Jun Chen – författare
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Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics:
Data science: as an alternative to time series, price movements in a market can be summarised as directional changes
Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model
Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change
Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed
Algorithmic trading: regime tracking information can help us to design trading algorithms
It will be of great interest to researchers in computational finance, machine learning and data science.
About the Authors
Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.
Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics:
Data science: as an alternative to time series, price movements in a market can be summarised as directional changes
Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model
Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change
Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed
Algorithmic trading: regime tracking information can help us to design trading algorithms
It will be of great interest to researchers in computational finance, machine learning and data science.
About the Authors
Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019.
Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
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This book aims to summarize and report the major research achievements and validation results under the global land cover (GLC) initiative led by the Group Earth Observation (GEO). The first part of the book introduces the major tasks and challenges facing the validation of finer-resolution GLC maps and presents the concepts and overall framework of the GEO-led initiative. Chapters 2-5 provide systematic introductions to the major methodology of finer-resolution GLC map validation, including sampling design, reference data collection, sample labeling, and accuracy assessment. Chapter 6 introduces the online validation tools that have been developed, including their design, considerations, and functionalities. Chapter 7 presents the international validation practices and the results of validating GlobeLand30 at country, regional, and global scales. Future directions are also discussed in the Conclusion chapter.
Features
Presents complete coverage of land cover validation, from concepts, methodology, and col laborative tools to applications. Details algorithms, techniques, and methods for land cover validation, including sampling, judgment, and accuracy assessment. Reviews some of the software tools that can be used for GLC validation and discusses the issues related to the design, usability, efficiency, and limitations of these tools. Highlights case studies of validation at global, regional, and national scales, which can serve as great references for researchers. Provides an extensive bibliography covering the whole scope of land cover validationGlobal Land Cover Validation: Methodology, Tools, and Practices serves as a reference for those engaged in land cover validation, especially at a global scale, including students, professionals, researchers, and general practitioners. It is also an excellent resource for professionals involved in sustainable development monitoring, environmental change studies, natural resource management, disaster assessment and mitigation, and many other applications.
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This book aims to summarize and report the major research achievements and validation results under the global land cover (GLC) initiative led by the Group Earth Observation (GEO). The first part of the book introduces the major tasks and challenges facing the validation of finer-resolution GLC maps and presents the concepts and overall framework of the GEO-led initiative. Chapters 2-5 provide systematic introductions to the major methodology of finer-resolution GLC map validation, including sampling design, reference data collection, sample labeling, and accuracy assessment. Chapter 6 introduces the online validation tools that have been developed, including their design, considerations, and functionalities. Chapter 7 presents the international validation practices and the results of validating GlobeLand30 at country, regional, and global scales. Future directions are also discussed in the Conclusion chapter.
Features
Presents complete coverage of land cover validation, from concepts, methodology, and col laborative tools to applications. Details algorithms, techniques, and methods for land cover validation, including sampling, judgment, and accuracy assessment. Reviews some of the software tools that can be used for GLC validation and discusses the issues related to the design, usability, efficiency, and limitations of these tools. Highlights case studies of validation at global, regional, and national scales, which can serve as great references for researchers. Provides an extensive bibliography covering the whole scope of land cover validationGlobal Land Cover Validation: Methodology, Tools, and Practices serves as a reference for those engaged in land cover validation, especially at a global scale, including students, professionals, researchers, and general practitioners. It is also an excellent resource for professionals involved in sustainable development monitoring, environmental change studies, natural resource management, disaster assessment and mitigation, and many other applications.
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Despite numerous recent studies and exciting discoveries in the field, only limited treatment is available today for the victims of acute neurological injuries. Animal Models of Acute Neurological Injuries provides a standardized methodology manual designed to eliminate the inconsistent preparations and variability that currently jeopardizes advances in the field. Contributed by top experts and many original developers of the models, each chapter contains a step-by-step, proven procedure and visual aids covering the most commonly used animal models of neurological injury in order to highlight the practical applications of animal models rather than the theoretical issues. This intensive volume presents its readily reproducible protocols with great clarity and consistency to best aid neuroscientists and neurobiologists in laboratory testing and experimentation.
Comprehensive and cutting-edge, Animal Models of Acute Neurological Injuries is an ideal guide for scientists and researchers who wish to pursue this vital course of study with the proficiency and precision that the field requires.
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The successful previous volume on this topic provided a detailed benchwork manual for the most commonly used animal models of acute neurological injuries including cerebral ischemia, hemorrhage, vasospasm, and traumatic brain and spinal cord injuries. Animal Models of Acute Neurological Injuries II: Injury and Mechanistic Assessments aims to collect chapters on assessing these disorders from cells and molecules to behavior and imaging. These comprehensive assessments are the key for understanding disease mechanisms as well as developing novel therapeutic strategies to ameliorate or even prevent damages to the nervous system. Volume 1 examines general assessments in morphology, physiology, biochemistry and molecular biology, neurobehavior, and neuroimaging, as well as extensive sections on subarachnoid hemorrhage, cerebral vasospasm, and intracerebral hemorrhage. Designed to provide both expert guidance and step-by-step procedures, chapters serve to increase understanding in what, why, when, where, and how a particular assessment is used.
Accessible and essential, Animal Models of Acute Neurological Injuries II: Injury and Mechanistic Assessments will be useful for trainees or beginners in their assessments of acute neurological injuries, for experienced scientists from other research fields who are interested in either switching fields or exploring new opportunities, and for established scientists within the field who wish to employ new assessments.
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The successful previous volume on this topic provided a detailed benchwork manual for the most commonly used animal models of acute neurological injuries including cerebral ischemia, hemorrhage, vasospasm, and traumatic brain and spinal cord injuries. Animal Models of Acute Neurological Injuries II: Injury and Mechanistic Assessments aims to collect chapters on assessing these disorders from cells and molecules to behavior and imaging. These comprehensive assessments are the key for understanding disease mechanisms as well as developing novel therapeutic strategies to ameliorate or even prevent damages to the nervous system. Volume 2 examines global cerebral ischemia, focal cerebral ischemia, and neonatal hypoxia-ischemia, as well as intensive sections covering traumatic brain injury and spinal cord injury. Designed to provide both expert guidance and step-by-step procedures, chapters serve to increase understanding in what, why, when, where, and how a particular assessment is used.
Accessible and essential, Animal Models of Acute Neurological Injuries II: Injury and Mechanistic Assessments will be useful for trainees or beginners in their assessments of acute neurological injuries, for experienced scientists from other research fields who are interested in either switching fields or exploring new opportunities, and for established scientists within the field who wish to employ new assessments.
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