multifractal financial markets an alternative approach to asset and risk management springerbriefs in finance

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Multifractal Financial Markets

Author : Yasmine Hayek Kobeissi
ISBN : 9781461444909
Genre : Business & Economics
File Size : 78. 70 MB
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Multifractal Financial Markets ​explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.

The Mis Behaviour Of Markets

Author : Benoit B. Mandelbrot
ISBN : 9781847651556
Genre : Business & Economics
File Size : 79. 48 MB
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This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

Applications Of Chaos And Nonlinear Dynamics In Science And Engineering

Author : Santo Banerjee
ISBN : 9783319170374
Genre : Science
File Size : 59. 2 MB
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Chaos and nonlinear dynamics initially developed as a new emergent field with its foundation in physics and applied mathematics. The highly generic, interdisciplinary quality of the insights gained in the last few decades has spawned myriad applications in almost all branches of science and technology—and even well beyond. Wherever quantitative modeling and analysis of complex, nonlinear phenomena is required, chaos theory and its methods can play a key role. his fourth volume concentrates on reviewing further relevant contemporary applications of chaotic and nonlinear dynamics as they apply to the various cuttingedge branches of science and engineering. This encompasses, but is not limited to, topics such as synchronization in complex networks and chaotic circuits, time series analysis, ecological and biological patterns, stochastic control theory and vibrations in mechanical systems. Featuring contributions from active and leading research groups, this collection is ideal both as a reference and as a ‘recipe book’ full of tried and tested, successful engineering applications.

Advances In Cancer Stem Cell Biology

Author : Roberto Scatena
ISBN : 1461408091
Genre : Medical
File Size : 23. 74 MB
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In recent years, cancer stem cells have been recognized as important component in carcinogenesis and they seem to form the basis of many (if not all) tumor types. Cancer stem cells or "cancer cell like stem cells" have been isolated from various cancers of different origin (blood, breast, brain, skin, head and neck, thyroid, cervix, lung, retina, colon, pancreas and so on). Cancer stem cells - rare cells with indefinite proliferative potential that drive the formation and growth of tumours- seem to show intriguing relationships with physiological stem cells. Specifically, these cancer cells show significant similarities in the mechanisms that regulate self-renewal of normal stem cells. Moreover, tumour cells might directly arise from normal stem cells. Further, the cellular biology of cancer stem cells show a lot of similarities with normal stem cells.

Visual Analytics Of Movement

Author : Gennady Andrienko
ISBN : 9783642375835
Genre : Computers
File Size : 70. 80 MB
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Many important planning decisions in society and business depend on proper knowledge and a correct understanding of movement, be it in transportation, logistics, biology, or the life sciences. Today the widespread use of mobile phones and technologies like GPS and RFID provides an immense amount of data on location and movement. What is needed are new methods of visualization and algorithmic data analysis that are tightly integrated and complement each other to allow end-users and analysts to extract useful knowledge from these extremely large data volumes. This is exactly the topic of this book. As the authors show, modern visual analytics techniques are ready to tackle the enormous challenges brought about by movement data, and the technology and software needed to exploit them are available today. The authors start by illustrating the different kinds of data available to describe movement, from individual trajectories of single objects to multiple trajectories of many objects, and then proceed to detail a conceptual framework, which provides the basis for a fundamental understanding of movement data. With this basis, they move on to more practical and technical aspects, focusing on how to transform movement data to make it more useful, and on the infrastructure necessary for performing visual analytics in practice. In so doing they demonstrate that visual analytics of movement data can yield exciting insights into the behavior of moving persons and objects, but can also lead to an understanding of the events that transpire when things move. Throughout the book, they use sample applications from various domains and illustrate the examples with graphical depictions of both the interactive displays and the analysis results. In summary, readers will benefit from this detailed description of the state of the art in visual analytics in various ways. Researchers will appreciate the scientific precision involved, software technologists will find essential information on algorithms and systems, and practitioners will profit from readily accessible examples with detailed illustrations for practical purposes.

Avian Ancestors

Author : Federico Agnolin
ISBN : 9789400756373
Genre : Science
File Size : 21. 56 MB
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Although consensus exists among researchers that birds evolved from coelurosaurian theropods, paleontologists still debate the identification of the group of coelurosaurians that most closely approaches the common ancestor of birds. The last 20 years witnessed the discovery of a wide array of avian-like theropods that has considerably amplified the anatomical disparity among deinonychosaurians, some of which resemble Archaeopteryx more than Deinonychus. Among these newly discovered theropods that show remarkable bird-like characteristics are the four-winged theropods Microraptor and Anchiornis, and the unenlagiids Unenlagia, Buitreraptor, and Rahonavis. A bizarre group of minute-sized coelurosaurs, the Scansoriopterygidae, also exhibits some avian similarities that lead some authors to interpret them as more closely related to birds than other dinosaurs. With the aim to explore the phylogenetic relationships of these coelurosaurians and birds, we merged recently published integrative databases, resulting in significant changes in the topological distribution of taxa within Paraves. We present evidence that Dromaeosauridae, Microraptoria, Unenlagiidae, and Anchiornis + Xiaotingia form successive sister taxa of Aves, and that the Scansoriopterygidae are basal coelurosaurians not closely related to birds. The implications in the evolutionary sequence of anatomical characters leading to birds, including the origin of flight, are also considered in light of this new phylogenetic hypothesis.

Novel Insights In The Neurochemistry And Function Of Pulmonary Sensory Receptors

Author : Inge Brouns
ISBN : 3642227724
Genre : Medical
File Size : 81. 34 MB
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With the advances of immunohistochemistry in combination with confocal microscopy, airway sensory receptor end-organs can now be examined and evaluated objectively. Based on their ‘neurochemical coding’, morphology, location and origin, three sensory receptor end organs are currently morphologically well-characterised: smooth muscle-associated airway receptors (SMARs), neuroepithelial bodies (NEBs) and visceral pleura receptors (VPRs). The present information on the functional morphological and neurochemical characteristics of these sensory receptors, leads to important conclusions about their (possible) function.

Aeronomy Of The Earth S Atmosphere And Ionosphere

Author : Mangalathayil Ali Abdu
ISBN : 9400703260
Genre : Science
File Size : 72. 91 MB
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This book is a multi-author treatise on the most outstanding research problems in the field of the aeronomy of the Earth’s atmosphere and ionosphere, encompassing the science covered by Division II of the International Association of Geomagnetism and Aeronomy (IAGA). It contains several review articles and detailed papers by leading scientists in the field. The book is organized in five parts: 1) Mesosphere-Lower Thermosphere Dynamics and Chemistry; 2) Vertical Coupling by Upward Propagating Waves; 3) Ionospheric Electrodynamics and Structuring; 4) Thermosphere- Ionosphere Coupling, Dynamics and Trends and 5) Ionosphere-Thermosphere Disturbances and Modeling. The book consolidates the progress achieved in the field in recent years and it serves as a useful reference for graduate students as well as experienced researchers.

Commodity Option Pricing

Author : Iain J. Clark
ISBN : 9781444362411
Genre : Business & Economics
File Size : 31. 73 MB
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Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. The book has been developed with input from traders and examples using real world data, together with relevant up to date academic research. The book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.

Computer Networks

Author : Piotr Gaj
ISBN : 9783319392073
Genre : Computers
File Size : 23. 91 MB
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This book constitutes the thoroughly refereed proceedings of the 23rd International Conference on Computer Networks, CN 2016, held in Brunów, Poland, in June 2016. The 32 full papers and the 4 short papers presented were carefully reviewed and selected from 72 submissions. They are organized in topical sections on computer networks architectures and protocols, teleinformatics and telecommunications, new technologies, queueing theory, and innovative applications.

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