Book picks similar to
Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey
mathematics
mat-dynamical-systems
papel
matematica
Quantitative Aptitude for Competitive Examinations
R.S. Aggarwal - 2017
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A Wrinkle in Time Literature Guide
Madeleine L'Engle - 1997
"I just got caught in a downdraft and blown off course. Let me sit down for a moment, and then I'll be on my way. Speaking of way, by the way, there is such a thing as a tesseract."A tesseract (in case the reader doesn't know) is a wrinkle in time. To tell more would rob the reader of the enjoyment of Miss L'Engle's unusual book.
Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life
Emanuel Derman - 2011
The reliance traders put on such quantitative analysis was catastrophic for the economy, setting off the series of financial crises that began to erupt in 2007 with the mortgage crisis and from which we're still recovering. Here Derman looks at why people--bankers in particular--still put so much faith in these models, and why it's a terrible mistake to do so.Though financial models imitate the style of physics by using the language of mathematics, ultimately they deal with human beings. Their similarity confuses the fundamental difference between the aims and possible achievements of the phsyics world and that of the financial world. When we make a model involving human beings, we are trying to force the ugly stepsister's foot into Cinderella's pretty glass slipper. It doesn't fit without cutting off some of the essential parts. Physicists and economists have been too enthusiastic to recognize the limits of their equations in the sphere of human behavior--which of course is what economics is all about. Models.Behaving.Badly. includes a personal account Derman's childhood encounter with failed models--the utopia of the kibbutz, his experience as a physicist on Wall Street, and a look at the models quants generated: the benefits they brought and the problems they caused. Derman takes a close look at what a model is, and then he highlights the differences between the success of modeling in physics and its relative failure in economics. Describing the collapse of the subprime mortgage CDO market in 2007, Derman urges us to stop relying on these models where possible, and offers suggestions for mending these models where they might still do some good. This is a fascinating, lyrical, and very human look behind the curtain at the intersection between mathematics and human nature.
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Hadley Wickham - 2016
This book introduces you to R, RStudio, and the tidyverse, a collection of R packages designed to work together to make data science fast, fluent, and fun. Suitable for readers with no previous programming experience, R for Data Science is designed to get you doing data science as quickly as possible.
Authors Hadley Wickham and Garrett Grolemund guide you through the steps of importing, wrangling, exploring, and modeling your data and communicating the results. You’ll get a complete, big-picture understanding of the data science cycle, along with basic tools you need to manage the details. Each section of the book is paired with exercises to help you practice what you’ve learned along the way.
You’ll learn how to:
Wrangle—transform your datasets into a form convenient for analysis
Program—learn powerful R tools for solving data problems with greater clarity and ease
Explore—examine your data, generate hypotheses, and quickly test them
Model—provide a low-dimensional summary that captures true "signals" in your dataset
Communicate—learn R Markdown for integrating prose, code, and results
The Weekend That Changed Wall Street: An Eyewitness Account
Maria Bartiromo - 2010
During a single historic weekend (September 12-14, 2008) the fate of Lehman Brothers was sealed, Merrill Lynch barely survived, and AIG became a ward of the federal government. Top CNBC anchor Maria Bartiromo spent the entire weekend taking frantic phone calls from the most powerful players on Wall Street and in Washington, as they toiled to keep the economy from complete collapse. Those CEOs and dozens of other sources gave Bartiromo behind-the-scenes details unavailable to other members of the media, of the crisis and its aftermath. Now she draws on her high-level network to provide an eyewitness account of the biggest events of the financial crisis including at length interviews with former treasury secretary Henry Paulson, former AIG chairman Hank Greenberg, former Merrill Lynch CEO John Thain, and JP Morgan CEO Jamie Dimon, among many others. Writing with both authority and dramatic flair, Bartiromo weaves a thrilling narrative that will make news. She also tackles the big questions: how did an unmatched period of market euphoria and growth turn sour, catapulting the economy into a dangerous slide? And in the long run, how will the near-catastrophe really change Wall Street?
An Introduction to Probability Theory and Its Applications, Volume 1
William Feller - 1968
Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.
Reinforcement Learning: An Introduction
Richard S. Sutton - 1998
Their discussion ranges from the history of the field's intellectual foundations to the most recent developments and applications.Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives when interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning. Their discussion ranges from the history of the field's intellectual foundations to the most recent developments and applications. The only necessary mathematical background is familiarity with elementary concepts of probability.The book is divided into three parts. Part I defines the reinforcement learning problem in terms of Markov decision processes. Part II provides basic solution methods: dynamic programming, Monte Carlo methods, and temporal-difference learning. Part III presents a unified view of the solution methods and incorporates artificial neural networks, eligibility traces, and planning; the two final chapters present case studies and consider the future of reinforcement learning.
Pick Me: Breaking Into Advertising and Staying There
Nancy Vonk - 2005
Whether you're a student or a young professional loaded with questions, this one-of-a-kind guide shows you how to land a job and how to thrive once you're in and the pressure is on. Authors Nancy Vonk and Janet Kestin are seasoned creative directors and longtime creative partners. In Pick Me, these industry leaders answer your toughest ad career questions, like:Is advertising right for me? How do I build a killer portfolio? How do I get an interview with the elusive creative director? Should I accept an unpaid internship? How do I find the right partner? How do I beat creative block? How do I avoid burnout? Plus, fourteen industry superstars share their insights and explain how they broke into the business. You'll hear from Bob Barrie, Rick Boyko, David Droga, Mark Fenske, Neil French, Sally Hogshead, Mike Hughes, Shane Hutton, Brian Millar, Tom Monahan, Chuck Porter, Bob Scarpelli, Chris Staples, and Lorraine Tao.Forget the cliches this is advertising as it really is. If you're hell-bent on making it, this informative guide will put you on track for a career in one of the most exciting businesses on the planet.
Mad Money Journey
Mehrab Irani - 2014
John Pinto decides to end it all by walking into oncoming traffic. But Life has other plans from him! Through a quirky twist of fate, John finds himself saved and launched into a financial pilgrimage across the world. Through a whirligig of exotic, shocking and sometimes dangerous encounters, he learns what it means to be financially independent.The school of Life introduces him to people who have learned the 10 commandments of financial freedom the hard way. From Afghani terrorists to Kenyan marathon runners, from Bangkok prostitutes to Chinese mystics and many more. Each soul on this incredible journey holds a key insight into the relationship between man and money. To achieve true freedom, he will have to face it all-a turbulent odyssey of hair-raising adventure, unexpected teachers, monetary rewards and an overarching mission.A dazzling novel, written with wit, compassion, intelligence and deep humanity, travel with John Pinto to unearth the secrets of a rich life.
The Emergence of Probability: A Philosophical Study of Early Ideas about Probability, Induction and Statistical Inference
Ian Hacking - 1975
Ian Hacking here presents a philosophical critique of early ideas about probability, induction and statistical inference and the growth of this new family of ideas in the fifteenth, sixteenth and seventeenth centuries. The contemporary debate centres round such figures as Pascal, Leibniz and Jacques Bernoulli. What brought about the change in ideas? The author invokes in his explanation a wider intellectual framework involving the growth of science, economics and the theology of the period.
Networks, Crowds, and Markets
David Easley - 2010
This connectedness is found in many incarnations: in the rapid growth of the Internet, in the ease with which global communication takes place, and in the ability of news and information as well as epidemics and financial crises to spread with surprising speed and intensity. These are phenomena that involve networks, incentives, and the aggregate behavior of groups of people; they are based on the links that connect us and the ways in which our decisions can have subtle consequences for others. This introductory undergraduate textbook takes an interdisciplinary look at economics, sociology, computing and information science, and applied mathematics to understand networks and behavior. It describes the emerging field of study that is growing at the interface of these areas, addressing fundamental questions about how the social, economic, and technological worlds are connected.
Investing in Real Estate Private Equity: An Insider’s Guide to Real Estate Partnerships, Funds, Joint Ventures & Crowdfunding
Sean Cook - 2016
The passive investment strategies for wealth building and income generation described in this book have traditionally been used by some of the world’s most sophisticated institutional investors, but are now available to nearly everyone thanks to recent regulatory changes. This handbook will guide you through the process of building your own diversified real estate portfolio by identifying and making investments with established and experienced private real estate operators. This is NOT another get-rich-quick real estate fix & flip scheme. You will NOT be encouraged to sign up for conferences or clubs to learn a no-money-down investment strategy. This IS a practical guide meant to help you avoid common mistakes and navigate more skillfully through an often byzantine industry. You will learn: - What a private real estate investment is; the mechanics of syndicates, funds, and crowdfunding - Fundamentals of basic real estate evaluation - How to evaluate operators and investments - Fees, incentives, and other loads - Common terms and structures - Strategies to evaluate and manage risk - How to create and execute a personalized investment strategy Most people underestimate the time requirements, complexity, risk, and general brain damage involved with buying real estate directly. Thankfully, private real estate investments provide most of the same benefits as direct ownership, while taking advantage of established real estate companies’ years of experience, market knowledge, industry reputation, negotiating leverage, and expertise. Even better, they allow investors to diversify their investment allocation across a range of real estate product types (multifamily, retail, office, self-storage, etc.) and throughout the capital stack (equity, debt, mezzanine, and preferred equity), all while working with specialists in each strategy. Written by an experienced practitioner with over $3 billion in transactional experience, this book challenges conventional wisdom and provides an inside look into how the industry actually works. Using the practical tips and strategies found here, you can build your own unique real estate portfolio, manage risk, avoid common mistakes, hopefully make money, and perhaps even have some fun along the way.
Financial Management: Theory and Practice
Eugene F. Brigham - 1979
This supplement outlines the key sections of each chapter, and it provides students with a set of questions and problems similar to those in the text and in the Test Bank, along with worked-out solutions.
Forecasting: Principles and Practice
Rob J. Hyndman - 2013
Deciding whether to build another power generation plant in the next five years requires forecasts of future demand. Scheduling staff in a call centre next week requires forecasts of call volumes. Stocking an inventory requires forecasts of stock requirements. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly. Examples use R with many data sets taken from the authors' own consulting experience.
Trafalgar: Countdown to Battle, 1803-1805
Alan Schom - 1990
For this reason, the battle itself has been remembered as a momentary success, the resulted only from a stroke of immediate genius or from a brief plan. But as Alan Schom shows, the Battle of 21 October 1805, a meeting of the might of the British and French navies, was the result of a strategy laid out by the British Admiralty two years earlier, in 1803. The period from that year until the Battle of Trafalgar was known as ‘the Great Terror’, when British naval forces were on constant alert for attacks by the Frenchman. Various political figures are written about, debating manoeuvres and quota of ships to be constructed, and putting down mutinies. Exploring previously unexplored archives of both England and France, Schom places Trafalgar in the context of the era. He draws portraits of the key personnel on both sides, such as Dumouriez, Decrès, Talleyrand, Berthier, Pitt, Cornwallis and Castlereagh. There is also a comprehensive discussion of the growth of the French naval fleet, helped by Dutch ships, and the preparations to build ports, which were hampered by their extraordinary costs and inclement weather. There are detailed descriptions of the fleets meeting during the run-in to Trafalgar, and Schom is engaging and sometimes humorous in his commentary on events. He also debunks several myths which should put an end to certain debates pertaining to a great battle of modern history. “[A] riveting narrative...Lively, dramatic.” – Kirkus Reviews “Fresh and ever interesting...Triumphantly justifies adding to an already crowded bookshelf...The style is vigorous, the narrative packed with facts but relieved with excellently chosen quotations and off-beat insights.” – The Sunday Times “Deftly drawn biographies bring to life the principal actors in the great drama...A thoroughly researched and splendidly written book.” – The Los Angeles Times Book Review Alan Schom was a professor of French and European history before retiring to write full-time. He is the author of Emile Zola: A Biography and the forthcoming One Hundred Days: The Road to Waterloo. Endeavour Press is the UK's leading independent digital publisher. For more information on our titles please sign up to our newsletter at www.endeavourpress.com. Each week you will receive updates on free and discounted ebooks. Follow us on Twitter: @EndeavourPress and on Facebook via http://on.fb.me/1HweQV7. We are always interested in hearing from our readers. Endeavour Press believes that the future is now.