The Science of Algorithmic Trading and Portfolio Management
The Science of Algorithmic Trading and Portfolio Management

Author: Robert Kissell

Publisher: Academic Press

Published: 2013-10-01

Total Pages: 492

ISBN-13: 0124016936

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The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. - Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. - Helps readers design systems to manage algorithmic risk and dark pool uncertainty. - Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.

Physical Review
Physical Review

Author:

Publisher:

Published: 1913

Total Pages: 570

ISBN-13:

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Vols. for 1903- include Proceedings of the American Physical Society.

How to Talk Minnesotan
How to Talk Minnesotan

Author: Howard Mohr

Publisher: Penguin

Published: 2013-05-28

Total Pages: 286

ISBN-13: 1101615486

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A revised edition of the hilarious Minnesotan culture guide from a former writer for A Prairie Home Companion Fans of the Minnesota-set movie Fargo will love this uproarious culture guide to all-things Minnesotan. With his dry wit and distinctive voice, Howard Mohr won millions of fans across the country on Garrison Keillor’s radio show A Prairie Home Companion. His popular commercials and ad spots, including one for “Minnesota Language Systems,” became the best of the best of Minnesota humor. Now, Mohr has updated his classic guide, How to Talk Minnesotan, to advise visitors on the use of Twitter and Facebook, cell phone etiquette, and more while in the Land of 10,000 Lakes. “Ranging in flavor from satiric pungency to lunatic lusciousness, this is glorious, uproarious humor. Or as they say in Minnesota, ‘a heckuva deal, you bet.’”—Booklist

From Landfill Gas to Energy
From Landfill Gas to Energy

Author: Vasudevan Rajaram

Publisher: CRC Press

Published: 2011-12-15

Total Pages: 404

ISBN-13: 0203181425

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Converting old landfills to energy producing sites, while capturing emitted greenhouse gases, has faced numerous technical, financial and social challenges and developments lately. Also, the re-mining of landfills to recover useful land in dense urban areas and proper landfill closure has been a subject of discussion and investigation. Designed as

Wavelets from a Statistical Perspective
Wavelets from a Statistical Perspective

Author: Maarten Jansen

Publisher: CRC Press

Published: 2022-04-18

Total Pages: 346

ISBN-13: 1000564142

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Wavelets from a Statistical Perspective offers a modern, 2nd generation look on wavelets, far beyond the rigid setting of the equispaced, dyadic wavelets in the early days. With the methods of this book, based on the lifting scheme, researchers can set up a wavelet or another multiresolution analysis adapted to their data, ranging from images to scattered data or other irregularly spaced observations. Whereas classical wavelets stand a bit apart from other nonparametric methods, this book adds a multiscale touch to your spline, kernel or local polynomial smoothing procedure, thereby extending its applicability to nonlinear, nonparametric processing for piecewise smooth data. One of the chapters of the book constructs B-spline wavelets on nonequispaced knots and multiscale local polynomial transforms. In another chapter, the link between wavelets and Fourier analysis, ubiquitous in the classical approach, is explained, but without being inevitable. In further chapters the discrete wavelet transform is contrasted with the continuous version, the nondecimated (or maximal overlap) transform taking an intermediate position. An important principle in designing a wavelet analysis through the lifting scheme is finding the right balance between bias and variance. Bias and variance also play a crucial role in the nonparametric smoothing in a wavelet framework, in finding well working thresholds or other smoothing parameters. The numerous illustrations can be reproduced with the online available, accompanying software. The software and the exercises can also be used as a starting point in the further exploration of the material.

Performance Evaluation of Complex Systems: Techniques and Tools
Performance Evaluation of Complex Systems: Techniques and Tools

Author: Maria Carla Calzarossa

Publisher: Springer Science & Business Media

Published: 2002-09-11

Total Pages: 509

ISBN-13: 3540442529

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This book presents the tutorial lectures given by leading experts in the area at the IFIP WG 7.3 International Symposium on Computer Modeling, Measurement and Evaluation, Performance 2002, held in Rome, Italy in September 2002. The survey papers presented are devoted to theoretical and methodological advances in performance and reliability evaluation as well as new perspectives in the major application fields. Modeling and verification issues, solution methods, workload characterization, and benchmarking are addressed from the methodological point of view. Among the applications dealt with are hardware and software architectures, wired and wireless networks, grid environments, Web services, and real-time voice and video processing. This book is intended to serve as a state-of-the-art survey and reference for students, scientists, and engineers active in the area of performance and reliability evaluation.

Advances in Solid State Physics
Advances in Solid State Physics

Author: Bernhard Kramer

Publisher: Springer

Published: 2003-07-01

Total Pages: 637

ISBN-13: 3540449469

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The 2001 Spring Meeting of the 65th Deutsche Physikalische Gesellschaft was held together with the 65. Physikertagung, in Hamburg, during the pe riod March 26 30 2001. With more than 3500 conference attendees, a record has again been achieved after several years of stabilisation in participation. This proves the continuing and now even increasing, attraction of solid state physics, especially for young colleagues who often discuss for the first time their scientific results in public at this meeting. More than 2600 scientific pa pers were presented orally, as well as posters, among them about 120 invited lectures from Germany and from abroad. This Volume 41 of "Advances in Solid State Physics" contains the written versions of half of the latter. We nevertheless hope that the book truly reflects the current state of the field. Amazingly enough, the majority of the papers as well as the discussions at the meeting, concentrated on the nanostructured solid state. This re flects the currently extremely intensive quest for developing the electronic and magnetic device generations of the future, which stimulates science be sides the challenge of the unknown as has always been the case since the very beginning of Solid State Physics about 100 years ago.

Thin-Film Organic Photonics
Thin-Film Organic Photonics

Author: Tetsuzo Yoshimura

Publisher: CRC Press

Published: 2017-12-19

Total Pages: 490

ISBN-13: 1351833855

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Among the many atomic/molecular assembling techniques used to develop artificial materials, molecular layer deposition (MLD) continues to receive special attention as the next-generation growth technique for organic thin-film materials used in photonics and electronics. Thin-Film Organic Photonics: Molecular Layer Deposition and Applications describes how photonic/electronic properties of thin films can be improved through MLD, which enables precise control of atomic and molecular arrangements to construct a wire network that achieves "three-dimensional growth". MLD facilitates dot-by-dot—or molecule-by-molecule—growth of polymer and molecular wires, and that enhanced level of control creates numerous application possibilities. Explores the wide range of MLD applications in solar energy and optics, as well as proposed uses in biomedical photonics This book addresses the prospects for artificial materials with atomic/molecular-level tailored structures, especially those featuring MLD and conjugated polymers with multiple quantum dots (MQDs), or polymer MQDs. In particular, the author focuses on the application of artificial organic thin films to: Photonics/electronics, particularly in optical interconnects used in computers Optical switching and solar energy conversion systems Bio/ medical photonics, such as photodynamic therapy Organic photonic materials, devices, and integration processes With its clear and concise presentation, this book demonstrates exactly how MLD enables electron wavefunction control, thereby improving material performance and generating new photonic/electronic phenomena.