Olga Balabanov and Nicola Balabanov. March 29 (legislative Day, March 1), 1954. -- Ordered to be Printed PDF Download

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Languages : en
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Author: United States. Congress Senate
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Category : United States
Languages : en
Pages : 3012

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Author: United States. Congress. Senate. Committee on Labor and Public Welfare. Subcommittee on Health
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Category : Pesticide residues in food
Languages : en
Pages : 112

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Considers (83) S. 2868, (83) H.R. 7125.

Author: Anikó Imre
Publisher: MIT Press
ISBN: 0262090457
Category : Globalization
Languages : en
Pages : 269

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An examination of the unique, hybrid media practices generated by Eastern Europe's accelerated transition from late communism to late capitalism. Eastern Europe's historically unprecedented and accelerated transition from late communism to late capitalism, coupled with media globalization, set in motion a scramble for cultural identity and a struggle over access to and control over media technologies. In Identity Games, Anikó Imre examines the corporate transformation of the postcommunist media landscape in Eastern Europe. Avoiding both uncritical techno-euphoria and nostalgic projections of a simpler, better media world under communism, Imre argues that the demise of Soviet-style regimes and the transition of postcommunist nation-states to transnational capitalism has crucial implications for understanding the relationships among nationalism, media globalization, and identity. Imre analyzes situations in which anxieties arise about the encroachment of global entertainment media and its new technologies on national culture, examining the rich aesthetic hybrids that have grown from the transitional postcommunist terrain. She investigates the gaps and continuities between the last communist and first post-communist generations in education, tourism, and children's media culture, the racial and class politics of music entertainment (including Roma Rap and Idol television talent shows), and mediated reconfigurations of gender and sexuality (including playful lesbian media activism and masculinity in "carnivalistic" post-Yugoslav film). Throughout, Imre uses the concepts of play and games as metaphorical and theoretical tools to explain the process of cultural change -- inspired in part by the increasing "ludification" of the global media environment and the emerging engagement with play across scholarly disciplines. In the vision that Imre offers, political and cultural participation are seen as games whose rules are permanently open to negotiation.

Author: United States Government Accountability Office
Publisher: Createspace Independent Publishing Platform
ISBN: 9781984167101
Category :
Languages : en
Pages : 104

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High-Containment Laboratories: National Strategy for Oversight Is Needed

Author: Patrick T. McBriarty
Publisher: University of Illinois Press
ISBN: 0252097254
Category : Technology & Engineering
Languages : en
Pages : 346

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Chicago River Bridges presents the untold history and development of Chicago's iconic bridges, from the first wood footbridge built by a tavern owner in 1832 to the fantastic marvels of steel, concrete, and machinery of today. It is the story of Chicago as seen through its bridges, for it has been the bridges that proved critical in connecting and reconnecting the people, industry, and neighborhoods of a city that is constantly remaking itself. In this book, author Patrick T. McBriarty shows how generations of Chicagoans built (and rebuilt) the thriving city trisected by the Chicago River and linked by its many crossings. The first comprehensive guidebook of these remarkable features of Chicago's urban landscape, Chicago River Bridges chronicles more than 175 bridges spanning 55 locations along the Main Channel, South Branch, and North Branch of the Chicago River. With new full-color photography of the existing bridges by Kevin Keeley and Laura Banick and more than one hundred black and white images of bridges past, the book unearths the rich history of Chicago's downtown bridges from the Michigan Avenue Bridge to the often forgotten bridges that once connected thoroughfares such as Rush, Erie, Taylor, and Polk Streets. Throughout, McBriarty delivers new research into the bridges' architectural designs, engineering innovations, and their impact on Chicagoans' daily lives. Describing the structure and mechanics of various kinds of moveable bridges (including vertical-lift, Scherer rolling lift, and Strauss heel trunnion mechanisms) in a manner that is accessible and still satisfying to the bridge aficionado, he explains how the dominance of the "Chicago-style" bascule drawbridge influenced the style and mechanics of bridges worldwide. Interspersed throughout are the human dramas that played out on and around the bridges, such as the floods of 1849 and 1992, the cattle crossing collapse of the Rush Street Bridge, or Vincent "The Schemer" Drucci's Michigan Avenue Bridge jump. A confluence of Chicago history, urban design, and engineering lore, Chicago River Bridges illustrates Chicago's significant contribution to drawbridge innovation and the city's emergence as the drawbridge capital of the world. It is perfect for any reader interested in learning more about the history and function of Chicago's many and varied bridges. The introduction won The Henry N. Barkhausen Award for original research in the field of Great Lakes maritime history sponsored by the Association for Great Lakes Maritime History.

Author: Andrey Itkin
Publisher: World Scientific
ISBN: 9811212783
Category : Business & Economics
Languages : en
Pages : 205

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The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the local volatility concept beyond the Black-Scholes model, etc. Also, recent progresses in deep learning and artificial neural networks as applied to financial engineering have made it reasonable to look again at various classical problems of mathematical finance including that of building a no-arbitrage local/implied volatility surface and calibrating it to the option market data.This book was written with the purpose of presenting new results previously developed in a series of papers and explaining them consistently, starting from the general concept of Dupire, Derman and Kani and then concentrating on various extensions proposed by the author and his co-authors. This volume collects all the results in one place, and provides some typical examples of the problems that can be efficiently solved using the proposed methods. This also results in a faster calibration of the local and implied volatility surfaces as compared to standard approaches.The methods and solutions presented in this volume are new and recently published, and are accompanied by various additional comments and considerations. Since from the mathematical point of view, the level of details is closer to the applied rather than to the abstract or pure theoretical mathematics, the book could also be recommended to graduate students with majors in computational or quantitative finance, financial engineering or even applied mathematics. In particular, the author used to teach some topics of this book as a part of his special course on computational finance at the Tandon School of Engineering, New York University.

Author: Hao Ni
Publisher: World Scientific
ISBN: 1786349388
Category : Business & Economics
Languages : en
Pages : 263

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In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data!

Author: Michele Leonardo Bianchi
Publisher: World Scientific
ISBN: 9813276215
Category : Business & Economics
Languages : en
Pages : 598

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The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.

Author: Andrey Itkin
Publisher: World Scientific
ISBN: 9811231753
Category : Business & Economics
Languages : en
Pages : 508

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This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.