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1. |
Record Nr. |
UNINA9910454088303321 |
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Autore |
Mak Don K |
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Titolo |
The science of financial market trading [[electronic resource] /] / Don K. Mak |
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Pubbl/distr/stampa |
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Singapore ; ; River Edge, NJ, : World Scientific, c2003 |
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ISBN |
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1-281-94789-X |
9786611947897 |
981-279-687-8 |
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Descrizione fisica |
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1 online resource (261 p.) |
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Disciplina |
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Soggetti |
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Investments - Mathematics |
Capital market - Forecasting |
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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 235-239) and index. |
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Nota di contenuto |
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Contents; Preface; 1. Introduction; 1.1 Fundamental Analysis; 1.2 Technical Analysis; 1.2.1 Pattern Recognition; 1.2.2 Indicators; 1.3 Hybrids; 2. Is the Market Random ?; 3. Models of the Financial Markets ; 3.1 Chaos; 3.2 Complexity; 3.3 Wave Model |
3.4 Time Series Analysis 3.5 Neural Network; 3.6 Fractal Geometry; 3.7 Fuzzy Logic; 3.8 Wavelet Analysis; 4. Signals and Indicators; 4.1 Stochastic Indicator; 4.2 Momentum Indicator; 5. Trending Indicators; 5.1 Simple Moving Average (SMA) |
5.2 Exponential Moving Average (EMA) 5.3 Adaptive Moving Average (AMA); 5.4 Trading Rules using Moving Averages; 6. Oscillator Indicators; 6.1 Parabolic Velocity Indicator; 6.2 Parabolic Acceleration Indicator; 6.3 Cubic Velocity and Acceleration Indicators ; 6.4 Divergences |
6.4.1 Class A Divergence 6.4.2 Class B Divergence; 6.4.3 Class C Divergence; 6.5 Head and Shoulders; 7. Vertex Indicators; 7.1 Parabolic Vertex Indicator ; 7.2 Cubic Vertex Indicator; 8. Various Time frames; 8.1 Under-sampling; 8.2 Frequency Characteristics of an Indicator |
9. Wavelet Analysis 9.1 High Wavelet Indicator; 9.2 Middle Wavelet Indicator ; 9.3 Low Wavelet Indicator; 10. Other New Techniques; 10.1 |
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Skipped Convolution; 10.2 Forecasts; 11. Trading Systems; 12. Financial Markets are Complex; Appendix 1 Time Series Analysis |
A1.1 Autoregressive Moving Average Model |
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Sommario/riassunto |
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In this book, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors - if that particular market can be forecasted at all. The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled - phenomenologically and from first principle - is explained. It discusses indicat |
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2. |
Record Nr. |
UNINA9910143746503321 |
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Titolo |
Materials science of membranes for gas and vapor separation [[electronic resource] /] / edited by Yuri Yampolskii, Ingo Pinnau, Benny Freeman |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, NJ, : Wiley, c2006 |
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ISBN |
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1-280-45056-8 |
9786610450565 |
0-470-02903-X |
0-470-02904-8 |
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Descrizione fisica |
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1 online resource (467 p.) |
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Altri autori (Persone) |
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I͡AmpolʹskiĭI͡U. P (I͡Uriĭ Pavlovich) |
PinnauI (Ingo) |
FreemanB. D (Benny D.) |
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Disciplina |
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Soggetti |
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Membrane separation |
Gas separation membranes |
Pervaporation |
Polymers - Transport properties |
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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Materials Science of Membranes for Gas and Vapor Separation; Contents; Contributors; Preface; 1 Transport of Gases and Vapors in Glassy and Rubbery Polymers; 1.1 Background and Phenomenology; 1.2 Effects of Gas and Polymer Properties on Transport Coefficients; 1.2.1 Effect of Gas Properties on Solubility and Diffusivity; 1.2.2 Effect of Polymer Properties on Transport Parameters; 1.3 Effect of Pressure on Transport Parameters; 1.3.1 Sorption; 1.3.2 Diffusion; 1.3.3 Permeability; 1.3.4 Selectivity; 1.4 Effect of Temperature on Transport Parameters; 1.5 Structure/Property Relations |
1.5.1 Connector Groups1.5.2 CF3 and Other Fluorinated Moieties as Side-chains; 1.5.3 Polar and Hydrogen Bonding Side-chains; 1.5.4 Para versus Meta Linkages; 1.5.5 Cis/Trans Configuration; 1.6 Conclusions; References; 2 Principles of Molecular Simulation of Gas Transport in Polymers; 2.1 Introduction; 2.2 Generating Model Configurations for Amorphous Polymers; 2.2.1 Models and Force Fields; 2.2.2 Molecular Mechanics; 2.2.3 Molecular Dynamics; 2.2.4 Monte Carlo; 2.2.5 Coarse-graining Strategies; 2.2.6 Generating Glasses from Melts; 2.3 Validating Model Amorphous Polymer Configurations |
2.3.1 Thermodynamic Properties2.3.2 Molecular Packing; 2.3.3 Segmental Dynamics; 2.3.4 Accessible Volume and its Distribution; 2.4 Prediction of Sorption Equilibria; 2.4.1 Sorption Thermodynamics; 2.4.2 Calculations of Low-pressure Sorption Thermodynamics; 2.4.3 Calculations of High-pressure Sorption Thermodynamics; 2.4.4 Ways to Overcome the Insertion Problem; 2.5 Prediction of Diffusivity; 2.5.1 Statistical Mechanics of Diffusion; 2.5.2 Self-diffusivities from Equilibrium Molecular Dynamics; 2.5.3 Diffusivities from Nonequilibrium Molecular Dynamics |
2.5.4 Diffusion in Low-temperature Polymer Matrices as a Sequence of Infrequent Penetrant Jumps2.5.5 Gusev-Suter TST Method for Polymer Matrices Undergoing Isotropic 'Elastic' Motion; 2.5.6 Multidimensional TST Approach to Gas Diffusion in Glassy Polymers; 2.5.7 Anomalous Diffusion: Its Origins and Implications; 2.6 Conclusions and Outlook; Acknowledgements; References; 3 Molecular Simulation of Gas and Vapor Transport in HighlyPermeable Polymers; 3.1 Fundamentals of Membrane Transport; 3.1.1 Solubility; 3.1.2 Diffusivity; 3.1.3 Permeability; 3.1.4 Free Volume; 3.1.5 d-Spacing |
3.1.6 Transport in Semicrystalline Polymers3.2 Computational Methods; 3.2.1 Solubility; 3.2.2 Diffusivity; 3.2.3 Free Volume; 3.2.4 d-Spacing; 3.2.5 Pair Correlation Functions; 3.2.6 Molecular Mobility; 3.2.7 Guidelines for Molecular Simulations; 3.3 Polymer Studies; 3.3.1 Polyetherimide; 3.3.2 Polysulfones; 3.3.3 Polycarbonates; 3.3.4 Poly(2,6-dimethyl-1,4-phenylene oxide); 3.3.5 Polyimides; 3.3.6 Polyphosphazenes; 3.3.7 Main-chain Silicon-containing Polymers; 3.3.8 Poly[1-(trimethylsilyl)-1-propyne]; 3.3.9 Amorphous Teflon; 3.4 Conclusions |
Appendices: Primary Force Fields Used in the Simulation of Transportin Polymeric Systems |
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Sommario/riassunto |
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Materials Science of Membranes for Gas and Vapor Separation is a one-stop reference for the latest advances in membrane-based separation and technology. Put together by an international team of contributors and academia, the book focuses on the advances in both theoretical and experimental materials science and engineering, as well as progress in membrane technology. Special attention is given to comparing polymer and inorganic/organic separation and other emerging applications such as sensors. This book aims to give a |
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balanced treatment of the subject area, allowing the reader an exc |
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