LEADER 05047nam 2200673 450 001 9910136773503321 005 20230808192424.0 010 $a1-118-59340-5 035 $a(CKB)3710000000635590 035 $a(EBL)4462505 035 $a(SSID)ssj0001639810 035 $a(PQKBManifestationID)16399345 035 $a(PQKBTitleCode)TC0001639810 035 $a(PQKBWorkID)14875710 035 $a(PQKB)11716866 035 $a(MiAaPQ)EBC4462505 035 $a(DLC) 2016000501 035 $a(Au-PeEL)EBL4462505 035 $a(CaPaEBR)ebr11189903 035 $a(CaONFJC)MIL909394 035 $a(OCoLC)934101877 035 $a(EXLCZ)993710000000635590 100 $a20151130h20162016 uy| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aHandbook of high-frequency trading and modeling in finance /$fedited by Ionut Florescu, Maria C. Mariani, H. Eugene Stanley, Frederi G. Viens 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons, Incorporated,$d[2016] 210 4$dİ2016 215 $a1 online resource (455 p.) 225 1 $aWiley handbooks in financial engineering and econometrics 300 $aIncludes index. 311 $a1-118-59348-0 311 $a1-118-44398-5 320 $aIncludes bibliographical references and index. 327 $aHandbook of High-Frequency Trading and Modeling in Finance; Contents; Notes on Contributors; Editors; List of Contributors; Preface; 1 Trends and Trades; 1.1 Introduction; 1.2 A trend-based trading strategy; 1.2.1 signaling and trends; 1.2.2 gain over a subperiod; 1.3 CUSUM timing; 1.3.1 cusum process and stopping time; 1.3.2 a cusum timing scheme; 1.3.3 us treasury notes, cusum timing; 1.4 Example: Random walk on ticks; 1.4.1 random walk expected gain over a subperiod; 1.4.2 simple random walk, CUSUM timing; 1.4.3 lazy simple random walk, cusum timing; 1.5 CUSUM strategy Monte Carlo 327 $a1.6 The effect of the threshold parameter1.7 Conclusions and future work; Appendix: Tables; References; 2 Gaussian Inequalities and Tranche Sensitivities; 2.1 Introduction; 2.2 The tranche loss function; 2.3 A sensitivity identity; 2.4 Correlation sensitivities; Acknowledgment; References; 3 A Nonlinear Lead Lag Dependence Analysis of Energy Futures: Oil, Coal, and Natural Gas; 3.1 Introduction; 3.1.1 causality analysis; 3.2 Data; 3.3 Estimation techniques; 3.4 Results; 3.5 Discussion; 3.6 Conclusions; Acknowledgments; References; 4 Portfolio Optimization: Applications in Quantum Computing 327 $a4.1 Introduction4.2 Background; 4.2.1 Portfolios And Optimization; 4.2.2 Algorithmic Complexity; 4.2.3 Performance; 4.2.4 Ising Model; 4.2.5 Adiabatic Quantum Computing; 4.3 The models; 4.3.1 Financial Model; 4.3.2 Graph-Theoretic Combinatorial Optimization Models; 4.3.3 Ising And Qubo Models; 4.3.4 Mixed Models; 4.4 Methods; 4.4.1 Model Implementation; 4.4.2 Input Data; 4.4.3 Mean-Variance Calculations; 4.4.4 Implementing The Risk Measure; 4.4.5 Implementation Mapping; 4.5 Results; 4.5.1 The Simple Correlation Model; 4.5.2 The Restricted Minimum-Risk Model 327 $a4.5.3 The WMIS Minimum-Risk, Max Return Model4.6 Discussion; 4.6.1 Hardware Limitations; 4.6.2 Model Limitations; 4.6.3 Implementation Limitations; 4.6.4 Future Research; 4.7 Conclusion; Acknowledgments; Appendix 4.A: WMIS Matlab Code; References; 5 Estimation Procedure for Regime Switching Stochastic Volatility Model and Its Applications; 5.1 Introduction; 5.1.1 the original motivation; 5.1.2 the model and the problem; 5.1.3 a brief historical note; 5.2 The methodology; 5.2.1 obtaining filtered empirical distributions at ; 5.2.2 obtaining the parameters of the markov chain 327 $a5.3 Results obtained applying the model to real data5.3.1 part i: financial applications; 5.3.2 part ii: physical data application. temperature data; 5.3.3 part iii: analysis of seismometer readings during an earthquake; 5.3.4 analysis of the earthquake signal: beginning; 5.3.5 analysis: during the earthquake; 5.3.6 analysis: end of the earthquake signal, aftershocks; 5.4 Conclusion; Appendix 5.A:Theoretical results and empirical testing; 5.A.1 how does the particle filter work?; 5.A.2 theoretical results about convergence and parameter estimates; 5.A.3 markov chain parameter estimates 327 $a5.A.4 empirical testing 410 0$aWiley handbooks in financial engineering and econometrics. 606 $aInvestment analysis$xMathematical models 606 $aInvestments$xMathematical models 606 $aFinance$xMathematical models 615 0$aInvestment analysis$xMathematical models. 615 0$aInvestments$xMathematical models. 615 0$aFinance$xMathematical models. 676 $a332.64/20285 702 $aFlorescu$b Ionut?$f1973- 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910136773503321 996 $aHandbook of high-frequency trading and modeling in finance$92041128 997 $aUNINA LEADER 02973nam 2200601 450 001 9910788005203321 005 20230807210014.0 010 $a99908-0-403-6 035 $a(CKB)2670000000602923 035 $a(EBL)1996474 035 $a(SSID)ssj0001494924 035 $a(PQKBManifestationID)11967788 035 $a(PQKBTitleCode)TC0001494924 035 $a(PQKBWorkID)11448996 035 $a(PQKB)11340043 035 $a(MiAaPQ)EBC1996474 035 $a(OCoLC)907504234 035 $a(MdBmJHUP)muse46023 035 $a(Au-PeEL)EBL1996474 035 $a(CaPaEBR)ebr11040218 035 $a(CaONFJC)MIL753171 035 $a(EXLCZ)992670000000602923 100 $a20150417h20152015 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMissions as the theology of the church $ean argument from Malawi /$fKlaus Fiedler 210 1$aMzuzu, Malawi :$cMzuni Press,$d2015. 210 4$dİ2015 215 $a1 online resource (71 p.) 225 0 $aMzuni texts ;$vno. 2 300 $a"Mzuni Texts no. 2." 311 $a99960-27-03-1 311 $a1-336-21885-1 320 $aIncludes bibliographical references and index. 327 $aThe centre of all theology -- My background -- My presuppositions -- The first 1600 years -- The reformations -- Pietists, Puritans and orthodox theologians -- The Enlightenment -- The Great Awakening -- The Restorationist interlude -- The holiness revival (Second Evangelical Awakening) and the faith missions -- And then came the Pentecostals -- A new evangelical beginning -- And then the charismatics -- Edinburgh 1910/2010 -- Missions as the theology of the church and predestination -- The position of women in the kingdom of God -- Missions as theology of the church and Christian unity -- What about "wholistic mission?" -- Migration and the unity of the church -- Keep the revival. 330 $aThe Christian faith is comprehensive and diverse, so the question, what the centre is, can be asked. Different answers have been given, to which this book adds another. The venture of the Christian faith is missions, following Kenneth Scott Latourette's thesis that the Holy Spirit moves forward the history of the church by bringing in ever new revivals, which produce ever new organisations. Therefore missions are not the children of the churches, but of the revivals, and Africa was not evangalised by the European and American churches, but by the Europeans and American mission societies. 606 $aChristianity$zAfrica 606 $aMissions$zAfrica$xHistory 607 $aAfrica$xChurch history 615 0$aChristianity 615 0$aMissions$xHistory. 676 $a276 700 $aFiedler$b Klaus$01463887 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910788005203321 996 $aMissions as the theology of the church$93859417 997 $aUNINA