhaoxiang Li and Zhonghua Yang)Multilevel WBIUs Methods for Reaction–Diffusion Equations (Yang Wang, Yu-Jiang Wu and Ai-Li Yang)Models and Dynamics of Deterministically Growing Networks (Weigang Sun, Jingyuan Zhang and Guanrong Chen)On Different Approaches to Synchronization of Spatiotemporal Chaos in Complex Networks (Yuan Chai and Li-Qun Chen)Chaotic Dynamical Systems on Fractals and Their Applications to Image Encryption (Ruisong Ye, Yuru Zou and Jian Lu)Planar Crystallographic Symmetric Tiling Patterns Generated From Invariant Maps (Ruisong Ye, Haiying Zhao and Yuanlin Ma)Complex Dynamics in a Simple Two-Dimensional Discrete System (Huiqing Huang and Ruisong Ye)Approximate Periodic Solutions of Damped Harmonic Oscillators with Delayed Feedback (Qian Guo)The Numerical Methods in Option Pricing Problem (Xiong Bo)Synchronization and Its Control Between Two Coupled Networks (Yongqing Wu and Minghai Lü) Readership: Senior undergraduates, postgraduates and experts in nonlinear dynamics with numerical analysis. Keywords:Fractional Dynamics;Infinite Dimensional Dynamics;Network Dynamics;Fractal DynamicsKey Features:The topics in this edited book are very hot and highly impressiveIssues and methods of such topics in this edited book have not been made available yetThe present edited book is suitable for various levels of researchers, such as senior undergraduates, postgraduates, and experts


Recent Developments In Biologically Inspired Computing

Recent Developments in Biologically Inspired Computing PDF
Author: Leandro Nunes De Castro
Publisher: Igi Global
Category : Computers
Languages : en
Pages : 439
View: 3089

Get Book

Book Description:
This title covers the most relevant areas in computational intelligence, including evolutionary algorithms, artificial neural networks, artificial immune systems and swarm systems. It also brings together novel and philosophical trends in the exciting fields of artifical life and robotics.


Computational Science Iccs 2001

Computational Science   Iccs 2001 PDF
Author: Vassil N. Alexandrov
Publisher: Springer Science & Business Media
Category : Computers
Languages : en
Pages : 1305
View: 3733

Get Book

Book Description:
LNCS volumes 2073 and 2074 contain the proceedings of the International Conference on Computational Science, ICCS 2001, held in San Francisco, California, May 27 -31, 2001. The two volumes consist of more than 230 contributed and invited papers that reflect the aims of the conference to bring together researchers and scientists from mathematics and computer science as basic computing disciplines, researchers from various application areas who are pioneering advanced application of computational methods to sciences such as physics, chemistry, life sciences, and engineering, arts and humanitarian fields, along with software developers and vendors, to discuss problems and solutions in the area, to identify new issues, and to shape future directions for research, as well as to help industrial users apply various advanced computational techniques.


Recent Developments In Mathematical Statistical And Computational Sciences

Recent Developments in Mathematical  Statistical and Computational Sciences PDF
Author: D. Marc Kilgour
Publisher: Springer
Category : Mathematics
Languages : en
Pages :
View: 837

Get Book

Book Description:
This book constitutes an up-to-date account of principles, methods, and tools for mathematical and statistical modelling in a wide range of research fields, including medicine, health sciences, biology, environmental science, engineering, physics, chemistry, computation, finance, economics, and social sciences. It presents original solutions to real-world problems, emphasizes the coordinated development of theories and applications, and promotes interdisciplinary collaboration among mathematicians, statisticians, and researchers in other disciplines. Based on a highly successful meeting, the International Conference on Applied Mathematics, Modeling and Computational Science, AMMCS 2019, held from August 18 to 23, 2019, on the main campus of Wilfrid Laurier University, Waterloo, Canada, the contributions are the results of submissions from the conference participants. They provide readers with a broader view of the methods, ideas and tools used in mathematical, statistical and computational sciences.


Recent Developments In Mechatronics And Intelligent Robotics

Recent Developments in Mechatronics and Intelligent Robotics PDF
Author: Kevin Deng
Publisher: Springer
Category : Technology & Engineering
Languages : en
Pages : 1280
View: 7234

Get Book

Book Description:
This book is a collection of proceedings of the International Conference on Mechatronics and Intelligent Robotics (ICMIR2018), held in Kunming, China during May 19–20, 2018. It consists of 155 papers, which have been categorized into 6 different sections: Intelligent Systems, Robotics, Intelligent Sensors & Actuators, Mechatronics, Computational Vision and Machine Learning, and Soft Computing. The volume covers the latest ideas and innovations both from the industrial and academic worlds, as well as shares the best practices in the fields of mechanical engineering, mechatronics, automatic control, IOT and its applications in industry, electrical engineering, finite element analysis and computational engineering. The volume covers key research outputs, which delivers a wealth of new ideas and food for thought to the readers.


Recent Developments In Data Science And Business Analytics

Recent Developments in Data Science and Business Analytics PDF
Author: Madjid Tavana
Publisher: Springer
Category : Business & Economics
Languages : en
Pages : 505
View: 452

Get Book

Book Description:
This edited volume is brought out from the contributions of the research papers presented in the International Conference on Data Science and Business Analytics (ICDSBA- 2017), which was held during September 23-25 2017 in ChangSha, China. As we all know, the field of data science and business analytics is emerging at the intersection of the fields of mathematics, statistics, operations research, information systems, computer science and engineering. Data science and business analytics is an interdisciplinary field about processes and systems to extract knowledge or insights from data. Data science and business analytics employ techniques and theories drawn from many fields including signal processing, probability models, machine learning, statistical learning, data mining, database, data engineering, pattern recognition, visualization, descriptive analytics, predictive analytics, prescriptive analytics, uncertainty modeling, big data, data warehousing, data compression, computer programming, business intelligence, computational intelligence, and high performance computing among others. The volume contains 55 contributions from diverse areas of Data Science and Business Analytics, which has been categorized into five sections, namely: i) Marketing and Supply Chain Analytics; ii) Logistics and Operations Analytics; iii) Financial Analytics. iv) Predictive Modeling and Data Analytics; v) Communications and Information Systems Analytics. The readers shall not only receive the theoretical knowledge about this upcoming area but also cutting edge applications of this domains.


Proceedings Of National Conference On Recent Developments In Computing And Its Applications August 12 13 2009

Proceedings of National Conference on Recent Developments in Computing and Its Applications  August 12 13  2009 PDF
Author: M. Afshar Alam
Publisher: I. K. International Pvt Ltd
Category : Computer science
Languages : en
Pages : 600
View: 99

Get Book

Book Description:
This book comprises of 74 contributions from the experts covering the following topics. " Information Communication Technologies " Network Technologies " Wireless And Sensor Networks " Soft Computing " Circuits and Systems " Software Engineering " Data Mining " Bioinformatics " Data and Network Security