Описание: This book, meant for graduate students and researchers, explores the connections between numerical approximation and statistical inference from a game and decision theoretic perspective, and illustrates these interplays by addressing problems related to numerical homogenization, operator adapted wavelets, and fast solvers.
Game-theoretic probability and finance come of age
Glenn Shafer and Vladimir Vovk's Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito's stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory.
Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context.
Praise from early readers
"Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades." - Peter Gr nwald, CWI and University of Leiden
"Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors." - Ioannis Karatzas, Columbia University
Автор: Miguel R. D. Rodrigues, Yonina C. Eldar Название: Information-Theoretic Methods in Data Science ISBN: 1108427138 ISBN-13(EAN): 9781108427135 Издательство: Cambridge Academ Рейтинг: Цена: 13622.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first unified treatment of the interface between information theory and emerging topics in data science, written in a clear, tutorial style. Covering topics such as data acquisition, representation, analysis, and communication, it is ideal for graduate students and researchers in information theory, signal processing, and machine learning.
Автор: Ji-Ping Huang Название: Theoretical Thermotics ISBN: 9811523002 ISBN-13(EAN): 9789811523007 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on theoretical thermotics, the theory of transformation thermotics and its extended theories for the active control of macroscopic thermal phenomena of artificial systems, which is in sharp contrast to classical thermodynamics comprising the four thermodynamic laws for the passive description of macroscopic thermal phenomena of natural systems. The book covers the basic concepts and mathematical methods, which are necessary to understand thermal problems extensively investigated in physics, but also in other disciplines of engineering and materials. The analyses rely on models solved by analytical techniques accompanied with computer simulations and laboratory experiments. This book serves both as a reference work for senior researchers and a study text for zero beginners.
Автор: Anton Bovier; Frank den Hollander Название: Metastability ISBN: 3319247751 ISBN-13(EAN): 9783319247755 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes.
Автор: Gillman, Rick Название: Game Theoretic Modeling ISBN: 1482248093 ISBN-13(EAN): 9781482248098 Издательство: Taylor&Francis Рейтинг: Цена: 9645.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is an introductory game theory book that quickly moves readers through the fundamental ideas of game theory to enable them to engage in creative modeling projects based on game theoretic concepts.
Описание: In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years.
Автор: Jose C. Principe Название: Information Theoretic Learning ISBN: 1461425859 ISBN-13(EAN): 9781461425854 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is the first cohesive treatment of ITL algorithms to adapt linear or nonlinear learning machines both in supervised and unsupervised paradigms. It compares the performance of ITL algorithms with the second order counterparts in many applications.
Описание: These methods do not require the agents to have the full information about the system, but instead allow them to make their local decisions based only on the local information, possibly obtained during communication with their local neighbors.
Описание: These methods do not require the agents to have the full information about the system, but instead allow them to make their local decisions based only on the local information, possibly obtained during communication with their local neighbors.
Автор: Wilhelm Waldenfels Название: A Measure Theoretical Approach to Quantum Stochastic Processes ISBN: 3642450814 ISBN-13(EAN): 9783642450815 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Starting from the premise that abstract quantum stochastic processes can be understood as a quantum field theory in one space and time coordinate, this guide considers a number of representative examples and covers advanced topics such as white noise calculus.
Автор: Torres del Castillo Gerardo F. Название: Differentiable Manifolds: A Theoretical Physics Approach ISBN: 3030451925 ISBN-13(EAN): 9783030451929 Издательство: Springer Цена: 6986.00 р. Наличие на складе: Поставка под заказ.
Описание: This textbook delves into the theory behind differentiable manifolds while exploring various physics applications along the way.
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