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This is a comprehensive volume on robot teams that will be the
standard reference on multi-robot systems. The volume provides not
only the essentials of multi-agent robotics theory but also
descriptions of exemplary implemented systems demonstrating the key
concepts of multi-robot research. Information is presented in a
descriptive manner and augmented with detailed mathematical
formulations, photos, diagrams, and source code examples.
This book is the fourth offical archival publication devoted to RoboCup and documents the achievements presented at the Fourth Robot World Cup Soccer Games and Conferences, RoboCup 2000, held in Melbourne, Australia, in August/September 2000. The book presents the following parts: introductory overview and survey, championship papers by the winners of the competitions, finalist papers for the RoboCup challenge awards, papers and posters presented at the workshop, team description of a large number of participating teams. This book is mandatory reading for the rapidly growing RoboCup community as well as a valuable source of reference and inspiration for R & D professionals interested in multi-agent systems, distributed artificial intelligence, and intelligent robotics.
Hedge Funds. These lightly regulated funds continually innovate new
investing and trading strategies to take advantage of temporary
mispricing of assets (when their market price deviates from their
intrinsic value). These techniques are shrouded in mystery, which
permits hedge fund managers to charge exceptionally high fees.
While the details of each fund's approach are carefully guarded
trade secrets, this book draws the curtain back on the core
building blocks of many hedge fund strategies. As an instructional
text, it will assist two types of students: Economics and finance
students interested in understanding what "quants" do; and software
specialists interested in applying their skills to programming
trading systems. Hedge Fund Secrets provides a needed complement to
journalistic accounts of the hedge fund industry, to deepen the
understanding of nonspecialist readers such as policy makers,
journalists, and individual investors. The book is organized in
modules to allow different readers to focus on the elements of this
topic that most interest them. Its authors include a fund
practitioner and a computer scientist (Balch), in collaboration
with a public policy economist and finance academic (Romero).
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