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1. |
Record Nr. |
UNINA9910450934303321 |
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Titolo |
Quantitative analysis in financial markets [[electronic resource] ] : collected papers of the New York University Mathematical Finance Seminar . Volume III / / editor, Marco Avellaneda |
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Pubbl/distr/stampa |
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Singapore ; ; River Edge, N.J., : World Scientific, 2001 |
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ISBN |
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Descrizione fisica |
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1 online resource (364p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Finance |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Finance Theory and Asset Allocation; Arbitrage Pricing and Derivatives; Term-Structure Models; Algorithms for Pricing and Hedging. |
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Sommario/riassunto |
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This volume contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The lectures explore the subject of quantitative analysis in financial markets. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms. |
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2. |
Record Nr. |
UNINA9910303438403321 |
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Autore |
Keck Thomas |
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Titolo |
Machine Learning at the Belle II Experiment : The Full Event Interpretation and Its Validation on Belle Data / / by Thomas Keck |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
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ISBN |
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Edizione |
[1st ed. 2018.] |
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Descrizione fisica |
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1 online resource (174 pages) |
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Collana |
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Springer Theses, Recognizing Outstanding Ph.D. Research, , 2190-5053 |
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Disciplina |
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Soggetti |
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Particles (Nuclear physics) |
Quantum field theory |
Artificial intelligence |
Sociophysics |
Econophysics |
Physical measurements |
Measurement |
Elementary Particles, Quantum Field Theory |
Artificial Intelligence |
Data-driven Science, Modeling and Theory Building |
Measurement Science and Instrumentation |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"Doctoral thesis accepted by the Karlsruhe Institute of Technology, Karlsruhe, Germany." |
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Nota di contenuto |
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Introduction -- From Belle to Belle II -- Multivariate Analysis Algorithms -- Full Event Interpretation -- B tau mu -- Conclusion. |
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Sommario/riassunto |
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This book explores how machine learning can be used to improve the efficiency of expensive fundamental science experiments. The first part introduces the Belle and Belle II experiments, providing a detailed description of the Belle to Belle II data conversion tool, currently used by many analysts. The second part covers machine learning in high-energy physics, discussing the Belle II machine learning infrastructure and selected algorithms in detail. Furthermore, it examines several machine learning techniques that can be used to control and reduce |
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systematic uncertainties. The third part investigates the important exclusive B tagging technique, unique to physics experiments operating at the Υ resonances, and studies in-depth the novel Full Event Interpretation algorithm, which doubles the maximum tag-side efficiency of its predecessor. The fourth part presents a complete measurement of the branching fraction of the rare leptonic B decay “B→tau nu”, which is used to validate the algorithms discussed in previous parts. |
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