Найти книгу: "Sequential Stochastic Optimization"

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-parameter martingales. Major topics covered in Sequential Stochastic Optimization include: * Fundamental notions, such as essential supremum, stopping points, accessibility, martingales and supermartingales indexed by INd * Conditions which ensure the integrability of certain suprema of partial sums of arrays of independent random variables * The general theory of optimal stopping for processes indexed by Ind * Structural properties of information flows * Sequential sampling and the theory of optimal sequential control * Multi-armed bandits, Markov chains and optimal switching between random walks

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexible approach to risk management, and provides tools to measure financial risk in a dynamic market environment. This book opens discussion about uncertainty in model parameters, model specifications, and model-driven forecasts in a way that standard statistical risk measurement does not. And unlike current machine learning-based methods, the framework presented here allows you to measure risk in a fully-Bayesian setting without losing the structure afforded by parametric risk and asset-pricing models. Recognize the assumptions embodied in classical statistics Quantify model risk along multiple dimensions without backtesting Model time series without assuming stationarity Estimate state-space time series models online with simulation methods Uncover uncertainty in workhorse risk and asset-pricing models Embed Bayesian thinking about risk within a complex organization Ignoring uncertainty in risk modeling creates an illusion of mastery and fosters erroneous decision-making. Firms who ignore the many dimensions of model risk measure too little risk, and end up taking on too much. Bayesian Risk Management provides a roadmap to better risk management through more circumspect measurement, with comprehensive treatment of model uncertainty.

The most comprehensive coverage of search engine optimization In Search Engine Optimization All-in-One For Dummies, 3rd Edition, Bruce Clay—whose search engine consultancy predates Google—shares everything you need to know about SEO. In minibooks that cover the entire topic, you'll discover how search engines work, how to apply effective keyword strategies, ways to use SEO to position yourself competitively, the latest on international SEO practices, and more. If SEO makes your head spin, this no-nonsense guide makes it easier. You'll get the lowdown on how to use search engine optimization to improve the quality and volume of traffic on your website via search engine results. Cutting through technical jargon, it gets you up to speed quickly on how to use SEO to get your website in the top of the rankings, target different kinds of searches, and win more industry-specific vertical search engine results! Includes new and updated material, featuring the latest on Bing!, Google instant search, image search, and much more Covers SEO and optimizing servers for SEO Provides important information on SEO web design Shows you how to use SEO to stay «above the fold» If you're a website owner, developer, marketer, or SEO consultant, Search Engine Optimization All-in-One For Dummies, Third Edition is the only resource you need to beat the competition.

A PROVEN APPROACH FOR CREATING and IMPLEMENTING EFFECTIVE GOVERNANCE for DATA and ANALYTICS Financial Institution Advantage and the Optimization of Information Processing offers a key resource for understanding and implementing effective data governance practices and data modeling within financial organizations. Sean Keenan—a noted expert on the topic—outlines the strategic core competencies, includes best practices, and suggests a set of mechanisms for self-evaluation. He shows what it takes for an institution to evaluate its information processing capability and how to take the practical steps toward improving it. Keenan outlines the strategies and tools needed for financial institutions to take charge and make the much-needed decisions to ensure that their firm's information processing assets are effectively designed, deployed, and utilized to meet the strict regulatory guidelines. This important resource is filled with practical observations about how information assets can be actively and effectively managed to create competitive advantage and improved financial results. Financial Institution Advantage and the Optimization of Information Processing also includes a survey of case studies that highlight both the positive and less positive results that have stemmed from institutions either recognizing or failing to recognize the strategic importance of information processing capabilities.

Remove built-in supply chain weak points to more effectively balance supply and demand Demand-Driven Inventory Optimization and Replenishment shows how companies can support supply chain metrics and business initiatives by removing the weak points built into their inventory systems. Beginning with a thorough examination of Just in Time, Efficient Consumer Response, and Collaborative Forecasting, Planning, and Replenishment, this book walks you through the mathematical shortcuts set up in your management system that prevent you from attaining supply chain excellence. This expanded second edition includes new coverage of inventory performance, business verticals, business initiatives, and metrics, alongside case studies that illustrate how optimized inventory and replenishment delivers results across retail, high-tech, men's clothing, and food sectors. Inventory optimization allows you to avoid out-of-stock situations without impacting the bottom line with excessive inventory maintenance. By keeping just the right amount of inventory on hand, your company is better able to meet demand without sacrificing the cost-effectiveness of other supply chain strategies. The trick, however, is determining «just the right amount»—and this book provides the background and practical guidance you need to do just that. Examine the major supply chain strategies of the last 30 years Remove the shortcuts that prohibit supply chain excellence Optimize your supply/demand balance in any vertical Overcome systemic weaknesses to strengthen the bottom line Inventory optimization is benefitting companies around the world, as exemplified here by case studies involving Matas, PWT, Wistron, and Amway. When inefficiencies are built into the system, it's only smart business to identify and remove them—and implement a new streamlined process that runs like a well-oiled machine. Demand-Driven Inventory Optimization and Replenishment is an essential resource for exceptional supply chain management.

Optimize your LinkedIn profile—and get results Your LinkedIn profile is essentially a platform to shape how others see you, highlight your abilities, products, or services, and explain how your work impacts lives. Yet many people simply copy and paste their resume and expect job offers and networking opportunities to start rolling in—but that isn't how it works. LinkedIn Profile Optimization For Dummies shows you how to create a profile that enhances your personal brand, controls how others see you, and shapes a successful future for your career. Whether your goal is job search, branding, reputation management, or sales, people are Googling you—and your LinkedIn profile is more often than not their first point of contact. With a focus on who you are, the value you deliver, and the culture you cultivate, the profile you'll create with the help of this guide will make that first connection a positive one—giving you a better chance to see results. Create a powerful LinkedIn profile Discover your personal keywords Showcase your experience and accomplishments Be seen on the world's largest professional social network You never get a second chance to make a great first impression, and LinkedIn Profile Optimization For Dummies helps to ensure you're presenting yourself in the best possible light.