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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Eros und Morbid Artistry : Existenz und poiesis im Werk von John Hawkes /

Metzger, Sabine. January 2006 (has links)
Univ., Diss.--Stuttgart, 1999. / Literaturverz. S. 217 - 238.
2

Eros und "morbid artistry" : Existenz und "Poiesis" im Werk von John Hawkes /

Metzger, Sabine. January 1900 (has links)
Texte remanié de: Dissertation--Stuttgart, Allemagne--Philosophischen Fakultät, Universität Stuttgart, 1999. / Bibliogr. p. 217-238.
3

Efficient inference algorithms for network activities

Tran, Long Quoc 08 June 2015 (has links)
The real social network and associated communities are often hidden under the declared friend or group lists in social networks. We usually observe the manifestation of these hidden networks and communities in the form of recurrent and time-stamped individuals' activities in the social network. The inference of relationship between users/nodes or groups of users/nodes could be further complicated when activities are interval-censored, that is, when one only observed the number of activities that occurred in certain time windows. The same phenomenon happens in the online advertisement world where the advertisers often offer a set of advertisement impressions and observe a set of conversions (i.e. product/service adoption). In this case, the advertisers desire to know which advertisements best appeal to the customers and most importantly, their rate of conversions. Inspired by these challenges, we investigated inference algorithms that efficiently recover user relationships in both cases: time-stamped data and interval-censored data. In case of time-stamped data, we proposed a novel algorithm called NetCodec, which relies on a Hawkes process that models the intertwine relationship between group participation and between-user influence. Using Bayesian variational principle and optimization techniques, NetCodec could infer both group participation and user influence simultaneously with iteration complexity being O((N+I)G), where N is the number of events, I is the number of users, and G is the number of groups. In case of interval-censored data, we proposed a Monte-Carlo EM inference algorithm where we iteratively impute the time-stamped events using a Poisson process that has intensity function approximates the underlying intensity function. We show that that proposed simulated approach delivers better inference performance than baseline methods. In the advertisement problem, we propose a Click-to-Conversion delay model that uses Hawkes processes to model the advertisement impressions and thinned Poisson processes to model the Click-to-Conversion mechanism. We then derive an efficient Maximum Likelihood Estimator which utilizes the Minorization-Maximization framework. We verify the model against real life online advertisement logs in comparison with recent conversion rate estimation methods. To facilitate reproducible research, we also developed an open-source software package that focuses on various Hawkes processes proposed in the above mentioned works and prior works. We provided efficient parallel (multi-core) implementations of the inference algorithms using the Bayesian variational inference framework. To further speed up these inference algorithms, we also explored distributed optimization techniques for convex optimization under the distributed data situation. We formulate this problem as a consensus-constrained optimization problem and solve it with the alternating direction method for multipliers (ADMM). It turns out that using bipartite graph as communication topology exhibits the fastest convergence.
4

The terrifying similarity; the themes and techniques of John Hawkes,

Scott, Henry Edward, January 1968 (has links)
Thesis (Ph. D.)--University of Wisconsin--Madison, 1968. / Vita. Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.
5

Myths, dreams and reality : cycles of experience in the novels of John Hawkes /

Glass, Terrence L. January 1973 (has links)
No description available.
6

The wilful innocence : a study of John Hawkes' fiction.

Priedman, Irene January 1973 (has links)
No description available.
7

The wilful innocence : a study of John Hawkes' fiction.

Friedman, Irene January 1973 (has links)
No description available.
8

Jacquetta Hawkes - Basic biographical information

Finn, Christine 05 September 2018 (has links)
Yes
9

Propriétés empiriques et modélisation d’actifs en haute fréquence / Empirical properties and asset modelling at high frequency

Zaatour, Riadh 10 March 2013 (has links)
Cette thèse explore théoriquement et empiriquement certains aspects de la formation et de l’évolution des prix des actifs financiers observés en haute fréquence. Nous commençons par l’étude de la dynamique jointe de l’option et de son sous-jacent. Les données haute fréquence rendant observable le processus de volatilité réalisée du sous-jacent, nous cherchons à savoir si cette information est utilisée pour fixer les prix des options. Nous trouvons que le marché ne l’exploite pas. Les modèles de volatilité stochastique sont donc à considérer comme des modèles à forme réduite. Cette étude permet néanmoins de tester la pertinence d’une mesure de couverture empirique que nous appelons delta effectif. C’est la pente de la régression des rendements des prix de l’option sur ceux du sous-jacent. Elle fournit un indicateur de couverture assez satisfaisant et indépendant de toute modélisation. Pour la dynamique des prix, nous nous tournons dans les chapitres suivants vers des modèles plus explicites de la microstructure du marché. L’une des caractéristiques de l’activité de marché est son regroupement, ou clustering. Les processus de Hawkes, processus ponctuels présentant cette caractéristique, fournissent donc un cadre mathématique adéquat pour l’étude de cette activité. La représentation Markovienne de ces processus, ainsi que leur caractère affine quand le noyau est exponentiel, permettent de recourir aux puissants outils analytiques que sont le générateur infinitésimal et la formule de Dynkin pour calculer différentes quantités qui leur sont reliées, telles que les moments ou autocovariances du nombre d’évènements sur un intervalle donné. Nous commençons par un cadre monodimensionnel, assez simple pour éclairer la démarche, mais suffisamment riche pour permettre des applications telles que le groupement des instants d’arrivée d’ordres de marché, la prévision de l’activité de marché à venir sachant l’activité passée, ou la caractérisation de formes inhabituelles, mais néanmoins observées, de signature plot où la volatilité mesurée décroît quand la fréquence d’échantillonnage augmente. Nos calculs nous permettent aussi de rendre la calibration des processus de Hawkes instantanée en recourant à la méthode des moments. La généralisation au cas multidimensionnel nous permet ensuite de capturer, avec le clustering, le phénomène de retour à la moyenne qui caractérise aussi l’activité de marché observée en haute fréquence. Des formules générales pour le signature plot sont alors obtenues et permettent de relier la forme de celui-ci à l’importance relative du clustering ou du retour à la moyenne. Nos calculs permettent aussi d’obtenir la forme explicite de la volatilité associée à la limite diffusive, connectant la dynamique de niveau microscopique à la volatilité observée macroscopiquement, par exemple à l’échelle journalière. En outre, la modélisation des activités d’achat et de vente par des processus de Hawkes permet de calculer l’impact d’un méta ordre sur le prix de l’actif. On retrouve et on explique alors la forme concave de cet impact ainsi que sa relaxation temporelle. Les résultats analytiques obtenus dans le cas multidimensionnel fournissent ensuite le cadre adéquat à l’étude de la corrélation. On présente alors des résultats généraux sur l’effet Epps, ainsi que sur la formation de la corrélation et du lead lag. / This thesis explores theoretical and empirical aspects of price formation and evolution at high frequency. We begin with the study of the joint dynamics of an option and its underlying. The high frequency data making observable the realized volatility process of the underlying, we want to know if this information is used to price options. We find that the market does not process this information to fix option prices. The stochastic volatility models are then to be considered as reduced form models. Nevertheless, this study tests the relevance of an empirical hedging parameter that we call effective delta. This is the slope of the regression of option price increments on those of the underlying. It proves to be a satisfactory model-independent hedging parameter. For the price dynamics, we turn our attention in the following chapters to more explicit models of market microstructure. One of the characteristics of the market activity is its clustering. Hawkes processes are point processes with this characteristic, therefore providing an adequate mathematical framework for the study of this activity. Moreover, the Markov property associated to these processes when the kernel is exponential allows to use powerful analytical tools such as the infinitesimal generator and the Dynkin formula to calculate various quantities related to them, such as moments or autocovariances of the number of events on a given interval. We begin with a monovariate framework, simple enough to illustrate the method, but rich enough to enable applications such as the clustering of arrival times of market orders, prediction of future market activity knowing past activity, or characterization of unusual shapes, but nevertheless observed, of signature plot, where the measured volatility decreases when the sampling frequency increases. Our calculations also allow us to make instantaneous calibration of the process by relying on the method of moments. The generalization to the multidimensional case then allow us to capture, besides the clustering, the phenomenon of mean reversion, which also characterizes the market activity observed in high frequency. General formulas for the signature plot are then obtained and used to connect its shape to the relative importance of clustering or mean reversion. Our calculations also allow to obtain the explicit form of the volatility associated with the diffusive limit, therefore connecting the dynamics at microscopic level to the macroscopic volatility, for example on a daily scale. Additionally, modelling buy and sell activity by Hawkes processes allows to calculate the market impact of a meta order on the asset price. We retrieve and explain the usual concave form of this impact as well as its relaxation with time. The analytical results obtained in the multivariate case provide the adequate framework for the study of the correlation. We then present generic results on the Epps effect as well as on the formation of the correlation and the lead lag.
10

Eros und "morbid artistry" Existenz und poiesis im Werk von John Hawkes

Metzger, Sabine January 1999 (has links)
Zugl.: Stuttgart, Univ., Diss., 1999

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