Derivatives Algorithms provides a unique expert overview of the abstractions and coding methods which support real-world derivatives trading. Written by an industry professional with extensive experie
Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensib
This textbook covers the mathematical foundations of the analysis of algorithms. The gist of the book is how to argue, without the burden of excessive formalism, that a given algorithm does what it is
This book delivers theoretical and practical knowledge of Genetic Algorithms (GA) for the purpose of practical applications. It provides a methodology for a GA-based search strategy with the integrati
Thoroughly Describes Biological Applications, Computational Problems, and Various Algorithmic Solutions Developed from the author’s own teaching material, Algorithms in Bioinformatics: A Practical Int
Integer Algorithms in Cryptology and Information Assurance is a collection of the author's own innovative approaches in algorithms and protocols for secret and reliable communication. It concentrates
A successor to the first and second editions, this updated and revised book is a leading companion guide for students and engineers alike, specifically software engineers who design algorithms. While
Despite growing interest, basic information on methods and models for mathematically analyzing algorithms has rarely been directly accessible to practitioners, researchers, or students. An Introduct
Kantardzic (computer engineering and science, U. of Louisville) offers students a single-volume introduction to the methods, tools, and algorithms in data mining that can also be used as a broad, if s
A successor to the first edition, this updated and revised book is a great companion guide for students and engineers alike, specifically software engineers who design reliable code. While succinct, t
Computer and Machine Vision: Theory, Algorithms, Practicalities (previously entitled Machine Vision) clearly and systematically presents the basic methodology of computer and machine vision, covering
Problem solving is an essential part of every scientific discipline. It has two components: (1) problem identification and formulation, and (2) the solution to the formulated problem. One can solve a
Inverse problems arise in practical applications whenever one needs to deduce unknowns from observables. This monograph is a valuable contribution to the highly topical field of computational inverse
Driven by the demands of research and the entertainment industry, the techniques of animation are pushed to render increasingly complex objects with ever-greater life-like appearance and motion. This
An unparalleled learning tool and guide to error correction coding Error correction coding techniques allow the detection and correction of errors occurring during the transmission of data in digital
The State Of The Art Of Sensor Networks Written by an international team of recognized experts in sensor networks from prestigious organizations such as Motorola, Fujitsu, the Massachusetts Institute
The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Arch
This comprehensive guide provides a uniquely practical, application-focused introduction to medical image analysis. This fully updated new edition has been enhanced with material on the latest develop
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (e
This handbook provides comprehensive coverage of basic concepts and recent developments in the field. Focusing on design, proof of correctness, and complexity analysis, this volume presents a detailed
The Boolean network (BN) is a mathematical model of genetic networks and other biological networks. Although extensive studies have been done on BNs from a viewpoint of complex systems, not so many st
The book teaches a student to model a scientific problem and write a computer program in C language to solve that problem. To do that, the book first introduces the student to the basics of C language
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as posible
Numerical Methods provides a clear and concise exploration of standard numerical analysis topics, as well as nontraditional ones, including mathematical modeling, Monte Carlo methods, Markov chains, a
This book is designed for a data structures and algorithms course that uses Python. A key objective is to provide a "back to basics" approach to learning data structures and algorithms without overwh
The field of computational sciences has seen a considerable development in mathematics, engineering sciences, and economic equilibrium theory. Researchers in this field are faced with the problem of s
The Nonlinear Workbook provides a comprehensive treatment of all the techniques in nonlinear dynamics together with C++, Java and SymbolicC++ implementations. The book not only covers the theoretical
The Nonlinear Workbook provides a comprehensive treatment of all the techniques in nonlinear dynamics together with C++, Java and SymbolicC++ implementations. The book not only covers the theoretical
榮獲│公理商業圖書獎Axiom Business Book Awards│商業技術類選書在這個世界，每一個跳動點，都是程式與交易員的無聲較量！高頻交易商與演算法如何撼動當代金融？他們是誰？又如何靠全球市場交易單上的訊號獲利？一個演算法針對股票指數期貨的訊號反應速度有多快（比如說針對價格變動做出反應的速度），即決定了該演算法將能獲利還是虧損。在近二十年的金融市場中，經紀人面對面買賣股票的交易大廳逐漸被閃電般快速的電子交易系統所取代，以演算法執行大量的交易。《光速交易》講述了這個史詩般的轉變。作者展示了如何在一九九〇年代、在當時美國金融體系聲名狼藉的情況下，一種新的交易方法──自動化高頻交易或稱HFT──如何展露頭角並傳播到世界各地。 HFT為全球交易帶來了全新的效率，但也引發了一場無情的速度競賽，導致了一場HFT演算法之間有系統地、暗中的較勁。在HFT的世界中，時間以毫微秒（十億分之一秒）為單位，而在毫微秒中最快的訊號──真空中的光──只能傳播三十公分，或者大約一英尺。這使得HFT對將計算機伺服器連接到交易所系統的電纜的長度和傳輸容量以及在計算機數據中心之間傳輸訊號的微波塔的位置非常敏感。透過與高頻交易員、提供他們技術和通訊能力的人員、交易所工作人員、監管機構和其他眾多人300多次的訪談，本書揭示了為了加快交易速度的各個層面所需付出的努力。他研究了一些市場上的大銀行如何應對來自HFT公司的挑戰，以及交易所有時如何設計技術系統以支持某些類型的演算法，而非其他類型的演算法。本書也與市面許多的商業財經書不同，《光速交易》專注於HFT的物質性、政治和經濟特徵，採訪了三百多位業內及相關專業人士，他們共同在作者的研究中打造出了一幅監管者／造市商／大投資銀行、小型程式交易商與自動化投資間的全攻防紀錄，堪稱解釋最尖端技術的金融社會學鉅著；以獨特視角詳述了HFT行業對全球金融的影響，以及它在未來將引領我們至何方。
