Avishek Nag – författare
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Survival analysis uses statistics to calculate time to failure. Survival Analysis with Python takes a fresh look at this complex subject by explaining how to use the Python programming language to perform this type of analysis. As the subject itself is very mathematical and full of expressions and formulations, the book provides detailed explanations and examines practical implications. The book begins with an overview of the concepts underpinning statistical survival analysis. It then delves into
Parametric models with coverage of
Concept of maximum likelihood estimate (MLE) of a probability distribution parameter
MLE of the survival function
Common probability distributions and their analysis
Analysis of exponential distribution as a survival function
Analysis of Weibull distribution as a survival function
Derivation of Gumbel distribution as a survival function from Weibull
Non-parametric models including
Kaplan–Meier (KM) estimator, a derivation of expression using MLE
Fitting KM estimator with an example dataset, Python code and plotting curves
Greenwood’s formula and its derivation
Models with covariates explaining
The concept of time shift and the accelerated failure time (AFT) model
Weibull-AFT model and derivation of parameters by MLE
Proportional Hazard (PH) model
Cox-PH model and Breslow’s method
Significance of covariates
Selection of covariates
The Python lifelines library is used for coding examples. By mapping theory to practical examples featuring datasets, this book is a hands-on tutorial as well as a handy reference.
325 kr
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Survival analysis uses statistics to calculate time to failure. Survival Analysis with Python takes a fresh look at this complex subject by explaining how to use the Python programming language to perform this type of analysis. As the subject itself is very mathematical and full of expressions and formulations, the book provides detailed explanations and examines practical implications. The book begins with an overview of the concepts underpinning statistical survival analysis. It then delves into
Parametric models with coverage of
Concept of maximum likelihood estimate (MLE) of a probability distribution parameter
MLE of the survival function
Common probability distributions and their analysis
Analysis of exponential distribution as a survival function
Analysis of Weibull distribution as a survival function
Derivation of Gumbel distribution as a survival function from Weibull
Non-parametric models including
Kaplan–Meier (KM) estimator, a derivation of expression using MLE
Fitting KM estimator with an example dataset, Python code and plotting curves
Greenwood’s formula and its derivation
Models with covariates explaining
The concept of time shift and the accelerated failure time (AFT) model
Weibull-AFT model and derivation of parameters by MLE
Proportional Hazard (PH) model
Cox-PH model and Breslow’s method
Significance of covariates
Selection of covariates
The Python lifelines library is used for coding examples. By mapping theory to practical examples featuring datasets, this book is a hands-on tutorial as well as a handy reference.
289 kr
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1 982 kr
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With the advent of Big Data, conventional communication networks are often limited in their inability to handle complex and voluminous data and information as far as effective processing, transmission, and reception are concerned. This book discusses the evolution of computational intelligence techniques in handling intelligent communication networks.
Provides a detailed theoretical foundation of machine learning and computational intelligence algorithms Highlights the state of art machine learning-based solutions for communication networks Presents video demonstrations and code snippets on each chapter for easy understanding of the concepts Discusses applications including resource allocation, spectrum management, channel estimation, and physical layer of wireless networks Demonstrates applications of machine learning techniques for optical networksThe text is primarily intended for senior undergraduate and graduate students and academic researchers in fields of electrical engineering, electronics and communication engineering, and computer engineering.
942 kr
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With the advent of Big Data, conventional communication networks are often limited in their inability to handle complex and voluminous data and information as far as effective processing, transmission, and reception are concerned. This book discusses the evolution of computational intelligence techniques in handling intelligent communication networks.
Provides a detailed theoretical foundation of machine learning and computational intelligence algorithms Highlights the state of art machine learning-based solutions for communication networks Presents video demonstrations and code snippets on each chapter for easy understanding of the concepts Discusses applications including resource allocation, spectrum management, channel estimation, and physical layer of wireless networks Demonstrates applications of machine learning techniques for optical networksThe text is primarily intended for senior undergraduate and graduate students and academic researchers in fields of electrical engineering, electronics and communication engineering, and computer engineering.
1 651 kr
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Journey through the world of stochastic finance from learning theory, underlying models, and derivations of financial models (stocks, options, portfolios) to the almost production-ready Python components under cover of stochastic finance. This book will show you the techniques to estimate potential financial outcomes using stochastic processes implemented with Python.
The book starts by reviewing financial concepts, such as analyzing different asset types like stocks, options, and portfolios. It then delves into the crux of stochastic finance, providing a glimpse into the probabilistic nature of financial markets. You’ll look closely at probability theory, random variables, Monte Carlo simulation, and stochastic processes to cover the prerequisites from the applied perspective. Then explore random walks and Brownian motion, essential in understanding financial market dynamics. You’ll get a glimpse of two vital modelling tools used throughout the book - stochastic calculus and stochastic differential equations (SDE).
Advanced topics like modeling jump processes and estimating their parameters by Fourier-transform-based density recovery methods can be intriguing to those interested in full-numerical solutions of probability models. Moving forward, the book covers options, including the famous Black-Scholes model, dissecting it from both risk-neutral probability and PDE perspectives. A chapter at the end also covers the discovery of portfolio theory, beginning with mean-variance analysis and advancing to portfolio simulation and the efficient frontier.
What You Will Learn
Understand applied probability and statistics with financeDesign forecasting models of the stock price with the stochastic process, Monte-Carlo simulation.Option price estimation with both risk-neutral probabilistic and PDE-driven approach.Use Object-oriented Python to design financial models with reusability.Who This Book Is For
Data scientists, quantitative researchers and practitioners, software engineers and AI architects interested in quantitative finance