This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.
This book displays how optical (absorption, emission, and magnetic circular dichroism) spectra of phthalocyanines and related macrocyclic dyes can be varied from their prototypical ones depending on conditions. As these compounds can be involved in colorful chemistry (which might be driven by impurities in solvents), their spectra behave like the sea-god Proteus in their mutability. Therefore, those who have been engaged with phthalocyanines for the first time, including even educated professional researchers and engineers, may have been embarrassed by the deceptive behavior of their compounds and could have, in the worst cases, given up their projects. This book is aimed not merely at reviewing the optical spectra, but also at helping such people, particularly beginners, to figure them out by showing some examples of their prototypical spectra and their variations in several situations. For the purpose of better understanding, the book also provides an introduction to their theoretical backgrounds as graphically as possible and without mathematicization for readers who are weak in mathematics.
Everything you want to know about haiku written by one of the foremost experts in the field and the “finest translator of contemporary Japanese poetry into American English” (Gary Snyder) Who doesn’t love haiku? It is not only America’s most popular cultural import from Japan but also our most popular poetic form: instantly recognizable, more mobile than a sonnet, loved for its simplicity and compression, as well as its ease of composition. Haiku is an ancient literary form seemingly made for the Twittersphere—Jack Kerouac and Langston Hughes wrote them, Ezra Pound and the Imagists were inspired by them, Hallmark’s made millions off them, first-grade students across the country still learn to write them. But what really is a haiku? Where does the form originate? Who were the original Japanese poets who wrote them? And how has their work been translated into English over the years? The haiku form comes down to us today as a cliché: a three-line poem of 5-7-5 syllables. And yet its story is actually much more colorful and multifaceted. And of course to write a good one can be as difficult as writing a Homeric epic—or it can materialize in an instant of epic inspiration. In On Haiku, Hiroaki Sato explores the many styles and genres of haiku on both sides of the Pacific, from the classical haiku of Basho, Issa, and Zen monks, to modern haiku about swimsuits and atomic bombs, to the haiku of famous American writers such as J. D. Salinger and Allen Ginsburg. As if conversing over beers in your favorite pub, Sato explains everything you wanted to know about the haiku in this endearing and pleasurable book, destined to be a classic in the field.
A remarkable and true tale of loyalty, vengeance, and ritual suicide. . . . In the spring of 1701, the regional lord Asano Naganori wounded his supervising official, Kira Yoshinaka, during an important ceremony in the ruling shogunate's Edo Castle and was at once condemned to death. Within two years, in the dead of winter, a band of forty-seven of Asano's retainers avenged him by breaking into Yoshinaka’s mansion and killing him. Subsequently, all the men were sentenced to death but allowed to perform it honorably by seppuku. This incident—often called the Ako Incident—became a symbol of samurai honor andat once prompted stage dramatization in kabuki and puppet theater. It has since has been told and retold in short and long stories, movies, TV dramas. The story has also attracted the attention of foreign writers and translators. The most recent retelling was the 2013 Hollywood film 47 Ronin, with Keanu Reeves, though it was wildly and willfully distorted. What did actually happen and how has this famous vendetta resonated through history? Hiroaki Sato's examination is a close, comprehensive look at the Ako Incident through the context of its times, portraits of the main protagonists, and its literary legacy in the haiku ofthe avengers. Also included is Sato's new translation of Akutagawa Ryunosuke's short story about leader Oishi Kuranosuke as he awaited sentencing.
Prolific, award-winning translator of classical and modern Japanese poetry Hiroaki Sato recorded his thoughts on American society in mainly two columns across 30-plus years, collected here for the first time. This anthology of over 60 of Sato’s commentaries reflect the writer’s wide-ranging erudition and his unsentimental views of both his native Japan and his adopted American homeland. Broadly he looks at the Pacific War and its aftermath and at war (and our love of it) in general, at the quirks and curiosities of the natural world exhibited by birds and other creatures, at friends and mentors who surprised and inspired, and finally at other writers and their works, many of them familiar—the Beats and John Ashbery, for example, and Mishima—but many others whose introduction is welcome. Sato is neither cheerleader nor angry expatriate. Remarkably clear-eyed and engaged with American culture, he is in the business of critical appraisal and translation, of taking words seriously, and of observing how well others write and speak to convey their own truths and ambitions.
This authoritative history of Japan’s elite warrior class separates fact from myth as it chronicles centuries of samurai combat, culture, and legend. In Legends of the Samurai, Hiroaki Sato examines the history of these medieval Japanese warriors, as well as the many long-standing myths that surround them. In doing so, he presents an authentic and revealing picture of these men and their world. Sato’s masterful translations of original samurai tales, laws, dicta, reports, and arguments are accompanied by insightful commentary. With incisive historical research, this volume chronicles the changing ethos of the Japanese warrior from the samurai's historical origins to his rise to political power. A fascinating look at Japanese history as seen through the evolution of the samurai, Legends of the Samurai stands as the ultimate authority on its subject.
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