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Designing scientific applications on GPUs / / edited by Raphael Couturier, University of Franche-Comte, Belfort, France
| Designing scientific applications on GPUs / / edited by Raphael Couturier, University of Franche-Comte, Belfort, France |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, , [2014] |
| Descrizione fisica | 1 online resource (496 p.) |
| Disciplina | 006.6/63 |
| Collana |
Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
Chapman & Hall/CRC numerical analysis and scientific computing |
| Soggetto topico |
Parallel programming (Computer science)
Graphics processing units - Programming Science - Data processing Numerical analysis - Computer programs Application software - Development |
| ISBN |
0-429-10085-X
1-4665-7162-4 |
| Classificazione | MAT021000COM000000COM059000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Contents; List of Figures; List of Tables; Preface; I. Presentation of GPUs; 1. Presentation of the GPU architecture and of the CUDA environment; 2. Introduction to CUDA; II. Image processing; 3. Setting up the environment; 4. Implementing a fast median filter; 5. Implementing an efficient convolution operation on GPU; III. Software development; 6. Development of software components for heterogeneous many-core architectures; 7. Development methodologies for GPU and cluster of GPUs; IV. Optimization; 8. GPU-accelerated tree-based exact optimization methods
9. Parallel GPU-accelerated metaheuristics10. Linear programming on a GPU: a case study; V. Numerical applications; 11. Fast hydrodynamics on heterogeneous many-core hardware; 12. Parallel monotone spline interpolation and approximation on GPUs; 13. Solving sparse linear systems with GMRES and CG methods on GPU clusters; 14. Solving sparse nonlinear systems of obstacle problems on GPU clusters; 15. Ludwig: multiple GPUs for a complex fluid lattice Boltzmann application; 16. Numerical validation and performance optimization on GPUs of an application in atomic physics 17. A GPU-accelerated envelope-following method for switching power converter simulationVI. Other; 18. Implementing multi-agent systems on GPU; 19. Pseudorandom number generator on GPU; 20. Solving large sparse linear systems for integer factorization on GPUs |
| Record Nr. | UNINA-9910787572903321 |
| Boca Raton, FL : , : CRC Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Designing scientific applications on GPUs / / edited by Raphael Couturier, University of Franche-Comte, Belfort, France
| Designing scientific applications on GPUs / / edited by Raphael Couturier, University of Franche-Comte, Belfort, France |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, , [2014] |
| Descrizione fisica | 1 online resource (496 p.) |
| Disciplina | 006.6/63 |
| Collana |
Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
Chapman & Hall/CRC numerical analysis and scientific computing |
| Soggetto topico |
Parallel programming (Computer science)
Graphics processing units - Programming Science - Data processing Numerical analysis - Computer programs Application software - Development |
| ISBN |
0-429-10085-X
1-4665-7162-4 |
| Classificazione | MAT021000COM000000COM059000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Contents; List of Figures; List of Tables; Preface; I. Presentation of GPUs; 1. Presentation of the GPU architecture and of the CUDA environment; 2. Introduction to CUDA; II. Image processing; 3. Setting up the environment; 4. Implementing a fast median filter; 5. Implementing an efficient convolution operation on GPU; III. Software development; 6. Development of software components for heterogeneous many-core architectures; 7. Development methodologies for GPU and cluster of GPUs; IV. Optimization; 8. GPU-accelerated tree-based exact optimization methods
9. Parallel GPU-accelerated metaheuristics10. Linear programming on a GPU: a case study; V. Numerical applications; 11. Fast hydrodynamics on heterogeneous many-core hardware; 12. Parallel monotone spline interpolation and approximation on GPUs; 13. Solving sparse linear systems with GMRES and CG methods on GPU clusters; 14. Solving sparse nonlinear systems of obstacle problems on GPU clusters; 15. Ludwig: multiple GPUs for a complex fluid lattice Boltzmann application; 16. Numerical validation and performance optimization on GPUs of an application in atomic physics 17. A GPU-accelerated envelope-following method for switching power converter simulationVI. Other; 18. Implementing multi-agent systems on GPU; 19. Pseudorandom number generator on GPU; 20. Solving large sparse linear systems for integer factorization on GPUs |
| Record Nr. | UNINA-9910810340803321 |
| Boca Raton, FL : , : CRC Press, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Digital signal processing : a primer with MATLAB® / / Samir I. Abood
| Digital signal processing : a primer with MATLAB® / / Samir I. Abood |
| Autore | Abood Samir I |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Boca Raton, FL, : CRC Press, 2020 |
| Descrizione fisica | 1 online resource (339 pages) |
| Disciplina | 001.6420151 |
| Soggetto topico | Numerical analysis - Computer programs |
| ISBN |
1-00-301054-7
1-000-76575-X 1-003-01054-7 1-000-76557-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half Title -- Title Page -- Copyright Page -- Dedication -- Table of Contents -- Preface -- Acknowledgments -- Author -- 1 Continuous and Discrete Signals -- 1.1 Continuous Signals -- 1.1.1 Generation of Continuous Signals in MATLAB -- 1.1.2 Operations on Signals and Sequences -- 1.2 Discrete-Time Signals -- 1.2.1 Complex Sequences -- 1.3 Signals and Systems -- 1.4 Classification of Signals and Systems -- 1.4.1 Continuous-Time and Discrete-Time Signals -- 1.4.2 Analog and Digital Signals -- 1.4.3 Deterministic and Random Signals -- 1.4.4 Periodic and Nonperiodic Signals -- 1.4.5 Power and Energy Signals -- 1.4.5.1 What Is Digital Signal Processing -- 1.4.5.2 Why DSP -- 1.4.5.3 Applications (DSP -- 1.5 Introduction to MATLAB in DSP -- 1.5.1 MATLAB Windows -- 1.5.2 Basic Commands in MATLAB -- 1.6 Some Fundamental Sequences -- 1.6.1 Impulse Response in MATLAB -- 1.6.2 Signal Duration -- 1.7 Generation of Discrete Signals in MATLAB -- Problems -- 2 Signals Properties -- 2.1 Periodic and Aperiodic Sequences -- 2.2 Even and Odd Parts of a Signal (Symmetric Sequences -- 2.3 Signal Manipulations -- 2.3.1 Transformations of the Independent Variable -- 2.3.1.1 Shifting -- 2.3.1.2 Reversal -- 2.3.1.3 Time-Scaling -- 2.3.1.4 Addition, Multiplication, and Scaling -- 2.3.1.5 Addition -- 2.3.1.6 Multiplication -- 2.3.1.7 Scaling -- 2.3.1.8 Signal Decomposition -- 2.4 Discrete-Time Systems -- 2.4.1 System Properties -- 2.4.1.1 Memoryless System -- 2.4.1.2 Additivity -- 2.4.1.3 Homogeneity -- 2.4.1.4 Stability -- 2.5 Linear Time-Invariant Causal Systems (LTI -- 2.5.1 Linearity -- 2.5.2 Time-Invariance -- 2.5.3 Causality -- 2.6 Definitions -- 2.6.1 Continuous-Time System -- 2.6.2 Discrete-Time System -- 2.6.2.1 Delay Operator -- 2.6.2.2 Convolution Property -- 2.6.2.3 Impulse Function -- 2.6.2.4 Impulse Response -- 2.6.2.5 Frequency Response.
2.7 System Output -- 2.7.1 Causality -- 2.7.2 Stability -- 2.7.3 Invertibility -- 2.7.4 Memory -- Problems -- 3 Convolution -- 3.1 Linear Convolution -- 3.2 Convolution Properties -- 3.2.1 Commutative Property -- 3.2.2 Associative Property -- 3.2.3 Distributive Property -- 3.3 Types of Convolutions -- 3.3.1 Equations Method -- 3.3.1.1 Convolution of Two Sequences in MATLAB -- 3.3.2 Graphical Method -- 3.3.3 Tabular Method -- Problems -- 4 Difference Equations -- 4.1 Difference Equations and Impulse Responses -- 4.2 System Representation Using Its Impulse Response -- 4.3 The Methods That One May Use to Solve the Difference Equations -- 4.4 The Classical Approach -- Problems -- 5 Discrete-Time Fourier Series (DTFS -- 5.1 DTFS Coefficients of Periodic Discrete Signals -- 5.2 Parseval's Relation -- 5.3 Discreet Fourier Series -- Problems -- 6 Discrete-Time Fourier Transform (DTFT -- 6.1 Frequency Response -- 6.2 DTFT for Any Discrete Signal -- 6.3 Inverse DTFT -- 6.4 Interconnection of Systems -- 6.5 DTFT Properties -- 6.6 Applications of DTFT -- 6.7 LSI Systems and Difference Equations -- 6.8 Solving Difference Equations Using DTFT -- 6.9 Frequency Response in MATLAB -- Problems -- 7 Discrete Fourier Transform (DFT -- 7.1 Method of Decimation-in-Frequency -- 7.2 Method of Decimation-in-Time -- 7.3 Properties of Discrete Fourier Transform -- 7.4 Discrete Fourier Transform of a Sequence in MATLAB -- 7.5 Linear Convolution Using the DFT -- 7.6 Generation of Inverse Discrete Fourier Transform in MATLAB -- Problems -- 8 Fast Fourier Transform (FFT -- 8.1 Fast Fourier Transform Definition -- 8.1.1 Decimation-in-Time FFT -- 8.1.2 Decimation-in-Frequency FFT -- 8.2 Finding the FFT of Different Signals in MATLAB -- 8.3 Power Spectral Density Using Square Magnitude and Autocorrelation -- 8.3.1 Equivalence of FFT and N-phase Sequence Component Transformation. Problems -- 9 Z-Transform -- 9.1 Z-Transform Representation -- 9.2 Region of Convergence (ROC -- 9.3 Properties of the z-transform -- 9.4 Inverse z-transform -- 9.4.1 Partial Fraction Expansion and a Look-up Table -- 9.4.2 Power Series -- 9.4.3 Contour Integration -- Problems -- 10 Z-Transform Applications in DSP -- 10.1 Evaluation of LTI System Response Using Z-Transform -- 10.2 Digital System Implementation from Its Function -- 10.3 Pole-Zero Diagrams for a Function in the z-Domain -- 10.4 Frequency Response Using z-Transform -- Problems -- 11 Pole-Zero Stability -- 11.1 Concept Poles and Zeros -- 11.1.1 Stability Determination Based z-Transform -- 11.1.2 The Z-Transform -- 11.1.3 The "z-Plane -- 11.2 Difference Equation and Transfer Function -- 11.3 BIBO Stability -- 11.4 The z-Plane Pole-Zero Plot and Stability -- 11.5 Stability Rules -- Problems -- 12 Sampling -- 12.1 Relating the FT to the DTFT for Discrete-Time Signals -- 12.2 Sampling -- 12.3 Band-Limited Signals -- 12.4 Sampling of Continuous-Time Signals -- 12.5 Sampling Theorem -- 12.6 Band-Pass Sampling -- 12.7 Quantization -- 12.8 Uniform and Non-Uniform Quantization -- 12.9 Audio Sampling -- 12.10 Sampling Rate -- Problems -- 13 Digital Filters -- 13.1 Types Of Filters -- 13.1.1 Low-Pass Filters -- 13.1.2 High-Pass Filters -- 13.1.3 Band-Pass Filters -- 13.1.4 Band-Stop Filters -- 13.2 Infinite-Impulse-Response (IIR) Digital Filter -- 13.2.1 Design of Filters Using Bilinear Transformation -- 13.2.2 Infinite-Impulse Response Filtering -- 13.2.3 Filter Characteristics -- 13.3 Finite Impulse Response (FIR) Digital Filter -- 13.3.1 The Advantages of FIR Filters -- 13.3.2 FIR Specifications -- 13.3.3 Gibbs Phenomenon and Different Windowing -- 13.4 Comparison of IIR and FIR Digital Filters -- Problems -- 14 Implementation of IIR -- 14.1 Direction-Form I Realization. 14.2 Direction-Form II Realization -- 14.3 Cascade (Series) Realization -- 14.4 Parallel Realization -- 14.5 Transposed-Direct-Form-I -- 14.6 Transposed-Direct-Form-II -- 14.7 Implementation of a Notch Filter by MATLAB -- 14.8 Implementation of Infinite-Impulse Response Filters -- 14.8.1 Analog-to-Digital Filter Design -- 14.8.2 Bilinear Transformation -- Problems -- 15 Implementation of FIR -- 15.1 Finite Impulse Response Filter Representation -- 15.2 Window Method -- 15.3 FIR-Filter Length Estimation Using Window Functions -- Problems -- 16 Digital Filter Design -- 16.1 IIR Filter Design -- 16.1.1 Analog-Filter Design -- 16.1.2 Bilinear Transformation (IIR Digital Filter -- 16.1.3 Higher-Order IIR Digital Filters -- 16.1.4 IIR Digital High-Pass, Band-Pass, and Band-Stop Filter Design -- 16.1.5 Design a IIR Low-Pass Filter Using MATLAB -- 16.1.6 Design a IIR High-Pass Filter Using MATLAB -- 16.1.7 Design an IIR Band-Pass Filter Using MATLAB -- 16.2 FIR-Filter Design -- 16.2.1 Design of FIR Filters Using Windows -- Problems -- Selected Bibliography -- Appendix A: Complex Numbers -- Appendix B: Mathematical Formulas -- Appendix C: MATLAB -- Index. |
| Record Nr. | UNINA-9910861077203321 |
Abood Samir I
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| Boca Raton, FL, : CRC Press, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essential circuit analysis Using NI Multisim(tm) and MATLAB® / / Farzin Asadi
| Essential circuit analysis Using NI Multisim(tm) and MATLAB® / / Farzin Asadi |
| Autore | Asadi Farzin |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (779 pages) |
| Disciplina | 621.3192 |
| Soggetto topico |
Electric circuits
Numerical analysis - Computer programs |
| ISBN |
9783030898502
9783030898496 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910548177403321 |
|
Asadi Farzin
|
||
| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modelling [[electronic resource] ] : theory, implementation and practice (with Matlab source) / / Joerg Kienitz, Daniel Wetterau
| Financial modelling [[electronic resource] ] : theory, implementation and practice (with Matlab source) / / Joerg Kienitz, Daniel Wetterau |
| Autore | Kienitz Joerg |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (735 p.) |
| Disciplina | 332.0285/53 |
| Altri autori (Persone) | WetterauDaniel <1981-> |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Finance - Mathematical models
Numerical analysis Finance - Mathematical models - Computer programs Numerical analysis - Computer programs |
| ISBN |
1-118-41329-6
1-118-81856-3 1-283-59301-7 9786613905468 1-118-41331-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modelling; Contents; Introduction; 1 Introduction and Management Summary; 2 Why We Have Written this Book; 3 Why You Should Read this Book; 4 The Audience; 5 The Structure of this Book; 6 What this Book Does Not Cover; 7 Credits; 8 Code; PART I FINANCIAL MARKETS AND POPULAR MODELS; 1 Financial Markets - Data, Basics and Derivatives; 1.1 Introduction and Objectives; 1.2 Financial Time-Series, Statistical Properties of Market Data and Invariants; 1.2.1 Real World Distribution; 1.3 Implied Volatility Surfaces and Volatility Dynamics; 1.3.1 Is There More than just a Volatility?
1.3.2 Implied Volatility 1.3.3 Time-Dependent Volatility; 1.3.4 Stochastic Volatility; 1.3.5 Volatility from Jumps; 1.3.6 Traders' Rule of Thumb; 1.3.7 The Risk Neutral Density; 1.4 Applications; 1.4.1 Asset Allocation; 1.4.2 Pricing, Hedging and Risk Management; 1.5 General Remarks on Notation; 1.6 Summary and Conclusions; 1.7 Appendix - Quotes; 2 Diffusion Models; 2.1 Introduction and Objectives; 2.2 Local Volatility Models; 2.2.1 The Bachelier and the Black-Scholes Model; 2.2.2 The Hull-White Model; 2.2.3 The Constant Elasticity of Variance Model; 2.2.4 The Displaced Diffusion Model 2.2.5 CEV and DD Models 2.3 Stochastic Volatility Models; 2.3.1 Pricing European Options; 2.3.2 Risk Neutral Density; 2.3.3 The Heston Model (and Extensions); 2.3.4 The SABR Model; 2.3.5 SABR - Further Remarks; 2.4 Stochastic Volatility and Stochastic Rates Models; 2.4.1 The Heston-Hull-White Model; 2.5 Summary and Conclusions; 3 Models with Jumps; 3.1 Introduction and Objectives; 3.2 Poisson Processes and Jump Diffusions; 3.2.1 Poisson Processes; 3.2.2 The Merton Model; 3.2.3 The Bates Model; 3.2.4 The Bates-Hull-White Model; 3.3 Exponential Lévy Models; 3.3.1 The Variance Gamma Model 3.3.2 The Normal Inverse Gaussian Model 3.4 Other Models; 3.4.1 Exponential Lévy Models with Stochastic Volatility; 3.4.2 Stochastic Clocks; 3.5 Martingale Correction; 3.6 Summary and Conclusions; 4 Multi-Dimensional Models; 4.1 Introduction and Objectives; 4.2 Multi-Dimensional Diffusions; 4.2.1 GBM Baskets; 4.2.2 Libor Market Models; 4.3 Multi-Dimensional Heston and SABR Models; 4.3.1 Stochastic Volatility Models; 4.4 Parameter Averaging; 4.4.1 Applications to CMS Spread Options; 4.5 Markovian Projection; 4.5.1 Baskets with Local Volatility 4.5.2 Markovian Projection on Local Volatility and Heston Models 4.5.3 Markovian Projection onto DD SABR Models; 4.6 Copulae; 4.6.1 Measures of Concordance and Dependency; 4.6.2 Examples; 4.6.3 Elliptical Copulae; 4.6.4 Archimedean Copulae; 4.6.5 Building New Copulae from Given Copulae; 4.6.6 Asymmetric Copulae; 4.6.7 Applying Copulae to Option Pricing; 4.6.8 Applying Copulae to Asset Allocation; 4.7 Multi-Dimensional Variance Gamma Processes; 4.8 Summary and Conclusions; PART II NUMERICAL METHODS AND RECIPES; 5 Option Pricing by Transform Techniques and Direct Integration 5.1 Introduction and Objectives |
| Record Nr. | UNINA-9910139077203321 |
|
Kienitz Joerg
|
||
| Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modelling : theory, implementation and practice (with Matlab source) / / Joerg Kienitz, Daniel Wetterau
| Financial modelling : theory, implementation and practice (with Matlab source) / / Joerg Kienitz, Daniel Wetterau |
| Autore | Kienitz Joerg |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (735 p.) |
| Disciplina | 332.0285/53 |
| Altri autori (Persone) | WetterauDaniel <1981-> |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Finance - Mathematical models
Numerical analysis Finance - Mathematical models - Computer programs Numerical analysis - Computer programs |
| ISBN |
1-118-41329-6
1-118-81856-3 1-283-59301-7 9786613905468 1-118-41331-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modelling; Contents; Introduction; 1 Introduction and Management Summary; 2 Why We Have Written this Book; 3 Why You Should Read this Book; 4 The Audience; 5 The Structure of this Book; 6 What this Book Does Not Cover; 7 Credits; 8 Code; PART I FINANCIAL MARKETS AND POPULAR MODELS; 1 Financial Markets - Data, Basics and Derivatives; 1.1 Introduction and Objectives; 1.2 Financial Time-Series, Statistical Properties of Market Data and Invariants; 1.2.1 Real World Distribution; 1.3 Implied Volatility Surfaces and Volatility Dynamics; 1.3.1 Is There More than just a Volatility?
1.3.2 Implied Volatility 1.3.3 Time-Dependent Volatility; 1.3.4 Stochastic Volatility; 1.3.5 Volatility from Jumps; 1.3.6 Traders' Rule of Thumb; 1.3.7 The Risk Neutral Density; 1.4 Applications; 1.4.1 Asset Allocation; 1.4.2 Pricing, Hedging and Risk Management; 1.5 General Remarks on Notation; 1.6 Summary and Conclusions; 1.7 Appendix - Quotes; 2 Diffusion Models; 2.1 Introduction and Objectives; 2.2 Local Volatility Models; 2.2.1 The Bachelier and the Black-Scholes Model; 2.2.2 The Hull-White Model; 2.2.3 The Constant Elasticity of Variance Model; 2.2.4 The Displaced Diffusion Model 2.2.5 CEV and DD Models 2.3 Stochastic Volatility Models; 2.3.1 Pricing European Options; 2.3.2 Risk Neutral Density; 2.3.3 The Heston Model (and Extensions); 2.3.4 The SABR Model; 2.3.5 SABR - Further Remarks; 2.4 Stochastic Volatility and Stochastic Rates Models; 2.4.1 The Heston-Hull-White Model; 2.5 Summary and Conclusions; 3 Models with Jumps; 3.1 Introduction and Objectives; 3.2 Poisson Processes and Jump Diffusions; 3.2.1 Poisson Processes; 3.2.2 The Merton Model; 3.2.3 The Bates Model; 3.2.4 The Bates-Hull-White Model; 3.3 Exponential Lévy Models; 3.3.1 The Variance Gamma Model 3.3.2 The Normal Inverse Gaussian Model 3.4 Other Models; 3.4.1 Exponential Lévy Models with Stochastic Volatility; 3.4.2 Stochastic Clocks; 3.5 Martingale Correction; 3.6 Summary and Conclusions; 4 Multi-Dimensional Models; 4.1 Introduction and Objectives; 4.2 Multi-Dimensional Diffusions; 4.2.1 GBM Baskets; 4.2.2 Libor Market Models; 4.3 Multi-Dimensional Heston and SABR Models; 4.3.1 Stochastic Volatility Models; 4.4 Parameter Averaging; 4.4.1 Applications to CMS Spread Options; 4.5 Markovian Projection; 4.5.1 Baskets with Local Volatility 4.5.2 Markovian Projection on Local Volatility and Heston Models 4.5.3 Markovian Projection onto DD SABR Models; 4.6 Copulae; 4.6.1 Measures of Concordance and Dependency; 4.6.2 Examples; 4.6.3 Elliptical Copulae; 4.6.4 Archimedean Copulae; 4.6.5 Building New Copulae from Given Copulae; 4.6.6 Asymmetric Copulae; 4.6.7 Applying Copulae to Option Pricing; 4.6.8 Applying Copulae to Asset Allocation; 4.7 Multi-Dimensional Variance Gamma Processes; 4.8 Summary and Conclusions; PART II NUMERICAL METHODS AND RECIPES; 5 Option Pricing by Transform Techniques and Direct Integration 5.1 Introduction and Objectives |
| Record Nr. | UNINA-9910817597903321 |
|
Kienitz Joerg
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||
| Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant
| Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant |
| Autore | Balbaert Ivo |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 |
| Descrizione fisica | 1 online resource (214 p.) |
| Disciplina | 001.6420151 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Numerical analysis - Computer programs
Mathematical analysis - Computer programs |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78328-480-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; The Rationale for Julia; Chapter 1: Installing the Julia Platform; Installing Julia; Windows version - usable from Windows XP SP2 onwards; Ubuntu version; OS X; Building from source; Working with Julia's shell; Startup options and Julia scripts; Packages; Adding a new package; Installing and working with Julia Studio; Installing and working with IJulia; Installing Sublime-IJulia; Installing Juno; Other editors and IDEs; How Julia works; Summary
Chapter 2: Variables, Types, and OperationsVariables, naming conventions, and comments; Types; Integers; Floating point numbers; Elementary mathematical functions and operations; Rational and complex numbers; Characters; Strings; Formatting numbers and strings; Regular expressions; Ranges and arrays; Other ways to create arrays; Some common functions for arrays; How to convert an array of chars to a string; Dates and times; Scope and constants; Summary; Chapter 3: Functions; Defining functions; Optional and keyword arguments; Anonymous functions; First-class functions and closures Recursive functionsMap, filter, and list comprehensions; Generic functions and multiple dispatch; Summary; Chapter 4: Control Flow; Conditional evaluation; Repeated evaluation; The for loop; The while loop; The break statement; The continue statement; Exception handling; Scope revisited; Tasks; Summary; Chapter 5: Collection Types; Matrices; Tuples; Dictionaries; Keys and values - looping; Sets; Making a set of tuples; Example project - word frequency; Summary; Chapter 6: More on Types, Methods, and Modules; Type annotations and conversions; Type conversions and promotions The type hierarchy - subtypes and supertypesConcrete and abstract types; User-defined and composite types; When are two values or objects equal or identical?; Multiple dispatch example; Types and collections - inner constructors; Type unions; Parametric types and methods; Standard modules and paths; Summary; Chapter 7: Metaprogramming in Julia; Expressions and symbols; Eval and interpolation; Defining macros; Built-in macros; Testing; Debugging; Benchmarking; Starting a task; Reflection capabilities; Summary; Chapter 8: I/O, Networking, and Parallel Computing; Basic input and output Working with filesReading and writing CSV files; Using DataFrames; Other file formats; Working with TCP sockets and servers; Interacting with databases; Parallel operations and computing; Creating processes; Using low-level communications; Parallel loops and maps; Distributed arrays; Summary; Chapter 9: Running External Programs; Running shell commands; Interpolation; Pipelining; Calling C and FORTRAN; Calling Python; Performance tips; Tools to use; Summary; Chapter 10: The Standard Library and Packages; Digging deeper into the standard library; Julia's package manager Installing and updating packages |
| Record Nr. | UNINA-9910464181203321 |
|
Balbaert Ivo
|
||
| Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant
| Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant |
| Autore | Balbaert Ivo |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 |
| Descrizione fisica | 1 online resource (214 p.) |
| Disciplina | 001.6420151 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Numerical analysis - Computer programs
Mathematical analysis - Computer programs |
| ISBN | 1-78328-480-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; The Rationale for Julia; Chapter 1: Installing the Julia Platform; Installing Julia; Windows version - usable from Windows XP SP2 onwards; Ubuntu version; OS X; Building from source; Working with Julia's shell; Startup options and Julia scripts; Packages; Adding a new package; Installing and working with Julia Studio; Installing and working with IJulia; Installing Sublime-IJulia; Installing Juno; Other editors and IDEs; How Julia works; Summary
Chapter 2: Variables, Types, and OperationsVariables, naming conventions, and comments; Types; Integers; Floating point numbers; Elementary mathematical functions and operations; Rational and complex numbers; Characters; Strings; Formatting numbers and strings; Regular expressions; Ranges and arrays; Other ways to create arrays; Some common functions for arrays; How to convert an array of chars to a string; Dates and times; Scope and constants; Summary; Chapter 3: Functions; Defining functions; Optional and keyword arguments; Anonymous functions; First-class functions and closures Recursive functionsMap, filter, and list comprehensions; Generic functions and multiple dispatch; Summary; Chapter 4: Control Flow; Conditional evaluation; Repeated evaluation; The for loop; The while loop; The break statement; The continue statement; Exception handling; Scope revisited; Tasks; Summary; Chapter 5: Collection Types; Matrices; Tuples; Dictionaries; Keys and values - looping; Sets; Making a set of tuples; Example project - word frequency; Summary; Chapter 6: More on Types, Methods, and Modules; Type annotations and conversions; Type conversions and promotions The type hierarchy - subtypes and supertypesConcrete and abstract types; User-defined and composite types; When are two values or objects equal or identical?; Multiple dispatch example; Types and collections - inner constructors; Type unions; Parametric types and methods; Standard modules and paths; Summary; Chapter 7: Metaprogramming in Julia; Expressions and symbols; Eval and interpolation; Defining macros; Built-in macros; Testing; Debugging; Benchmarking; Starting a task; Reflection capabilities; Summary; Chapter 8: I/O, Networking, and Parallel Computing; Basic input and output Working with filesReading and writing CSV files; Using DataFrames; Other file formats; Working with TCP sockets and servers; Interacting with databases; Parallel operations and computing; Creating processes; Using low-level communications; Parallel loops and maps; Distributed arrays; Summary; Chapter 9: Running External Programs; Running shell commands; Interpolation; Pipelining; Calling C and FORTRAN; Calling Python; Performance tips; Tools to use; Summary; Chapter 10: The Standard Library and Packages; Digging deeper into the standard library; Julia's package manager Installing and updating packages |
| Record Nr. | UNINA-9910788155503321 |
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Balbaert Ivo
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| Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant
| Getting started with Julia programming : enter the exciting world of Julia, a high-performance language for technical computing / / Ivo Balbaert ; commissioning editor Kevin Colaco ; content development editor Neeshma Ramakrishnan ; copy editor Rashmi Sawant |
| Autore | Balbaert Ivo |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 |
| Descrizione fisica | 1 online resource (214 p.) |
| Disciplina | 001.6420151 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Numerical analysis - Computer programs
Mathematical analysis - Computer programs |
| ISBN | 1-78328-480-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; The Rationale for Julia; Chapter 1: Installing the Julia Platform; Installing Julia; Windows version - usable from Windows XP SP2 onwards; Ubuntu version; OS X; Building from source; Working with Julia's shell; Startup options and Julia scripts; Packages; Adding a new package; Installing and working with Julia Studio; Installing and working with IJulia; Installing Sublime-IJulia; Installing Juno; Other editors and IDEs; How Julia works; Summary
Chapter 2: Variables, Types, and OperationsVariables, naming conventions, and comments; Types; Integers; Floating point numbers; Elementary mathematical functions and operations; Rational and complex numbers; Characters; Strings; Formatting numbers and strings; Regular expressions; Ranges and arrays; Other ways to create arrays; Some common functions for arrays; How to convert an array of chars to a string; Dates and times; Scope and constants; Summary; Chapter 3: Functions; Defining functions; Optional and keyword arguments; Anonymous functions; First-class functions and closures Recursive functionsMap, filter, and list comprehensions; Generic functions and multiple dispatch; Summary; Chapter 4: Control Flow; Conditional evaluation; Repeated evaluation; The for loop; The while loop; The break statement; The continue statement; Exception handling; Scope revisited; Tasks; Summary; Chapter 5: Collection Types; Matrices; Tuples; Dictionaries; Keys and values - looping; Sets; Making a set of tuples; Example project - word frequency; Summary; Chapter 6: More on Types, Methods, and Modules; Type annotations and conversions; Type conversions and promotions The type hierarchy - subtypes and supertypesConcrete and abstract types; User-defined and composite types; When are two values or objects equal or identical?; Multiple dispatch example; Types and collections - inner constructors; Type unions; Parametric types and methods; Standard modules and paths; Summary; Chapter 7: Metaprogramming in Julia; Expressions and symbols; Eval and interpolation; Defining macros; Built-in macros; Testing; Debugging; Benchmarking; Starting a task; Reflection capabilities; Summary; Chapter 8: I/O, Networking, and Parallel Computing; Basic input and output Working with filesReading and writing CSV files; Using DataFrames; Other file formats; Working with TCP sockets and servers; Interacting with databases; Parallel operations and computing; Creating processes; Using low-level communications; Parallel loops and maps; Distributed arrays; Summary; Chapter 9: Running External Programs; Running shell commands; Interpolation; Pipelining; Calling C and FORTRAN; Calling Python; Performance tips; Tools to use; Summary; Chapter 10: The Standard Library and Packages; Digging deeper into the standard library; Julia's package manager Installing and updating packages |
| Record Nr. | UNINA-9910828406503321 |
|
Balbaert Ivo
|
||
| Birmingham, England ; ; Mumbai, [India] : , : Packt Publishing, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Machine and Deep Learning Using MATLAB : Algorithms and Tools for Scientists and Engineers / / Kamal I. M. Al-Malah
| Machine and Deep Learning Using MATLAB : Algorithms and Tools for Scientists and Engineers / / Kamal I. M. Al-Malah |
| Autore | Al-Malah Kamal I. M. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley & Sons, Inc., , [2024] |
| Descrizione fisica | 1 online resource (965 pages) |
| Disciplina | 001.642 |
| Soggetto topico |
Machine learning
Numerical analysis - Data processing Computer programming Numerical analysis - Computer programs |
| ISBN | 9781394209101 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910830558303321 |
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Al-Malah Kamal I. M.
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||
| Hoboken, NJ : , : John Wiley & Sons, Inc., , [2024] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
