Найти книгу: "Systemic Mycoses"

The Novartis Foundation Series is a popular collection of the proceedings from Novartis Foundation Symposia, in which groups of leading scientists from a range of topics across biology, chemistry and medicine assembled to present papers and discuss results. The Novartis Foundation, originally known as the Ciba Foundation, is well known to scientists and clinicians around the world.

An accessible and detailed overview of the risks posed by financial institutions Understanding Systemic Risk in Global Financial Markets offers an accessible yet detailed overview of the risks to financial stability posed by financial institutions designated as systemically important. The types of firms covered are primarily systemically important banks, non-banks, and financial market utilities such as central counterparties. Written by Aron Gottesman and Michael Leibrock, experts on the topic of systemic risk, this vital resource puts the spotlight on coherency, practitioner relevance, conceptual explanations, and practical exposition. Step by step, the authors explore the specific regulations enacted before and after the credit crisis of 2007-2009 to promote financial stability. The text also examines the criteria used by financial regulators to designate firms as systemically important. The quantitative and qualitative methods to measure the ongoing risks posed by systemically important financial institutions are surveyed. A review of the regulations that identify systemically important financial institutions The tools to use to detect early warning indications of default A review of historical systemic events their common causes Techniques to measure interconnectedness Approaches for ranking the order the institutions which pose the greatest degree of default risk to the industry Understanding Systemic Risk in Global Financial Markets offers a must-have guide to the fundamentals of systemic risk and the key critical policies that work to reduce systemic risk and promoting financial stability.

The dramatic and well chronicled crisis of 2007/8 marked a watershed moment for all stakeholders in global capital markets. In the aftermath, financial markets have become even more tightly coupled as correlations in returns across multiple asset classes have been at historically elevated levels. Investors and fund managers are, to a much larger degree than previously and often much more than they realize, subject to the risk of severe wealth destruction. The ultimate hazard, which is not adequately characterized by the widely touted notion of tail risk, is the systemic risk which arises when liquidity in markets completely evaporates. Not only did this happen in the second half of 2008, but it has been repeated episodically since then – most notably in May 2010, in an incident known as the Flash Crash, and in the fall of 2011 when correlations were at historically elevated levels. Conventional asset allocation tools and techniques have failed to keep apace with the changing financial landscape which has emerged since 2008. In addition to the preponderance of algorithmic trading and the associated changes in the liquidity characteristics of financial markets, a new paradigm of risk on/risk off asset allocation has emerged. Risk on/risk off is a widely adopted style of trading and macro allocation strategy where positions are taken in several closely aligned asset classes depending on the prevailing sentiment or appetite for risk. The consequences of the day to day (and intraday) switching between either a risk on or risk off tactical strategies poses significant new challenges to investors who are still making investment decisions with outmoded notions from traditional asset allocation theory. How can one cushion the impact of systemically threatening events when the ability to exit financial instruments becomes almost non existent? How can one trust the integrity of financial models and orthodox macro financial theory which have become increasingly discredited? Can central bankers be relied upon to become the counter-parties of last resort and provide a safety net under the financial system? These vital questions, and many others, need to be addressed by everyone who has a stake in modern financial markets, and they are addressed in Systemic Liquidity Risk and Bipolar Markets. Proper functioning markets require fractiousness or divided opinion, and this needs to be lubricated by communications from central bankers, economic forecasters, corporate executives and so on. As long as such messages and market conditions remain ambiguous, providing asymmetric information to different market players, then the conditions are present to enable systemic liquidity to be preserved. Seen in this context the prevailing paradigm of bipolar risk on/risk off asset allocations is both a prerequisite to liquid markets, and also paradoxically, when one side of the polarity becomes too extreme, a major source of systemic instability. Should such polarities become critically unbalanced, and should the signals received by market players become symmetrically disadvantageous as they were in the fall of 2008, then an even more substantial systemic liquidity crisis than that seen in those troubled times is a dangerous possibility. Apart from the practical risk management tools and tactics that are recommended in Systemic Liquidity Risk and Bipolar Markets, there is a provocative and cogent narrative to provide anxious and perplexed investors with a coherent explanation of the post GFC financial environment, and which should assist them in navigating the choppy waters ahead.

This book proposes systemic design methodologies applied to electrical energy systems, in particular analysis and system management, modeling and sizing tools. It includes 8 chapters: after an introduction to the systemic approach (history, basics & fundamental issues, index terms) for designing energy systems, this book presents two different graphical formalisms especially dedicated to multidisciplinary devices modeling, synthesis and analysis: Bond Graph and COG/EMR. Other systemic analysis approaches for quality and stability of systems, as well as for safety and robustness analysis tools are also proposed. One chapter is dedicated to energy management and another is focused on Monte Carlo algorithms for electrical systems and networks sizing. The aim of this book is to summarize design methodologies based in particular on a systemic viewpoint, by considering the system as a whole. These methods and tools are proposed by the most important French research laboratories, which have many scientific partnerships with other European and international research institutions. Scientists and engineers in the field of electrical engineering, especially teachers/researchers because of the focus on methodological issues, will find this book extremely useful, as will PhD and Masters students in this field.

How do you identify which neurological syndromes occur due to systemic disease? Neurological problems commonly occur in the context of underlying systemic disease, and may even be the presenting symptom of a medical condition that has not yet been diagnosed. Consequently neurologists need to be aware when a neurological presentation might indicate an underlying systemic disorder. Neurologic Disorders due to Systemic Disease provides the tools you need to make these connections. The unique Neurologic presentations-based approach relates to the common clinical situations you encounter, including: Headache Stroke Movement disorders Neuromuscular disorders Encephalopathies, Seizures, Myelopathies, Neuro-Ophthalmologic and Neuro-otologic disorders, Sleep disorders, and others Major categories of systemic illness are explored for each presentation to guide you towards a likely cause. These include: Endocrine, electrolyte, and metabolic disorders Systemic autoimmune disorders Organ dysfunction and failure, and critical medical illness Systemic cancer and paraneoplastic disorders Systemic infectious disease Complications due to drugs and alcohol Vitamin and mineral deficiencies Written by a leading cast of experts, with a practical approach including ‘things to remember’ for each presentation, Neurologic Disorders due to Systemic Disease should be on every neurologist’s desk.

Reinforcement and Systemic Machine Learning for Decision Making There are always difficulties in making machines that learn from experience. Complete information is not always available—or it becomes available in bits and pieces over a period of time. With respect to systemic learning, there is a need to understand the impact of decisions and actions on a system over that period of time. This book takes a holistic approach to addressing that need and presents a new paradigm—creating new learning applications and, ultimately, more intelligent machines. The first book of its kind in this new and growing field, Reinforcement and Systemic Machine Learning for Decision Making focuses on the specialized research area of machine learning and systemic machine learning. It addresses reinforcement learning and its applications, incremental machine learning, repetitive failure-correction mechanisms, and multiperspective decision making. Chapters include: Introduction to Reinforcement and Systemic Machine Learning Fundamentals of Whole-System, Systemic, and Multiperspective Machine Learning Systemic Machine Learning and Model Inference and Information Integration Adaptive Learning Incremental Learning and Knowledge Representation Knowledge Augmentation: A Machine Learning Perspective Building a Learning System With the potential of this paradigm to become one of the more utilized in its field, professionals in the area of machine and systemic learning will find this book to be a valuable resource.