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The Inverted Classroom Model
Only two years after its first run, the Inverted Classroom Conference has become a familiar event at Marburg University. Most conference participants not only knew about this digital teaching and learning scenario but were experienced users and developers. While during its predecessors most participants wanted to familiarize themselves with the central components of the Inverted Classroom Model, the focus of the 3rd German Inverted Classroom Conference in 2014, to which this conference volume is dedicated, was not only a discussion of variants of the model but also, for the first time, the inclusion of long-term evaluations and aspects of student behavior. This shift of emphasis is reflected...
Statistics of Financial Markets
Extreme Value Theory (EVT), GARCH MODELS, Hypothesis Testing, Fitting Probability Distributions to Risk Factors and Portfolios.
The Inverted Classroom Model
When the 1st German Inverted Classroom Conference was staged in 2012, the organizers thought that it may have been the first and last conference of this kind: Too few teachers seemed to be familiar with this model in the first place and only a tiny fragment of them would actually apply this model to their own teaching scenarios. However, in the 2013 conference, we were overwhelmed with a large number of teachers who not only wanted to find out about this teaching and learning concept but had already used it. Consequently, the focus of the 2nd German Inverted Classroom Conference to which this conference volume is dedicated was no longer the “installation” of the Inverted Classroom Model (ICM) but fine adjustments in the actual application of it. This is reflected in the contributions to this volume. Even though all three central aspects of the ICM are addressed, (1) content production and delivery, (2) testing, and (3) the in-class phase, there has been a shift away from mere content production towards an expansion of the model as well as a move towards fine adjustments of the three components.
Applied Quantitative Finance
This book presents solutions for many practical problems in quantitative finance. The e-book design of the text connects theory and computational tools in an innovative way. All "quantlets" for calculation of examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web.
Reading and Learning
The amounts of information that are ?ooding people both at the workplace and in private life have increased dramatically in the past ten years. The number of paper documents doubles every four years, and the amount of information stored on all data carriers every six years. New knowledge, however, increases at a considerably lower rate. Possibilities for automatic content recognition in various media and for the processing of documents are therefore becoming more important every day. Especially in economic terms, the e?cient handling of information, i.e., ?- ing the right information at the right time, is an invaluable resource for any enterprise, but it is particularly important for small- ...
Introduction to Modern Time Series Analysis
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Stochastic Analysis and Applications
This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.
Advances in Handwriting Recognition
Frontiers in Handwriting Recognition contains selected key papers from the 6th International Workshop on Frontiers in Handwriting Recognition (IWFHR '98), held in Taejon, Korea from 12 to 14, August 1998. Most of the papers have been expanded or extensively revised to include helpful discussions, suggestions or comments made during the workshop.
Mathematical Methods in Time Series Analysis and Digital Image Processing
This coherent and articulate volume summarizes work carried out in the field of theoretical signal and image processing. It focuses on non-linear and non-parametric models for time series as well as on adaptive methods in image processing. The aim of this volume is to bring together research directions in theoretical signal and imaging processing developed rather independently in electrical engineering, theoretical physics, mathematics and the computer sciences.
Statistics on Special Manifolds
Covering statistical analysis on the two special manifolds, the Stiefel manifold and the Grassmann manifold, this book is designed as a reference for both theoretical and applied statisticians. It will also be used as a textbook for a graduate course in multivariate analysis. It is assumed that the reader is familiar with the usual theory of univariate statistics and a thorough background in mathematics, in particular, knowledge of multivariate calculation techniques.
