Introduction.- Generalized Eigenvalue Proximal Support Vector Machines.- Twin Support Vector Machines (TWSVM) for Classification.- TWSVR: Twin Support Vector Machine Based Regression.- Variants of Twin Support Vector Machines: Some More Formulations.- TWSVM for Unsupervised and Semi-Supervised Learning.- Some Additional Topics.- Applications Based on TWSVM.- References.
(source: Nielsen Book Data)
This book provides a systematic and focused study of the various aspects of twin support vector machines (TWSVM) and related developments for classification and regression. In addition to presenting most of the basic models of TWSVM and twin support vector regression (TWSVR) available in the literature, it also discusses the important and challenging applications of this new machine learning methodology. A chapter on "Additional Topics" has been included to discuss kernel optimization and support tensor machine topics, which are comparatively new but have great potential in applications. It is primarily written for graduate students and researchers in the area of machine learning and related topics in computer science, mathematics, electrical engineering, management science and finance. (source: Nielsen Book Data)
Financial Mathematics: An Overview / Forward and Futures Contracts / Basic Theory of Option Pricing-I / Basic Theory of Option Pricing-II / Portfolio Optimization-I / Portfolio Optimization-II / Stochastic Processes / Ï -Fields and Conditional Expectation / Stochastic Calculus / Black-Scholes Formula Revisited / Interest Rate Modelling / Interest Rate Derivatives / Optimal Trading Strategies / Credit Risk Management / Monte Carlo Simulation/ Glossary of Financial Terms / MATLAB and Financial Toolbox / References and Index.
(source: Nielsen Book Data)
"Introductory Financial Mathematics" attempts to provide an introductory text on Financial Mathematics to cater to the needs of students at various universities/ institutes in India and abroad. Apart from presenting two Nobel Prize winning theories of Black, Scholes and Merton for option pricing and Mean-Variance approach of Markowitz for portfolio optimization, the text also includes now standard topics of interest rate and interest rate derivatives. Certain interesting and useful topics e.g., Optimal Trading Strategies, Credit Scoring Models and Portfolio Credit Risk Management, which are normally not covered in a text of this kind, are also included here. A significant portion of the book is devoted to the study of Stochastics of Finance that is very much needed to understand basic concepts related to pricing of derivatives. A special care is taken to evolve a balanced approach between "precise mathematical presentation" and "economic/physical interpretations". A distinctive feature of the book is also to provide applications of MATLAB Financial Toolbox for class room teaching. (source: Nielsen Book Data)