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Statistical Rethinking: A Bayesian Course with Examples in R and Stan (Chapman & Hall/CRC Texts in Statistical Science)
Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work.The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation.By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web ResourceThe book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.
Published by: Chapman and Hall/CRC | Publication date: 01/03/2018
Kindle book details: Kindle Edition, 487 pages

Introduction to Probability (Chapman & Hall/CRC Texts in Statistical Science)
Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version.The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces.The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.
Published by: Chapman and Hall/CRC | Publication date: 07/24/2014
Kindle book details: Kindle Edition, 596 pages, ISBN 9781466575578

Discrete Data Analysis with R: Visualization and Modeling Techniques for Categorical and Count Data (Chapman & Hall/CRC Texts in Statistical Science)
An Applied Treatment of Modern Graphical Methods for Analyzing Categorical DataDiscrete Data Analysis with R: Visualization and Modeling Techniques for Categorical and Count Data presents an applied treatment of modern methods for the analysis of categorical data, both discrete response data and frequency data. It explains how to use graphical methods for exploring data, spotting unusual features, visualizing fitted models, and presenting results.The book is designed for advanced undergraduate and graduate students in the social and health sciences, epidemiology, economics, business, statistics, and biostatistics as well as researchers, methodologists, and consultants who can use the methods with their own data and analyses. Along with describing the necessary statistical theory, the authors illustrate the practical application of the techniques to a large number of substantive problems, including how to organize data, conduct an analysis, produce informative graphs, and evaluate what the graphs reveal about the data.The first part of the book contains introductory material on graphical methods for discrete data, basic R skills, and methods for fitting and visualizing one-way discrete distributions. The second part focuses on simple, traditional nonparametric tests and exploratory methods for visualizing patterns of association in two-way and larger frequency tables. The final part of the text discusses model-based methods for the analysis of discrete data. Web ResourceThe data sets and R software used, including the authors’ own vcd and vcdExtra packages, are available at
Published by: Chapman and Hall/CRC | Publication date: 12/16/2015
Kindle book details: Kindle Edition, 562 pages

GPU Parallel Program Development Using CUDA (Chapman & Hall/CRC Computational Science)
GPU Parallel Program Development using CUDA teaches GPU programming by showing the differences among different families of GPUs. This approach prepares the reader for the next generation and future generations of GPUs. The book emphasizes concepts that will remain relevant for a long time, rather than concepts that are platform-specific. At the same time, the book also provides platform-dependent explanations that are as valuable as generalized GPU concepts. The book consists of three separate parts; it starts by explaining parallelism using CPU multi-threading in Part I. A few simple programs are used to demonstrate the concept of dividing a large task into multiple parallel sub-tasks and mapping them to CPU threads. Multiple ways of parallelizing the same task are analyzed and their pros/cons are studied in terms of both core and memory operation.Part II of the book introduces GPU massive parallelism. The same programs are parallelized on multiple Nvidia GPU platforms and the same performance analysis is repeated. Because the core and memory structures of CPUs and GPUs are different, the results differ in interesting ways. The end goal is to make programmers aware of all the good ideas, as well as the bad ideas, so readers can apply the good ideas and avoid the bad ideas in their own programs.Part III of the book provides pointer for readers who want to expand their horizons. It provides a brief introduction to popular CUDA libraries (such as cuBLAS, cuFFT, NPP, and Thrust),the OpenCL programming language, an overview of GPU programming using other programming languages and API libraries (such as Python, OpenCV, OpenGL, and Apple’s Swift and Metal,) and the deep learning library cuDNN.
Author: Tolga Soyata
Published by: Chapman and Hall/CRC | Publication date: 01/19/2018
Kindle book details: Kindle Edition, 459 pages

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (Chapman and Hall/CRC Financial Mathematics Series)
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems–inspired from the Almgren-Chriss approach–and then demonstrates the use of that framework across a wide range of areas.The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts.What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling–bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
Published by: Chapman and Hall/CRC | Publication date: 03/30/2016
Kindle book details: Kindle Edition, 302 pages

Using R for Introductory Statistics, Second Edition (Chapman & Hall/CRC The R Series)
The second edition of a bestselling textbook, Using R for Introductory Statistics guides students through the basics of R, helping them overcome the sometimes steep learning curve. The author does this by breaking the material down into small, task-oriented steps. The second edition maintains the features that made the first edition so popular, while updating data, examples, and changes to R in line with the current version.See What’s New in the Second Edition:
  • Increased emphasis on more idiomatic R provides a grounding in the functionality of base R.
  • Discussions of the use of RStudio helps new R users avoid as many pitfalls as possible.
  • Use of knitr package makes code easier to read and therefore easier to reason about.
  • Additional information on computer-intensive approaches motivates the traditional approach.
  • Updated examples and data make the information current and topical.
The book has an accompanying package, UsingR, available from CRAN, R’s repository of user-contributed packages. The package contains the data sets mentioned in the text (data(package="UsingR")), answers to selected problems (answers()), a few demonstrations (demo()), the errata (errata()), and sample code from the text.The topics of this text line up closely with traditional teaching progression; however, the book also highlights computer-intensive approaches to motivate the more traditional approach. The authors emphasize realistic data and examples and rely on visualization techniques to gather insight. They introduce statistics and R seamlessly, giving students the tools they need to use R and the information they need to navigate the sometimes complex world of statistical computing.
Author: John Verzani
Published by: Chapman and Hall/CRC | Publication date: 06/26/2014
Kindle book details: Kindle Edition, 518 pages

Logistic Regression Models (Chapman & Hall/CRC Texts in Statistical Science)
Logistic Regression Models presents an overview of the full range of logistic models, including binary, proportional, ordered, partially ordered, and unordered categorical response regression procedures. Other topics discussed include panel, survey, skewed, penalized, and exact logistic models. The text illustrates how to apply the various models to health, environmental, physical, and social science data.Examples illustrate successful modelingThe text first provides basic terminology and concepts, before explaining the foremost methods of estimation (maximum likelihood and IRLS) appropriate for logistic models. It then presents an in-depth discussion of related terminology and examines logistic regression model development and interpretation of the results. After focusing on the construction and interpretation of various interactions, the author evaluates assumptions and goodness-of-fit tests that can be used for model assessment. He also covers binomial logistic regression, varieties of overdispersion, and a number of extensions to the basic binary and binomial logistic model. Both real and simulated data are used to explain and test the concepts involved. The appendices give an overview of marginal effects and discrete change as well as a 30-page tutorial on using Stata commands related to the examples used in the text. Stata is used for most examples while R is provided at the end of the chapters to replicate examples in the text.Apply the models to your own dataData files for examples and questions used in the text as well as code for user-authored commands are provided on the book’s website, formatted in Stata, R, Excel, SAS, SPSS, and Limdep. See Professor Hilbe discuss the book.
Published by: Chapman and Hall/CRC | Publication date: 05/11/2009
Kindle book details: Kindle Edition, 656 pages

Computational Actuarial Science with R (Chapman & Hall/CRC The R Series)
A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).
Published by: Chapman and Hall/CRC | Publication date: 08/26/2014
Kindle book details: Kindle Edition, 656 pages

C++ for Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)
If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you.C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C++ without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples.As employers understand, there is more to programming than knowing a computer language. As well as covering the core language features of C++, this book teaches the skills needed to write truly high quality software. These include topics such as unit tests, debugging, design patterns and data structures. The book teaches everything you need to know to solve realistic financial problems in C++. It can be used for self-study or as a textbook for an advanced undergraduate or master’s level course.
Published by: Chapman and Hall/CRC | Publication date: 01/06/2017
Kindle book details: Kindle Edition, 410 pages

Introduction to Programming and Problem-Solving Using Scala, Second Edition (Chapman & Hall/CRC Textbooks in Computing)
Praise for the first edition:"The well-written, comprehensive book…[is] aiming to become a de facto reference for the language and its features and capabilities. The pace is appropriate for beginners; programming concepts are introduced progressively through a range of examples and then used as tools for building applications in various domains, including sophisticated data structures and algorithms…Highly recommended. Students of all levels, faculty, and professionals/practitioners.?—D. Papamichail, University of Miami in CHOICE Magazine?Mark Lewis’?Introduction to the Art of Programming Using Scala?was the first textbook to use Scala for introductory CS courses. Fully revised and expanded, the new edition of this popular text has been divided into two books. Introduction to Programming and Problem-Solving Using Scala is designed to be used in first semester college classrooms to teach students beginning programming with Scala. The book focuses on the key topics students need to know in an introductory course, while also highlighting the features that make Scala a great programming language to learn. The book is filled with end-of-chapter projects and exercises, and the authors have also posted a number of different supplements on the book website. Video lectures for each chapter in the book are also available on YouTube. The videos show construction of code from the ground up and this type of "live coding" is invaluable for learning to program, as it allows students into the mind of a more experienced programmer, where they can see the thought processes associated with the development of the code. About the AuthorsMark Lewis is a Professor at Trinity University. He teaches a number of different courses, spanning from first semester introductory courses to advanced seminars. His research interests included simulations and modeling, programming languages, and numerical modeling of rings around planets with nearby moons.?Lisa Lacher is an Assistant Professor at the University of Houston, Clear Lake with over 25 years of professional software development experience. She teaches a number of different courses spanning from first semester introductory courses to graduate level courses. Her research interests include Computer Science Education, Agile Software Development, Human Computer Interaction and Usability Engineering, as well as Measurement and Empirical Software Engineering.
Published by: Chapman and Hall/CRC | Publication date: 10/14/2016
Kindle book details: Kindle Edition, 590 pages
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