Computational Intelligence Applications in Modeling and Control

Computational Intelligence Applications in Modeling and Control
Author: Ahmad Taher Azar
Publisher: Springer
Total Pages: 434
Release: 2014-12-26
Genre: Technology & Engineering
ISBN: 3319110179

The development of computational intelligence (CI) systems was inspired by observable and imitable aspects of intelligent activity of human being and nature. The essence of the systems based on computational intelligence is to process and interpret data of various nature so that that CI is strictly connected with the increase of available data as well as capabilities of their processing, mutually supportive factors. Developed theories of computational intelligence were quickly applied in many fields of engineering, data analysis, forecasting, biomedicine and others. They are used in images and sounds processing and identifying, signals processing, multidimensional data visualization, steering of objects, analysis of lexicographic data, requesting systems in banking, diagnostic systems, expert systems and many other practical implementations. This book consists of 16 contributed chapters by subject experts who are specialized in the various topics addressed in this book. The special chapters have been brought out in the broad areas of Control Systems, Power Electronics, Computer Science, Information Technology, modeling and engineering applications. Special importance was given to chapters offering practical solutions and novel methods for the recent research problems in the main areas of this book, viz. Control Systems, Modeling, Computer Science, IT and engineering applications. This book will serve as a reference book for graduate students and researchers with a basic knowledge of control theory, computer science and soft-computing techniques. The resulting design procedures are emphasized using Matlab/Simulink software.

Mathematical Modelling and Numerical Methods in Finance

Mathematical Modelling and Numerical Methods in Finance
Author: Alain Bensoussan
Publisher: Elsevier
Total Pages: 743
Release: 2009-06-16
Genre: Mathematics
ISBN: 0080931006

Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. - Coverage of all aspects of quantitative finance including models, computational methods and applications - Provides an overview of new ideas and results - Contributors are leaders of the field

Frontiers of Applied Mathematics

Frontiers of Applied Mathematics
Author: Din-Yu Hsieh
Publisher: World Scientific
Total Pages: 236
Release: 2007
Genre: Mathematics
ISBN: 9812704566

This volume brings together articles on the mathematical aspects of life sciences, astrophysics, and nonlinear wave problems. It covers theoretical problems associated with the nervous system, drosophila embryos, protein folding, biopolymers, protoplanetary disks and extrasolar planets, gaseous disks, spiral galaxies, dark matter dynamics, star formation, solitary waves, photonics, and nonlinear light propagation in periodic media. The contributions are written for a general audience, and the authors have included references for further reading.

Handbooks in Operations Research and Management Science: Financial Engineering

Handbooks in Operations Research and Management Science: Financial Engineering
Author: John R. Birge
Publisher: Elsevier
Total Pages: 1026
Release: 2007-11-16
Genre: Business & Economics
ISBN: 9780080553252

The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Computational Science -- ICCS 2005

Computational Science -- ICCS 2005
Author: V.S. Sunderam
Publisher: Springer
Total Pages: 1160
Release: 2005-05-04
Genre: Computers
ISBN: 3540321144

The Fifth International Conference on Computational Science (ICCS 2005) held in Atlanta, Georgia, USA, May 22-25, 2005 ...

Partial Differential Equations

Partial Differential Equations
Author: Roland Glowinski
Publisher: Springer Science & Business Media
Total Pages: 294
Release: 2008-06-26
Genre: Science
ISBN: 1402087586

For more than 250 years partial di?erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at ?rst and then those originating from - man activity and technological development. Mechanics, physics and their engineering applications were the ?rst to bene?t from the impact of partial di?erential equations on modeling and design, but a little less than a century ago the Schr ̈ odinger equation was the key opening the door to the application of partial di?erential equations to quantum chemistry, for small atomic and molecular systems at ?rst, but then for systems of fast growing complexity. The place of partial di?erential equations in mathematics is a very particular one: initially, the partial di?erential equations modeling natural phenomena were derived by combining calculus with physical reasoning in order to - press conservation laws and principles in partial di?erential equation form, leading to the wave equation, the heat equation, the equations of elasticity, the Euler and Navier–Stokes equations for ?uids, the Maxwell equations of electro-magnetics, etc. It is in order to solve ‘constructively’ the heat equation that Fourier developed the series bearing his name in the early 19th century; Fourier series (and later integrals) have played (and still play) a fundamental roleinbothpureandappliedmathematics,includingmanyareasquiteremote from partial di?erential equations. On the other hand, several areas of mathematics such as di?erential ge- etry have bene?ted from their interactions with partial di?erential equations.

Euro-Par 2005 Parallel Processing

Euro-Par 2005 Parallel Processing
Author: José C. Cunha
Publisher: Springer Science & Business Media
Total Pages: 1311
Release: 2005-08-18
Genre: Computers
ISBN: 3540287000

Euro-Par 2005 was the eleventh conference in the Euro-Par series. It was organized by the Centre for Informatics and Information Technology (CITI) and the Department of Informatics of the Faculty of Science and Technology of Universidade Nova de Lisboa, at the Campus of Monte de Caparica.

Numerical Methods in Finance

Numerical Methods in Finance
Author: René Carmona
Publisher: Springer Science & Business Media
Total Pages: 478
Release: 2012-03-23
Genre: Mathematics
ISBN: 3642257461

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.