Develop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. With both explanation and demonstration, Davey guides you step-by-step through the entire process of generating and validating an idea, setting entry and exit points, testing systems, and implementing them in live trading. You'll find concrete rules for increasing or decreasing allocation to a system, and rules for when to abandon one. The companion website includes Davey's own Monte Carlo simulator and other tools that will enable you to automate and test your own trading ideas. A purely discretionary approach to trading generally breaks down over the long haul. With market data and statistics easily available, traders are increasingly opting to employ an automated or algorithmic trading system enough that algorithmic trades now account for the bulk of stock trading volume. Building Algorithmic Trading Systems teaches you how to develop your own systems with an eye toward market fluctuations and the impermanence of even the most effective algorithm. * Learn the systems that generated triple-digit returns in the World Cup Trading Championship * Develop an algorithmic approach for any trading idea using off-the-shelf software or popular platforms * Test your new system using historical and current market data * Mine market data for statistical tendencies that may form the basis of a new system Market patterns change, and so do system results. Past performance isn't a guarantee of future success, so the key is to continually develop new systems and adjust established systems in response to evolving statistical tendencies. For individual traders looking for the next leap forward, Building Algorithmic Trading Systems provides expert guidance and practical advice.

This book provides a self-study program on how mathematics, computer science and science can be usefully and seamlessly intertwined. Learning to use ideas from mathematics and computation is essential for understanding approaches to cognitive and biological science. As such the book covers calculus on one variable and two variables and works through a number of interesting first-order ODE models. It clearly uses MatLab in computational exercises where the models cannot be solved by hand, and also helps readers to understand that approximations cause errors - a fact that must always be kept in mind.

A comprehensive one-year graduate (or advanced undergraduate) course in mathematical logic and foundations of mathematics. No previous knowledge of logic is required; the book is suitable for self-study. Many exercises (with hints) are included.

This book presents modern functional analysis methods for the sensitivity analysis of some infinite-dimensional systems governed by partial differential equations. The main topics are treated in a general and systematic way. They include many classical applications such as the Signorini problem, the elastic-plastic torsion problem and the visco-elastic-plastic problem. The "material derivative" from which any kind of shape derivative of a cost functional can be derived is defined. New results about the wave equation and the unilateral problem are also included in this book, which is intended to serve as a basic reference work for the algorithmic approach to shape optimization problems.

This book addresses the question of how to achieve social coordination in Socio-Cognitive Technical Systems (SCTS). SCTS are a class of Socio-Technical Systems that are complex, open, systems where several humans and digital entities interact in order to achieve some collective endeavour. The book approaches the question from the conceptual background of regulated open multiagent systems, with the question being motivated by their design and construction requirements. The book captures the collective effort of eight groups from leading research centres and universities, each of which has developed a conceptual framework for the design of regulated multiagent systems and most have also developed technological artefacts that support the processes from specification to implementation of that type of systems. The first, introductory part of the book describes the challenge of developing frameworks for SCTS and articulates the premises and the main concepts involved in those frameworks. The second part discusses the eight frameworks and contrasts their main components. The final part maps the new field by discussing the types of activities in which SCTS are likely to be used, the features that such uses will exhibit, and the challenges that will drive the evolution of this field.

Decades of research have shown that student collaboration in groups doesn't just happen; rather it needs to be a deliberate process facilitated by the instructor. Promoting collaboration in virtual learning environments presents a variety of challenges. Computer-Supported Collaborative Learning: Best Practices & Principles for Instructors answers the demand for a thorough resource on techniques to facilitate effective collaborative learning in virtual environments. This book provides must-have information on the role of the instructor in computer-supported collaborative learning, real-world perspectives on virtual learning group collaboration, and supporting learning group motivation.

"Advances in Imaging and Electron Physics "merges two long-running serials--"Advances in Electronics and Electron Physics" and "Advances in Optical and Electron Microscopy."
This series features extended articles on the physics of electron devices (especially semiconductor devices), particle optics at high and low energies, microlithography, image science and digital image processing, electromagnetic wave propagation, electron microscopy, and the computing methods used in all these domains.
Key features:

* Contributions from leading authorities * Informs and updates on all the latest developments in the field

The International Conference on Informatics and Management Science (IMS) 2012 will be held on November 16-19, 2012, in Chongqing, China, which is organized by Chongqing Normal University, Chongqing University, Shanghai Jiao Tong University, Nanyang Technological University, University of Michigan, Chongqing University of Arts and Sciences, and sponsored by National Natural Science Foundation of China (NSFC). The objective of IMS 2012 is to facilitate an exchange of information on best practices for the latest research advances in a range of areas. Informatics and Management Science contains over 600 contributions to suggest and inspire solutions and methods drawing from multiple disciplines including: Computer Science Communications and Electrical Engineering Management Science Service Science Business Intelligence

A collection of papers from ISCIS 27th Annual Symposium.
Based on a rigorous selection of worldwide submissions of advanced research papers, this volume includes some of the most recent ideas and technical results in computer systems, computer science, and computer-communication networks.
This book provides the reader with a timely access to the work of vibrant research groups in many different areas of the world where the new frontiers of computing and communications are being created.

This book contains some selected papers from the International Conference on Extreme Learning Machine 2015, which was held in Hangzhou, China, December 15-17, 2015. This conference brought together researchers and engineers to share and exchange R&D experience on both theoretical studies and practical applications of the Extreme Learning Machine (ELM) technique and brain learning. This book covers theories, algorithms ad applications of ELM. It gives readers a glance of the most recent advances of ELM.

This book presents new research results in multidisciplinary fields of mathematical and numerical modelling in mechanics. The chapters treat the topics: mathematical modelling in solid, fluid and contact mechanics nonconvex variational analysis with emphasis to nonlinear solid and structural mechanics numerical modelling of problems with non-smooth constitutive laws, approximation of variational and hemivariational inequalities, numerical analysis of discrete schemes, numerical methods and the corresponding algorithms, applications to mechanical engineering numerical aspects of non-smooth mechanics, with emphasis on developing accurate and reliable computational tools mechanics of fibre-reinforced materials behaviour of elasto-plastic materials accounting for the microstructural defects definition of structural defects based on the differential geometry concepts or on the atomistic basis interaction between phase transformation and dislocations at nano-scale energetic arguments bifurcation and post-buckling analysis of elasto-plastic structures engineering optimization and design, global optimization and related algorithms The book presents selected papers presented at ETAMM 2016. It includes new and original results written by internationally recognized specialists.

This collection of peer-reviewed workshop papers provides comprehensive coverage of cutting-edge research into topological approaches to data analysis and visualization. It encompasses the full range of new algorithms and insights, including fast homology computation, comparative analysis of simplification techniques, and key applications in materials and medical science. The book also addresses core research challenges such as the representation of large and complex datasets, and integrating numerical methods with robust combinatorial algorithms. In keeping with the focus of the TopoInVis 2017 Workshop, the contributions reflect the latest advances in finding experimental solutions to open problems in the sector. They provide an essential snapshot of state-of-the-art research, helping researchers to keep abreast of the latest developments and providing a basis for future work. Gathering papers by some of the world's leading experts on topological techniques, the book represents a valuable contribution to a field of growing importance, with applications in disciplines ranging from engineering to medicine.

As a field, computer science occupies a unique scientific space, in that its subject matter can exist in both physical and abstract realms. An artifact such as software is both tangible and not, and must be classified as something in between, or "liminal." The study and production of liminal artifacts allows for creative possibilities that are, and have been, possible only in computer science. In It Began With Babbage, Subrata Dasgupta examines the unique history of computer science in terms of its creative innovations, spanning back to Charles Babbage in 1819. Since all artifacts of computer science are conceived with a use in mind, the computer scientist is not concerned with the natural laws that govern disciplines like physics or chemistry; the computer scientist is more concerned with the concept of purpose. This requirement lends itself to a type of creative thinking that, as Dasgupta shows us, has exhibited itself throughout the history of computer science. From Babbage's Difference Engine, through the Second World War, to the establishment of the term "Computer Science" in 1956, It Began With Babbage traces a lively and complete history of computer science.

M-commerce (mobile-commerce) refers to e-commerce activities carried out via a mobile terminal such as a phone or PDA. M-commerce applications for both individuals and organizations are expected to grow considerably over the next few years. Mobile Commerce: Technology, Theory and Applications addresses issues pertaining to the development, deployment, and use of these applications. The objective of this book is to provide a single source of up-to-date information about mobile commerce including the technology (hardware and software) involved, research on the expected impact of this technology on businesses and consumers, and case studies describing state-of-the-art m-commerce applications and lessons learned.

Control system design is a challenging task for practicing engineers. It requires knowledge of different engineering fields, a good understanding of technical specifications and good communication skills. The current book introduces the reader into practical control system design, bridging the gap between theory and practice. The control design techniques presented in the book are all model based., considering the needs and possibilities of practicing engineers. Classical control design techniques are reviewed and methods are presented how to verify the robustness of the design.

It is how the designed control algorithm can be implemented in real-time and tested, fulfilling different safety requirements. Good design practices and the systematic software development process are emphasized in the book according to the generic standard IEC61508.

The book is mainly addressed to practicing control and embedded software engineers - working in research and development - as well as graduate students who are faced with the challenge to design control systems and implement them in real-time."

This book investigates the coordinated power management of multi-tenant data centers that account for a large portion of the data center industry. The authors include discussion of their quick growth and their electricity consumption, which has huge economic and environmental impacts. This book covers the various coordinated management solutions in the existing literature focusing on efficiency, sustainability, and demand response aspects. First, the authors provide a background on the multi-tenant data center covering the stake holders, components, power infrastructure, and energy usage. Then, each power management mechanism is described in terms of motivation, problem formulation, challenges and solution.

Cryptography has experienced rapid development, with major advances recently in both secret and public key ciphers, cryptographic hash functions, cryptographic algorithms and multiparty protocols, including their software engineering correctness verification, and various methods of cryptanalysis. This textbook introduces the reader to these areas, offering an understanding of the essential, most important, and most interesting ideas, based on the authors' teaching and research experience.

After introducing the basic mathematical and computational complexity concepts, and some historical context, including the story of Enigma, the authors explain symmetric and asymmetric cryptography, electronic signatures and hash functions, PGP systems, public key infrastructures, cryptographic protocols, and applications in network security. In each case the text presents the key technologies, algorithms, and protocols, along with methods of design and analysis, while the content is characterized by a visual style and all algorithms are presented in readable pseudocode or using simple graphics and diagrams.

The book is suitable for undergraduate and graduate courses in computer science and engineering, particularly in the area of networking, and it is also a suitable reference text for self-study by practitioners and researchers. The authors assume only basic elementary mathematical experience, the text covers the foundational mathematics and computational complexity theory.

The first part of this book covers the key concepts of cryptography on an undergraduate level, from encryption and digital signatures to cryptographic protocols. Essential techniques are demonstrated in protocols for key exchange, user identification, electronic elections and digital cash. In the second part, more advanced topics are addressed, such as the bit security of one-way functions and computationally perfect pseudorandom bit generators. The security of cryptographic schemes is a central topic. Typical examples of provably secure encryption and signature schemes and their security proofs are given. Though particular attention is given to the mathematical foundations, no special background in mathematics is presumed. The necessary algebra, number theory and probability theory are included in the appendix. Each chapter closes with a collection of exercises. In the second edition the authors added a complete description of the AES, an extended section on cryptographic hash functions, and new sections on random oracle proofs and public-key encryption schemes that are provably secure against adaptively-chosen-ciphertext attacks. The third edition is a further substantive extension, with new topics added, including: elliptic curve cryptography; Paillier encryption; quantum cryptography; the new SHA-3 standard for cryptographic hash functions; a considerably extended section on electronic elections and Internet voting; mix nets; and zero-knowledge proofs of shuffles. The book is appropriate for undergraduate and graduate students in computer science, mathematics, and engineering.

This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science. PCA are extensions of the well-known Cellular Automata models of complex systems, characterized by random updating rules. Thanks to their probabilistic component, PCA offer flexible computing tools for complex numerical constructions, and realistic simulation tools for phenomena driven by interactions among a large number of neighboring structures. PCA are currently being used in various fields, ranging from pure probability to the social sciences and including a wealth of scientific and technological applications. This situation has produced a highly diversified pool of theoreticians, developers and practitioners whose interaction is highly desirable but can be hampered by differences in jargon and focus. This book - just as the workshop on which it is based - is an attempt to overcome these difference and foster interest among newcomers and interaction between practitioners from different fields. It is not intended as a treatise, but rather as a gentle introduction to the role and relevance of PCA technology, illustrated with a number of applications in probability, statistical mechanics, computer science, the natural sciences and dynamical systems. As such, it will be of interest to students and non-specialists looking to enter the field and to explore its challenges and open issues.

The aim of the book is to give an accessible introduction of mathematical models and signal processing methods in speech and hearing sciences for senior undergraduate and beginning graduate students with basic knowledge of linear algebra, differential equations, numerical analysis, and probability. Speech and hearing sciences are fundamental to numerous technological advances of the digital world in the past decade, from music compression in MP3 to digital hearing aids, from network based voice enabled services to speech interaction with mobile phones. Mathematics and computation are intimately related to these leaps and bounds. On the other hand, speech and hearing are strongly interdisciplinary areas where dissimilar scientific and engineering publications and approaches often coexist and make it difficult for newcomers to enter.

Increasing numbers of businesses and Information Technology firms are outsourcing their software and Web development tasks. It is has been estimated that currently half of the Fortune 500 companies have utilized outsourcing for their development needs and estimates that by the end of 2008, 40% of U.S. companies will either develop, test, support, or store software overseas, with another 40% considering doing the same. Several industries, from computer software to telemarketing, have begun aggressively shifting white-collar work out of the United States. The United States currently accounts for more than half of worldwide spending on IT outsourcing, with a growing portion of this spending going to countries such as India, Russia, and the Philippines, and this trend will continue. Research has indicated that the primary problem is language because of idiomatic expressions and subtle cultural nuances associated with the use of particular words. Thus communication frequently breaks down when dealing with overseas companies.

Software has long been perceived as complex, at least within Software Engineering circles. We have been living in a recognised state of crisis since the first NATO Software Engineering conference in 1968. Time and again we have been proven unable to engineer reliable software as easily/cheaply as we imagined. Cost overruns and expensive failures are the norm.
The problem is fundamentally one of complexity: software is fundamentally complex because it must be precise. Problems that appear to be specified quite easily in plain language become far more complex when written in a more formal notation, such as computer code. Comparisons with other engineering disciplines are deceptive. One cannot easily increase the factor of safety of software in the same way that one could in building a steel structure, for example. Software is typically built assuming perfection, often without adequate safety nets in case the unthinkable happens. In such circumstances it should not be surprising to find out that (seemingly) minor errors have the potential to cause entire software systems to collapse.
The goal of this book is to uncover techniques that will aid in overcoming complexity and enable us to produce reliable, dependable computer systems that will operate as intended, and yet are produced on-time, in budget, and are evolvable, both over time and at run time. We hope that the contributions in this book will aid in understanding the nature of software complexity and provide guidance for the control or avoidance of complexity in the engineering of complex software systems.

In recent decades there has been incredible growth in the use of various internet applications by individuals and organizations who store sensitive information online on different servers. This greater reliance of organizations and individuals on internet technologies and applications increases the threat space and poses several challenges for implementing and maintaining cybersecurity practices. Constructing an Ethical Hacking Knowledge Base for Threat Awareness and Prevention provides innovative insights into how an ethical hacking knowledge base can be used for testing and improving the network and system security posture of an organization. It is critical for each individual and institute to learn hacking tools and techniques that are used by dangerous hackers in tandem with forming a team of ethical hacking professionals to test their systems effectively. Highlighting topics including cyber operations, server security, and network statistics, this publication is designed for technical experts, students, academicians, government officials, and industry professionals.