Author: Panel on Modeling Human Behavior and Command Decision Making: Representations for Military Simulations
Publisher: National Academies Press
ISBN: 0309523893
Category : Business & Economics
Languages : en
Pages : 433
Book Description
Simulations are widely used in the military for training personnel, analyzing proposed equipment, and rehearsing missions, and these simulations need realistic models of human behavior. This book draws together a wide variety of theoretical and applied research in human behavior modeling that can be considered for use in those simulations. It covers behavior at the individual, unit, and command level. At the individual soldier level, the topics covered include attention, learning, memory, decisionmaking, perception, situation awareness, and planning. At the unit level, the focus is on command and control. The book provides short-, medium-, and long-term goals for research and development of more realistic models of human behavior.
Modeling Financial Time Series with S-PLUS
Author: Eric Zivot
Publisher: Springer Science & Business Media
ISBN: 0387217630
Category : Business & Economics
Languages : en
Pages : 632
Book Description
The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Publisher: Springer Science & Business Media
ISBN: 0387217630
Category : Business & Economics
Languages : en
Pages : 632
Book Description
The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Long-Memory Processes
Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
Book Description
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
Book Description
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Modeling Human and Organizational Behavior
Author: Panel on Modeling Human Behavior and Command Decision Making: Representations for Military Simulations
Publisher: National Academies Press
ISBN: 0309523893
Category : Business & Economics
Languages : en
Pages : 433
Book Description
Simulations are widely used in the military for training personnel, analyzing proposed equipment, and rehearsing missions, and these simulations need realistic models of human behavior. This book draws together a wide variety of theoretical and applied research in human behavior modeling that can be considered for use in those simulations. It covers behavior at the individual, unit, and command level. At the individual soldier level, the topics covered include attention, learning, memory, decisionmaking, perception, situation awareness, and planning. At the unit level, the focus is on command and control. The book provides short-, medium-, and long-term goals for research and development of more realistic models of human behavior.
Publisher: National Academies Press
ISBN: 0309523893
Category : Business & Economics
Languages : en
Pages : 433
Book Description
Simulations are widely used in the military for training personnel, analyzing proposed equipment, and rehearsing missions, and these simulations need realistic models of human behavior. This book draws together a wide variety of theoretical and applied research in human behavior modeling that can be considered for use in those simulations. It covers behavior at the individual, unit, and command level. At the individual soldier level, the topics covered include attention, learning, memory, decisionmaking, perception, situation awareness, and planning. At the unit level, the focus is on command and control. The book provides short-, medium-, and long-term goals for research and development of more realistic models of human behavior.
Time Series with Long Memory
Author: Peter M. Robinson
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
Book Description
Long memory time series are characterized by a strong dependence between distant events.
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
Book Description
Long memory time series are characterized by a strong dependence between distant events.
Statistics for Long-Memory Processes
Author: Jan Beran
Publisher: Routledge
ISBN: 1351414119
Category : Mathematics
Languages : en
Pages : 315
Book Description
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
Publisher: Routledge
ISBN: 1351414119
Category : Mathematics
Languages : en
Pages : 315
Book Description
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
Models of Human Memory
Author: Donald A. Norman
Publisher: Elsevier
ISBN: 1483258203
Category : Science
Languages : en
Pages : 556
Book Description
Models of Human Memory provides an overview of the state of knowledge on human memory models. The book begins with an introductory chapter on the basic stages of the memory system and the historical roots of memory models. The remaining chapters are organized into five parts. Part I on memory systems covers topics such as a system for perception and memory; multi-trace strength theory of memory; and a model for postperceptual verbal memory that postulates a single memory store, with multiple copies, called replicas, created in memory by rehearsal processes. Part II presents studies phoneme storage and word recognition. Part III on memory for associations examines the storage-retrieval theory for the memorizing processes and presents simple model of short-term memory (STM) for paired associates. Part IV on storage and retrieval mechanisms deals with mechanisms of repetition and rehearsal in short-term memory; models of recall and recognition; and memory search models. Part V presents a theory of human long-term associative memory; and examines conceptual and methodological interactions between information-processing investigations of cognitive activity and attempts to build models of memory.
Publisher: Elsevier
ISBN: 1483258203
Category : Science
Languages : en
Pages : 556
Book Description
Models of Human Memory provides an overview of the state of knowledge on human memory models. The book begins with an introductory chapter on the basic stages of the memory system and the historical roots of memory models. The remaining chapters are organized into five parts. Part I on memory systems covers topics such as a system for perception and memory; multi-trace strength theory of memory; and a model for postperceptual verbal memory that postulates a single memory store, with multiple copies, called replicas, created in memory by rehearsal processes. Part II presents studies phoneme storage and word recognition. Part III on memory for associations examines the storage-retrieval theory for the memorizing processes and presents simple model of short-term memory (STM) for paired associates. Part IV on storage and retrieval mechanisms deals with mechanisms of repetition and rehearsal in short-term memory; models of recall and recognition; and memory search models. Part V presents a theory of human long-term associative memory; and examines conceptual and methodological interactions between information-processing investigations of cognitive activity and attempts to build models of memory.
Long Memory in Economics
Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
An Introduction to High-Frequency Finance
Author: Ramazan Gençay
Publisher: Elsevier
ISBN: 008049904X
Category : Business & Economics
Languages : en
Pages : 411
Book Description
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Publisher: Elsevier
ISBN: 008049904X
Category : Business & Economics
Languages : en
Pages : 411
Book Description
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
The Structure of Long-term Memory
Author: Wolfgang Klimesch
Publisher: Psychology Press
ISBN: 1134777701
Category : Psychology
Languages : en
Pages : 244
Book Description
How is information stored and retrieved from long-term memory? It is argued that any systematic attempt to answer this question should be based on a particular set of specific representational assumptions that have led to the development of a new memory theory -- the connectivity model. One of the crucial predictions of this model is that, in sharp contrast to traditional theories, the speed of processing information increases as the amount and complexity of integrated knowledge increases. In this volume, the predictions of the model are examined by analyzing the results of a variety of different experiments and by studying the outcome of the simulation program CONN1, which illustrates the representation of complex semantic structures. In the final chapter, the representational assumptions of the connectivity model are evaluated on the basis of neuroanatomical and physiological evidence -- suggesting that neuroscience provides valuable knowledge which should guide the development of memory theories.
Publisher: Psychology Press
ISBN: 1134777701
Category : Psychology
Languages : en
Pages : 244
Book Description
How is information stored and retrieved from long-term memory? It is argued that any systematic attempt to answer this question should be based on a particular set of specific representational assumptions that have led to the development of a new memory theory -- the connectivity model. One of the crucial predictions of this model is that, in sharp contrast to traditional theories, the speed of processing information increases as the amount and complexity of integrated knowledge increases. In this volume, the predictions of the model are examined by analyzing the results of a variety of different experiments and by studying the outcome of the simulation program CONN1, which illustrates the representation of complex semantic structures. In the final chapter, the representational assumptions of the connectivity model are evaluated on the basis of neuroanatomical and physiological evidence -- suggesting that neuroscience provides valuable knowledge which should guide the development of memory theories.
Economics and History
Author: David Greasley
Publisher: John Wiley & Sons
ISBN: 1444346709
Category : Business & Economics
Languages : en
Pages : 293
Book Description
Economics and History presents six state-of-the-art surveys from some of the leading scholars in cliometrics. The contributions are all written at an accessible level for the non-specialist reader and consider a broad range of issues from this highly topical area. Written clearly and comprehensively, allowing easy accessibility for the non-specialist reader Brings together the very latest research in this highly topical subject from leading scholars Contributions cover a broad range of areas within this subject The latest publication in the highly successful Surveys of Recent Research in Economics Book Series
Publisher: John Wiley & Sons
ISBN: 1444346709
Category : Business & Economics
Languages : en
Pages : 293
Book Description
Economics and History presents six state-of-the-art surveys from some of the leading scholars in cliometrics. The contributions are all written at an accessible level for the non-specialist reader and consider a broad range of issues from this highly topical area. Written clearly and comprehensively, allowing easy accessibility for the non-specialist reader Brings together the very latest research in this highly topical subject from leading scholars Contributions cover a broad range of areas within this subject The latest publication in the highly successful Surveys of Recent Research in Economics Book Series