This chapter presents a broad review of the principle, design, fabrication, operation, and performance of single-photon avalanche diodes (SPADs), and provides a comparative basis to assess the relative merits of the wide variety of devices and techniques covered. Particular attention is paid to the design of and operation of both silicon and high-speed-gated InGaAs/InP detection systems, as well as array-based systems.
This book provides the tools, the methods, and the theory to meet the challenges of contemporary data science applied to geographic problems and data. In the new world of pervasive, large, frequent, and rapid data, there are new opportunities to understand and analyze the role of geography in everyday life. Geographic Data Science with Python introduces a new way of thinking about analysis, by using geographical and computational reasoning, it shows the reader how to unlock new insights hidden within data. Key Features: ● Showcases the excellent data science environment in Python. ● Provides examples for readers to replicate, adapt, extend, and improve. ● Covers the crucial knowledge needed by geographic data scientists. It presents concepts in a far more geographic way than competing textbooks, covering spatial data, mapping, and spatial statistics whilst covering concepts, such as clusters and outliers, as geographic concepts. Intended for data scientists, GIScientists, and geographers, the material provided in this book is of interest due to the manner in which it presents geospatial data, methods, tools, and practices in this new field.
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University
A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.
Perspectives in Membrane Biology is consists of the proceeding of the first Meeting on Perspectives in Membrane Biology held at Oaxaca, Mexico, on January 14-18, 1974. Organized into seven parts, the book first discusses the structure and plasticity of biological membranes. It then explains the ion and metabolite distribution, as well as the conservation of energy and light mediated phenomena in membranes. It also elucidates the role of membranes in genome expression, the association between membrane and immunological response, and the reconstitution of specific membrane functions.
Partial least squares structural equation modelling (PLS-SEM) is becoming a popular statistical framework in many fields and disciplines of the social sciences. The main reason for this popularity is that PLS-SEM can be used to estimate models including latent variables, observed variables, or a combination of these. The popularity of PLS-SEM is predicted to increase even more as a result of the development of new and more robust estimation approaches, such as consistent PLS-SEM. The traditional and modern estimation methods for PLS-SEM are now readily facilitated by both open-source and commercial software packages. This book presents PLS-SEM as a useful practical statistical toolbox that can be used for estimating many different types of research models. In so doing, the authors provide the necessary technical prerequisites and theoretical treatment of various aspects of PLS-SEM prior to practical applications. What makes the book unique is the fact that it thoroughly explains and extensively uses comprehensive Stata (plssem) and R (cSEM and plspm) packages for carrying out PLS-SEM analysis. The book aims to help the reader understand the mechanics behind PLS-SEM as well as performing it for publication purposes. Features: Intuitive and technical explanations of PLS-SEM methods Complete explanations of Stata and R packages Lots of example applications of the methodology Detailed interpretation of software output Reporting of a PLS-SEM study Github repository for supplementary book material The book is primarily aimed at researchers and graduate students from statistics, social science, psychology, and other disciplines. Technical details have been moved from the main body of the text into appendices, but it would be useful if the reader has a solid background in linear regression analysis.
the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. He is also the author of numerous articles and books on financial modeling. Petter N. Kolm, PhD (New Haven, CT and New York, NY), is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.
This is the biography of one of the most colourful and dashing young monarchs who ever lived. His shortcomings—impulsiveness, quick temper, weakness for women—were offset by his truly generous nature. He became a surprising liberal, the only reigning monarch to defy and outwit Metternich, “the evil genius of the reaction,” and he was at one time offered the thrones of Spain and Greece. With a mad grandmother, a mother whose lovers and political intrigues were a court scandal, and a father who had little time to spare for his upbringing, Dom Pedro grew up in a dislocated family who had fled to the Portuguese colony of Brazil just before Napoleon’s armies overran the mother country. Formally uneducated, but brilliantly informed and acute, he separated the colony from Portugal and moulded it into a new nation, only to run counter to the still rising revolutionary tide and to abdicate his throne. Later he was to lead liberal-republican armies into Portugal itself and to secure the throne for his daughter, Maria da Gloria. This exciting story is told as only an artist in words could tell it, with an accuracy of detail and a wealth of colour and emotion that give the book a unique place among recent biographies. Throughout its pages, Brazilian history is related against a larger background in which England, Austria, Greece, Russia, the United States and Spain played important roles. Samuel Putnam, noted for his brilliant English version of Don Quixote, has translated the book into English.
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