Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.

ISBN: 978-3-6390-4381-5
Издательство: Книга по требованию
Дата выхода: июль 2011

Das Risikomass CVaR (Conditional Value-at-Risk), auch als Expected Shortfall bekannt, fand in der letzten Zeit immer mehr Beachtung als eine Alternative zur Varianz oder VaR (Value-at-Risk) im Risikomanagement. Die Suche nach einer optimalen Anlageverteilung in einem Portfolio wird in dieser Arbeit mittels zwei Optimierungsverfahren vorgenommen. Das "Innere-Pinkte-Verfahren" aus der linearen und gemischt ganzzahligen Programmierung wird mit dem Nesterov-Verfahren, welches eine dem CVaR ahnliche Zielfunktion besitzt, verglichen. Als Bespiel wird ein Modell mit den Aktienkursen aus dem DAX aufgebaut und mittels AMPL und MATLAB-Programm berechnet. Данное издание не является оригинальным. Книга...

ISBN: 978-3-6393-1712-1
Издательство: Книга по требованию
Дата выхода: июль 2011

In mathematics and computer science, optimization, or mathematical programming, refers to choosing the best element from some set of available alternatives. In the simplest case, this means solving problems in which one seeks to minimize or maximize a real function by systematically choosing the values of real or integer variables from within an allowed set. This formulation, using a scalar, real-valued objective function, is probably the simplest example; the generalization of optimization theory and techniques to other formulations comprises a large area of applied mathematics. More generally, it means finding "best available" values of some objective function given a defined domain, including a variety of different types of objective...

ISBN: 978-6-1303-0210-8
Издательство: Книга по требованию
Дата выхода: июль 2011

In dieser Dissertation wird eine Problemstellung der Optimalen Steuerung aus dem Bereich der Linearen Elastizitatstheorie behandelt. Die Arbeit beinhaltet folgende Schwerpunkte: Modellierung der Problemstellung, Formulierung der Optimalsteuerungsprobleme fur den zeitunabhangigen bzw. zeitabhangigen Fall, die Herleitung der notwendigen Bedingungen fur eine ermittelte optimale Losung, die Berechnung von numerischen Losungen sowie deren Uberprufung auf Erfullung der notwendigen Bedingungen. In der Modellierung werden Gleichungen zur Bestimmung der Deformation einer Zylinderschale unter rotations-symmetrischer Krafteinwirkung aus Grundgleichungen der Mechanik hergeleitet. Fur die Formulierung der Optimalsteuerungsprobleme (fur Praxis...

ISBN: 978-3-8381-2067-6
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In statistics, an optimality criterion provides a measure of the fit of the data to a given hypothesis. The selection process is determined by the solution that optimizes the criteria used to evaluate the alternative hypotheses. The term has been used to identify the different criteria that are used to evaluate a phylogenetic tree and include maximum likelihood, Bayesian, maximum parsimony, and minimum evolution. For example, in order to determine the best topology between two phylogenetic trees using the maximum likelihood optimality criterion, one would calculate the maximum likelihood score of each tree and choose the one that had the better score. However, different optimality criteria can...

ISBN: 978-6-1313-0926-7
Издательство: Книга по требованию
Дата выхода: июль 2011

This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in ?nancial markets with proportional transaction costs on trading in shares, modeled as bid-ask spreads, and different interest rates for borrowing and lending of cash. This is done by means of fair pricing and super-hedging. The fair price of an option is any market price for it that does not allow traders to make profit with no risk, and a super-hedging strategy allows the seller and buyer to remain in a solvent position after respectively delivering and receiving the option payoff. Efficient algorithms are presented for computing the bid and ask prices of European and American options; these prices serve as bounds...

ISBN: 978-3-8364-9239-3
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! The Opuscula Mathematica is a mathematical research journal founded in 1937 in Krakow by Antonii Hoborski, a Polish mathematician and the first Rector Magnificus of Mining Academy. All articles published by the journal are indexed and reviewed in Mathematical Reviews and Zentralblatt fur Mathematik.The word rector ("ruler," from the Latin regere and rector meaning "teacher" in Latin) has a number of different meanings; they indicate an academic, religious or political administrator. The word is related to rectrix ("helmsman"), one of a bird's tail feathers. The term and office of a rector are called a rectorate. "Rector" is also a surname in English-speaking countries and in some other...

ISBN: 978-6-1313-0971-7
Издательство: Книга по требованию
Дата выхода: июль 2011

Economical, managerial, engineering, and natural systems are often represented by nonlinear equations and inequalities, using discrete and continuous variables. Global Optimization provides methodologies to find the global solutions for the prescriptive models that attempt to describe, predict, and optimize their behavior. OQGRG, the algorithm presented in this book, was developed to solve problems in this large target class of mixed integer, nonlinear, constrained optimization models that often have multiple local optima. OQGRG is a multi-start, 2-stage, global optimization algorithm that combines the efficiency of a broad meta-heuristic search and the power of a reduced gradient nonlinear solver. The effectiveness of the algorithm is...

ISBN: 978-3-6391-9543-9
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In complexity theory and computability theory, an oracle machine is an abstract machine used to study decision problems. It can be visualized as a Turing machine with a black box, called an oracle, which is able to decide certain decision problems in a single operation. The problem can be of any complexity class. Even undecidable problems, like the halting problem, can be used.An oracle machine is a Turing machine connected to an oracle. The oracle, in this context, is thought of as an entity capable of answering some collection of questions, and usually represented as some subset A of the natural numbers. Intuitively then, the oracle machine can perform all of the usual operations of a Turing...

ISBN: 978-6-1313-1004-1
Издательство: Книга по требованию
Дата выхода: июль 2011

ISBN: 978-6-1303-3760-5
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In geometry, orbifold notation (or orbifold signature) is a system popularized by the mathematician John Horton Conway for representing types of symmetry groups in two-dimensional spaces of constant curvature. The advantage of the notation is that it describes these groups in a way which indicates many of the groups' properties: in particular, it describes the orbifold obtained by taking the quotient of Euclidean space by the group under consideration. Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.

ISBN: 978-6-1303-3069-9
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! An orbit trap is a method of colouring fractal images based upon how close an iterative function, used to create the fractal, approaches the a geometric shape, called a "trap". Typical traps are points, lines, circles, flower shapes and even raster images. Orbit traps are typically used to colour two dimensional fractals representing the complex plane.A point based orbit trap colours a point based upon how to close a function's orbit comes to a single point, typically the origin.A line based orbit trap colours a point based upon how to close a function's orbit comes to one or more lines, typically vertical or horizontal (x=a or y=a lines). Pickover stalks are an example of a line based orbit...

ISBN: 978-6-1312-9494-5
Издательство: Книга по требованию
Дата выхода: июль 2011

The groups Sp(1;R), O(3;4) form a dual pair in the sense of Howe. This leads to a correspondence of irreducible unitary representations between the double connected cover of Sp(1;R) and some irreducible unitary representations of O(3;4). By a property of double transitivity, Rallis & Schiffmann showed that the restriction of the resulting representation to G2 remains irreducible, but don't compute the characters of these representations. Neither do they compute the lowest term of the expansion of such a character, which should be the Fourier transform of an orbital integral corresponding to a nilpotent orbit. The goal of this work is to make progress in this direction. We showed that this theory can be extended to include the case of G2....

ISBN: 978-3-6391-3912-9
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics, an orbit portrait is a combinatorial tool used in complex dynamics for understanding the behavior of one-complex dimensional quadratic maps.Complex dynamics the study of dynamical systems defined by iteration of functions on complex number spaces. Complex analytic dynamics specifies more precisely that it is analytic functions whose dynamics it is to study.Any collection {A_1, ldots, A_n} of subsets of the circle which satisfy these four properties above is called a formal orbit portrait. It is a theorem of John Milnor that every formal orbit portrait is realized by the actual orbit portrait of a periodic orbit of some quadratic one-complex-dimensional map. Orbit portraits...

ISBN: 978-6-1312-9489-1
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics, an orbital integral is an integral transform that generalizes the spherical mean operator to homogeneous spaces. Instead of integrating over spheres, one integrates over generalized spheres: for a homogeneous space X = G/H, a generalized sphere centered at a point x0 is an orbit of the isotropy group of x0.A central problem of integral geometry is to reconstruct a function from knowledge of its orbital integrals. The Funk transform and Radon transform are two special cases. When G/K is a Riemannian symmetric space, the problem is trivial, since Mr (x) is the average value of over the generalized sphere of radius r, and f(x) = lim_{rto 0^+} M^rf(x). , When K is compact (but not...

ISBN: 978-6-1312-9519-5
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics, the orbit method (also known as the Kirillov theory, the method of coadjoint orbits and by a few similar names) establishes a correspondence between irreducible unitary representations of a Lie group and its coadjoint orbits: orbits of the action of the group on the dual space of its Lie algebra. The theory was initially developed by Alexandre Kirillov for nilpotent groups and later extended by Bertram Kostant, Louis Auslander, Lajos Pukanszky and others to the case of solvable groups. Roger Howe found a version of the orbit method that applies to p-adic Lie groups. David Vogan proposed that the orbit method should serve as a unifying principle in the description of the unitary...

ISBN: 978-6-1313-1047-8
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics, in the study of dynamical systems, an orbit is a collection of points related by the evolution function of the dynamical system. The orbit is a subset of the phase space and the set of all orbits is a partition of the phase space, that is different orbits do not intersect in the phase space. Understanding the properties of orbits by using topological method is one of the objectives of the modern theory of dynamical systems. For discrete-time dynamical systems the orbits are sequences, for real dynamical systems the orbits are curves and for holomorphic dynamical systems the orbits are Riemann surfaces. Данное издание не является оригинальным....

ISBN: 978-6-1313-1032-4
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In statistics, the kth order statistic of a statistical sample is equal to its kth-smallest value. Together with rank statistics, order statistics are among the most fundamental tools in non-parametric statistics and inference. Important special cases of the order statistics are the minimum and maximum value of a sample, and (with some qualifications discussed below) the sample median and other sample quantiles. When using probability theory to analyze order statistics of random samples from a continuous distribution, the cumulative distribution function is used to reduce the analysis to the case of order statistics of the uniform distribution. Данное издание не является...

ISBN: 978-6-1303-3820-6
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! The ordered exponential (also called the path-ordered exponential) is a mathematical object, defined in non-commutative algebras, which is equivalent to the exponential function of the integral in the commutative algebras. Therefore it is a function, defined by means of a function from real numbers to a real or complex associative algebra. In practice the values lie in matrix and operator algebras.In mathematics, commutativity is the property that changing the order of something does not change the end result. It is a fundamental property of many binary operations, and many mathematical proofs depend on it. The commutativity of simple operations, such as multiplication and addition of numbers,...

ISBN: 978-6-1312-9734-2
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics and computer programming, an expression or string of symbols intended to represent a numerical value must follow commonly accepted and unambiguous rules. For example, the rule for evaluating 2 + 3 * 4 in mathematics and in most computer languages is to do the multiplication first, so the correct answer is 14. Sometimes parentheses, which have their own rules, may be used to avoid confusion, thus: 2 + (3 * 4). When a term in an expression is both preceded and followed by an operator such as minus or times, the convention needed to clarify which operator should be applied first is known as a precedence rule or, more informally, order of operation. From the earliest use of...

ISBN: 978-6-1303-3807-7
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! An order of magnitude is the class of scale or magnitude of any amount, where each class contains values of a fixed ratio to the class preceding it. In its most common usage, the amount being scaled is 10 and the scale is the exponent being applied to this amount. Such differences in order of magnitude can be measured on the logarithmic scale in "factors of ten" or decades. The entries in the table below lead to lists of items that are of the same order of magnitude in various units of measurement. This is useful for getting an intuitive sense of the comparative scale of familiar objects. Данное издание не является оригинальным. Книга...

ISBN: 978-6-1303-0476-8
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics, an ordered pair is a collection of objects having two coordinates (or entries or projections), such that one can always uniquely determine the object, which is the first coordinate (or first entry or left projection) of the pair as well as the second coordinate (or second entry or right projection). If the first coordinate is a and the second is b, the usual notation for an ordered pair is (a, b). The pair is "ordered" in that (a, b) differs from (b, a) unless a = b. Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.

ISBN: 978-6-1303-3835-0
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In mathematics and computer programming, an expression or string of symbols intended to represent a numerical value must follow commonly accepted and unambiguous rules. For example, the rule for evaluating 2 + 3 * 4 in mathematics and in most computer languages is to do the multiplication first, so the correct answer is 14. Sometimes parentheses, which have their own rules, may be used to avoid confusion, thus: 2 + (3 * 4). When a term in an expression is both preceded and followed by an operator such as minus or times, the convention needed to clarify which operator should be applied first is known as a precedence rule or, more informally, order of operation. From the earliest use of...

ISBN: 978-6-1305-1596-6
Издательство: Книга по требованию
Дата выхода: июль 2011

High Quality Content by WIKIPEDIA articles! In science, engineering, and other quantitative disciplines, orders of approximation refer to formal or informal terms for how precise an approximation is, and to indicate progressively more refined approximations: in increasing order of precision, a zeroth order approximation, a first order approximation, a second order approximation, and so forth. Formally, an nth order approximation is one where the order of magnitude of the error is at most n; in terms of big O notation, with error bounded by O(xn). In suitable circumstances, approximating a function by a Taylor polynomial of degree n yields an nth order approximation, by Taylor's theorem: a first order approximation is a linear...

ISBN: 978-6-1303-2549-7
Издательство: Книга по требованию
Дата выхода: июль 2011

Order theory is a branch of mathematics that studies various kinds of binary relations that capture the intuitive notion of ordering, providing a framework for saying when one thing is "less than" or "precedes" another. This article gives a detailed introduction to the field and includes some of the most basic definitions. For a quick lookup of order-theoretic terms, there is also an order theory glossary. A list of order topics collects the various articles in the vicinity of order theory. Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.

ISBN: 978-6-1303-1008-0
Издательство: Книга по требованию
Дата выхода: июль 2011