Найти книгу: "Discrete Stochastic Processes and Optimal Filtering"

Discrete Stochastic Processes and Optimal Filtering Discrete Stochastic Processes and Optimal Filtering

Автор: Ceschi Roger

Год издания: 0000

Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter processing in the telecommunications industry, etc. This book provides a comprehensive overview of this area, discussing random and Gaussian vectors, outlining the results necessary for the creation of Wiener and adaptive filters used for stationary signals, as well as examining Kalman filters which are used in relation to non-stationary signals. Exercises with solutions feature in each chapter to demonstrate the practical application of these ideas using MATLAB.
Mass Transfer Processes with a Solid Phase Participation Mass Transfer Processes with a Solid Phase Participation

Автор: A. Razinov

Год издания: 

Учебное пособие предназначено для обучения магистров по направлению «Химическая технология» и его содержание соответствует ФГОС 3-го поколения для дисциплины «Процессы массопереноса в системах с участием твердой фазы». Изложенный в учебном пособии материал позволяет студентам восполнить и систематизировать знания по теории массообменных процессов, знакомит со спецификой массопереноса в системах с участием твердой фазы, а также с такими процессами, как адсорбция, ионный обмен, кристаллизация, растворение, мембранное разделение, конструкциями соответствующих аппаратов и методами их расчетов.

Engraving: Its Origin, Processes, and History Engraving: Its Origin, Processes, and History

Автор: Delaborde Henri

Год издания: 

Modern Islamic Banking. Products and Processes in Practice Modern Islamic Banking. Products and Processes in Practice

Автор: Natalie Schoon

Год издания: 

A complete, detailed guide to modern Islamic banking fundamentals Modern Islamic Bankingprovides a comprehensive, up-to-the-minute guide to the products, processes and legal doctrines underlying Islamic banking. Written by a pioneering practitioner in the field, this book provides thorough guidance and expert-level perspective on the principles and applications of this alternative-banking model. You'll begin by learning the fundamentals, vocabulary and key concepts of Islamic banking, then explore key products including istisna'a, murabaha, musharaka, ijara, sukuk, and salam. Coverage then moves into practical applications of Islamic products to a variety of contexts including asset management, treasury, risk management, venture capital, SME finance, micro-finance and taxation. Regulatory frameworks are discussed in detail, including extensive coverage of post-financial crisis Islamic bank valuation. Islamic banking has experienced rapid growth over the past decade, a trend that is set to continue given the sector's successful weathering of the financial crisis. This book brings you up to speed on this alternative way of banking, and shows you how it applies within your own current practices. Understand the principles of Islamic banking and finance Learn the products, vocabulary and key concepts of the field Consider the applications in a variety of financial contexts Explore the regulatory frameworks and valuation of Islamic banks Islamic banking practices differ from Western banking in fundamental ways – it's these differences that shielded the sector during the global crisis, but they also require practitioners to understand a whole new set of rules, products and practices. Modern Islamic Banking gives you a solid understanding of the fundamentals and expert insight into modern practical applications.

Inside Volatility Filtering. Secrets of the Skew Inside Volatility Filtering. Secrets of the Skew

Автор: Alireza Javaheri

Год издания: 

A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Based on the idea of «filtering», this book lays out a two-step framework involving a Chapman-Kolmogorov prior distribution followed by Bayesian posterior distribution to develop a robust estimation based on all available information. This new second edition includes guidance toward basing estimations on historic option prices instead of stocks, as well as Wiener Chaos Expansions and other spectral approaches. The author's statistical trading strategy has been expanded with more in-depth discussion, and the companion website offers new topical insight, additional models, and extra charts that delve into the profitability of applied model calibration. You'll find a more precise approach to the classical time series and financial econometrics evaluation, with expert advice on turning data into profit. Financial markets do not always behave according to a normal bell curve. Skewness creates uncertainty and surprises, and tarnishes trading performance, but it's not going away. This book shows traders how to work with skewness: how to predict it, estimate its impact, and determine whether the data is presenting a warning to stay away or an opportunity for profit. Base volatility estimations on more accurate data Integrate past observation with Bayesian probability Exploit posterior distribution of the hidden state for optimal estimation Boost trade profitability by utilizing «skewness» opportunities Wall Street is constantly searching for volatility assessment methods that will make their models more accurate, but precise handling of skewness is the key to true accuracy. Inside Volatility Filtering shows you a better way to approach non-normal distributions for more accurate volatility estimation.

Designing Successful Target-Date Strategies for Defined Contribution Plans. Putting Participants on the Optimal Glide Path Designing Successful Target-Date Strategies for Defined Contribution Plans. Putting Participants on the Optimal Glide Path

Автор: Stacy Schaus L.

Год издания: 

The ultimate guidebook for navigating the new world of pensions and retirement plans In the wake of the explosive growth of defined contribution (DC) plans invested with target date strategies, and the understanding of how important these strategies can be in effectively meeting retirement income goals, plan sponsors are seeking more optimal target date approaches. This timely book provides you with in-depth answers from the nation's most qualified and experienced experts to pressing questions about DC plan design. Presents the views of individuals from all across the market Includes a broad range of plan sponsors both in the corporate world and in the public/government sectors Offers views from consultants and advisors from the most respected firms, academics who teach at leading universities, and other innovative leaders With a broad range of knowledge and insight, Designing Successful Target Date Strategies in Defined Contribution Plans helps you understand the evolution of DC plans, pulls together all angles of what it takes to develop custom target date strategies, and provides you with a look ahead to the future.