LEADER 03110nam 2200697 a 450 001 9911020098403321 005 20200520144314.0 010 $a9786611284367 010 $a9781118160732 010 $a1118160738 010 $a9781119197072 010 $a1119197074 010 $a9781281284365 010 $a128128436X 010 $a9780470175460 010 $a047017546X 035 $a(CKB)1000000000404411 035 $a(EBL)335701 035 $a(OCoLC)437204761 035 $a(SSID)ssj0000251018 035 $a(PQKBManifestationID)12113357 035 $a(PQKBTitleCode)TC0000251018 035 $a(PQKBWorkID)10247069 035 $a(PQKB)10600605 035 $a(MiAaPQ)EBC335701 035 $a(FR-PaCSA)88944639 035 $a(FRCYB88944639)88944639 035 $a(Perlego)1014266 035 $a(EXLCZ)991000000000404411 100 $a20070628d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStatistical arbitrage $ealgorithmic trading insights and techniques /$fAndrew Pole 210 $aHoboken, N.J. $cJ. Wiley & Sons$dc2007 215 $a1 online resource (256 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780470138441 311 08$a0470138440 320 $aIncludes bibliographical references (p. 223) and index. 327 $aStatistical Arbitrage: Algorithmic Trading Insights and Techniques; Contents; Preface; Foreword; Acknowledgments; Chapter 1: Monte Carlo or Bust; Chapter 2: Statistical Arbitrage; Chapter 3: Structural Models; Chapter 4: Law of Reversion; Chapter 5: Gauss Is Not the God of Reversion; Chapter 6: Interstock Volatility; Chapter 7: Quantifying Reversion Opportunities; Chapter 8: Nobel Difficulties; Chapter 9: Trinity Troubles; Chapter 10: Arise Black Boxes; Chapter 11: Statistical Arbitrage Rising; Bibliography; Index 330 $aWhile statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert ad 410 0$aWiley finance series. 606 $aPairs trading 606 $aArbitrage$xMathematical models 606 $aSpeculation$xMathematical models 615 0$aPairs trading. 615 0$aArbitrage$xMathematical models. 615 0$aSpeculation$xMathematical models. 676 $a332.64/5 700 $aPole$b Andrew$f1961-$089089 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911020098403321 996 $aStatistical arbitrage$94416257 997 $aUNINA LEADER 06591nam 2200697 a 450 001 9911020216003321 005 20200520144314.0 010 $a9786612138256 010 $a9781282138254 010 $a1282138251 010 $a9780470745526 010 $a0470745525 010 $a9780470745519 010 $a0470745517 024 7 $a10.1002/9780470745519 035 $a(CKB)2580000000014486 035 $a(CtWfDGI)bks00033749 035 $a(SSID)ssj0000354492 035 $a(PQKBManifestationID)11259061 035 $a(PQKBTitleCode)TC0000354492 035 $a(PQKBWorkID)10313216 035 $a(PQKB)10337581 035 $a(MiAaPQ)EBC427963 035 $a(CaBNVSL)mat08039565 035 $a(IDAMS)0b00006485f0d4a9 035 $a(IEEE)8039565 035 $a(OCoLC)352840800 035 $a(PPN)260164003 035 $a(Perlego)2771509 035 $a(EXLCZ)992580000000014486 100 $a20090727d2009 uy 0 101 0 $aeng 135 $aurzn|||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMobile middleware $earchitecture, patterns and practice /$fSasu Tarkoma 210 $aChichester, U.K. $cWiley Pub.$d2009 215 $axii, 319 p. $cill 300 $aTitle from title screen. 311 08$a9780470740736 311 08$a0470740736 320 $aIncludes bibliographical references and index. 327 $aAbout the Authors -- List of Contributors -- Preface -- 1. Introduction -- 1.1 Mobile Middleware -- 1.2 Mobile Applications and Services -- 1.3 Middleware Services -- 1.4 Transparencies -- 1.5 Mobile Environment -- 1.6 Context-Awareness -- 1.7 Mobility -- 1.8 Example Use Case -- 1.9 Requirements for Mobile Computing -- 1.10 Mobile Platforms -- 1.11 Organization of the Book -- Bibliography -- 2. Architectures and Platforms -- 2.1 Overview -- 2.2 Networking -- 2.3 Naming and Addressing -- 2.4 Middleware and Platforms -- 2.5 Overview of Platforms -- 2.6 Mobile Platforms -- Bibliography -- 3. Support Technologies -- 3.1 Session Initiation Protocol (SIP) -- 3.2 IP Multimedia Subsystem (IMS) -- 3.3 Web Services -- 3.4 Other Technologies -- 3.5 Service Discovery -- 3.6 Mobility Solutions -- 3.7 Advanced Topics -- 3.8 Fuego: Example Middleware Platform -- Bibliography -- 4. Principles and Patterns -- 4.1 Definitions -- 4.2 Principles -- 4.3 Cross-layer design -- 4.4 Model Driven Architecture -- 4.5 Architectural Patterns -- 4.6 General Patterns -- 4.7 Patterns for Mobile Computing -- 4.8 Summary -- Bibliography -- 5. Interoperability and Standards -- 5.1 Interoperability -- 5.2 Standardization -- 5.3 Wireless Communications Standards -- 5.4 W3C Standards -- 5.5 IETF Standards -- 5.6 Emerging Internet Standards -- Bibliography -- 6. Mobile Messaging -- 6.1 Messaging Fundamentals -- 6.2 Messaging Architectures -- 6.3 Mobile and Wireless Communication -- 6.4 Security -- 6.5 Reliability -- 6.6 Java Message Service -- 6.7 CORBA and CORBA Messaging -- 6.8 XMPP -- 6.9 Web Services -- 6.10 The Web and REST -- Bibliography -- 7. Publish/Subscribe -- 7.1 Overview -- 7.2 Router Topologies -- 7.3 Interest Propagation -- 7.4 Routing Decision -- 7.5 Standards -- 7.6 Research Systems -- 7.7 Advanced Topics -- Bibliography -- 8. Data Synchronization -- 8.1 Synchronization Models -- 8.2 File Systems and Version Control -- 8.3 Synchronization in Middleware -- 8.4 Case Studies -- Bibliography. 327 $a9. Security -- 9.1 Basic Principles -- 9.2 Cryptography -- 9.3 Public Key Infrastructure -- 9.4 Network Security -- 9.5 802.11X -- 9.6 AAA, RADIUS, Diameter -- 9.7 Transport-layer Security -- 9.8 Web Services Security -- 9.9 Security Tokens -- 9.10 SAML -- 9.11 XACML -- 9.12 Single Sign-On (SSO) -- 9.13 Generic Bootstrapping Architecture (GBA) -- 9.14 Trusted Platform Module -- 9.15 OpenID, OAuth, MicroID -- 9.16 Spam -- 9.17 Downloaded Code -- Bibliography -- 10. Application and Service Case Studies -- 10.1 Mobile Services -- 10.2 Mobile Server -- 10.3 Mobile Advertisement -- 10.4 Mobile Push Email -- 10.5 Mobile Video -- 10.6 Mobile Widgets and WidSets -- 10.7 Airline Services -- 10.8 Revisiting Mobile Patterns -- 10.9 Summary -- Bibliography -- 11. Conclusions -- Index. 330 $aThis book offers a unified treatment of mobile middleware technology Mobile Middleware: Architecture, Patterns and Practiceprovides a comprehensive overview of mobile middleware technology. The focus is on understanding the key design and architectural patterns, middleware layering, data presentation, specific technological solutions, and standardization. The author addresses current state of the art systems including Symbian, Java 2 Micro Edition, W3C technologies and many others, and features a chapter on widely deployed middleware systems. Additionally, the book includes a summary of relevant mobile middleware technologies, giving the reader an insight into middleware architecture design and well-known, useful design patterns. Several case studies are included in order to demonstrate how the presented patterns, solutions, and architectures are applied in practice. The case studies pertain to mobile service platforms, mobile XML processing, thin clients, rich clients, and mobile servers. Chapters on Architectures and Platforms, Mobile Messaging, Publish/Subscribe, Data Synchronization and Security are also included. Key Features: . Provides a comprehensive overview of mobile middleware technology. Unified treatment of three core topical areas: messaging, publish/subscribe, and data synchronization. Discusses the role of middleware in the protocol stack. Focus on both standards and research systems including current state- of-the-art systems such as Symbian, Java 2 Micro Edition, W3C technologies. Contains concrete examples showing the presented architectures and solutions in practice. Includes an accompanying website with links to open source software, and other resources This book serves as an invaluable guide to systems architects, researchers, and developers. It will also be of interest to graduate and undergraduate students studying computer science (distributed systems, computer networks). 606 $aMobile computing 606 $aMiddleware 606 $aWireless communication systems 615 0$aMobile computing. 615 0$aMiddleware. 615 0$aWireless communication systems. 676 $a005.3 700 $aTarkoma$b Sasu$0861922 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911020216003321 996 $aMobile middleware$93964692 997 $aUNINA