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Algorithmic Decision Making with Python Resources: From Multicriteria Performance Records to Decision Algorithms via Bipolar-Valued Outranking Digraphs (International Series in Operations Research & Management Science #324)

by Raymond Bisdorff

This book describes Python3 programming resources for implementing decision aiding algorithms in the context of a bipolar-valued outranking approach. These computing resources, made available under the name Digraph3, are useful in the field of Algorithmic Decision Theory and more specifically in outranking-based Multiple-Criteria Decision Aiding (MCDA). The first part of the book presents a set of tutorials introducing the Digraph3 collection of Python3 modules and its main objects, such as bipolar-valued digraphs and outranking digraphs. In eight methodological chapters, the second part illustrates multiple-criteria evaluation models and decision algorithms. These chapters are largely problem-oriented and demonstrate how to edit a new multiple-criteria performance tableau, how to build a best choice recommendation, how to compute the winner of an election and how to make rankings or ratings using incommensurable criteria. The book’s third part presents three real-world decision case studies, while the fourth part addresses more advanced topics, such as computing ordinal correlations between bipolar-valued outranking digraphs, computing kernels in bipolar-valued digraphs, testing for confidence or stability of outranking statements when facing uncertain or solely ordinal criteria significance weights, and tempering plurality tyranny effects in social choice problems. The fifth and last part is more specifically focused on working with undirected graphs, tree graphs and forests. The closing chapter explores comparability, split, interval and permutation graphs. The book is primarily intended for graduate students in management sciences, computational statistics and operations research. The chapters presenting algorithms for ranking multicriteria performance records will be of computational interest for designers of web recommender systems. Similarly, the relative and absolute quantile-rating algorithms, discussed and illustrated in several chapters, will be of practical interest to public and private performance auditors.

Algorithmic Differentiation in Finance Explained (Financial Engineering Explained)

by Marc Henrard

This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves.

Algorithmic Foundation of Robotics VII: Selected Contributions of the Seventh International Workshop on the Algorithmic Foundations of Robotics (Springer Tracts in Advanced Robotics #47)

by Srinivas Akella Nancy M. Amato Wesley Huang Bud Mishra

Algorithms are a fundamental component of robotic systems: they control or reason about motion and perception in the physical world. They receive input from noisy sensors, consider geometric and physical constraints, and operate on the world through imprecise actuators. The design and analysis of robot algorithms therefore raises a unique combination of questions in control theory, computational and differential geometry, and computer science. This book contains the proceedings from the 2006 Workshop on the Algorithmic Foundations of Robotics. This biannual workshop is a highly selective meeting of leading researchers in the field of algorithmic issues related to robotics. The 32 papers in this book span a wide variety of topics: from fundamental motion planning algorithms to applications in medicine and biology, but they have in common a foundation in the algorithmic problems of robotic systems.

Algorithmic Game Theory: 10th International Symposium, SAGT 2017, L’Aquila, Italy, September 12–14, 2017, Proceedings (Lecture Notes in Computer Science #10504)

by Vittorio Bilò Michele Flammini

This book constitutes the refereed proceedings of the 10th International Symposium on Algorithmic Game Theory, SAGT 2017, held in L'Aquila, Italy, in September 2017.The 30 full papers presented were carefully reviewed and selected from 66 submissions. The papers cover various important aspects of algorithmic game theory such as auctions, computational aspects of games, congestion games, network and opinion formation games, mechanism design, incentives and regret minimization, and resource allocation.

Algorithmic Game Theory: 11th International Symposium, SAGT 2018, Beijing, China, September 11-14, 2018, Proceedings (Lecture Notes in Computer Science #11059)

by Xiaotie Deng

This book constitutes the refereed proceedings of the 11th International Symposium on Algorithmic Game Theory, SAGT 2018, held in Beijing, China, in September 2018. The 19 full papers presented together with 6 short papers and 5 plenary talks were carefully reviewed and selected from 54 submissions. The papers cover various important aspects of algorithmic game theory including market equilibrium, auctions and applications, two sided markets, cake-cutting, cooperative games, voting games, multi-agent scheduling, price of stability, various mechanism design problems: online-dynamics and multi-stages as well as revenue maximization and resource allocation and applications.

Algorithmic Game Theory: 9th International Symposium, SAGT 2016, Liverpool, UK, September 19–21, 2016, Proceedings (Lecture Notes in Computer Science #9928)

by Martin Gairing Rahul Savani

This book constitutes the refereed proceedings of the 9th International Symposium on Algorithmic Game Theory, SAGT 2016, held in Liverpool, UK, in September 2016.The 26 full papers presented together with 2 one-page abstracts were carefully reviewed and selected from 62 submissions.The accepted submissions cover various important aspectsof algorithmic game theory such as computational aspects of games, congestion games and networks, matching and voting, auctions and markets, and mechanism design.

Algorithmic Game Theory: 8th International Symposium, SAGT 2015, Saarbrücken, Germany, September 28-30, 2015. Proceedings (Lecture Notes in Computer Science #9347)

by Martin Hoefer

This book constitutes the refereed proceedings of the 8th International Symposium on Algorithmic Game Theory, SAGT 2015, held in Saarbrücken, Germany, in September 2015. The 22 full papers presented together with one extended abstract and 6 brief announcements were carefully reviewed and selected from 63 submissions. They cover various important aspects of algorithmic game theory, such as matching under preferences; cost sharing; mechanism design and social choice; auctions; networking; routing and fairness; and equilibrium computation.

Algorithmic Game Theory: 7th International Symposium, SAGT 2014, Haifa, Israel, September 30 -- October 2, 2014, Proceedings (Lecture Notes in Computer Science #8768)

by Ron Lavi

This book constitutes the refereed proceedings of the 7th International Symposium on Algorithmic Game Theory, SAGT 2014, held in Haifa, Israel, in October 2014. The 24 full papers and 5 short papers presented were carefully reviewed and selected from 65 submissions. They cover various important aspects of algorithmic game theory, such as matching theory, game dynamics, games of coordination, networks and social choice, markets and auctions, price of anarchy, computational aspects of games, mechanism design and auctions.

Algorithmic Game Theory: Second International Symposium, SAGT 2009, Paphos, Cyprus, October 18-20, 2009, Proceedings (Lecture Notes in Computer Science #5814)

by Marios Mavronicolas Maria Papadoupoulou

This book constitutes the refereed proceedings of the Second International Symposium on Algorithmic Game Theory, SAGT 2009, held in Paphos, Cyprus, in October 2009. The 29 revised full papes presented together with 3 invited lectures were carefully reviewed and selected from 55 submissions. The papers are intended to cover all important areas such as solution concepts, game classes, computation of equilibria and market equilibria, algorithmic mechanism design, automated mechanism design, convergence and learning in games, complexity classes in game theory, algorithmic aspects of fixed-point theorems, mechanisms, incentives and coalitions, cost-sharing algorithms, computational problems in economics, finance, decision theory and pricing, computational social choice, auction algorithms, price of anarchy and its relatives, representations of games and their complexity, economic aspects of distributed computing and the internet, congestion, routing and network design and formation games and game-theoretic approaches to networking problems.

Algorithmic Game Theory: 4th International Symposium, SAGT 2011, Amalfi, Italy, October 17-19, 2011. Proceedings (Lecture Notes in Computer Science #6982)

by Giuseppe Persiano

This book constitutes the refereed proceedings of the Fourth International Symposium on Algorithmic Game Theory, SAGT 2011, held in Amalfi, Italy, in October 2011. The 26 revised full papers presented together with 2 invited lectures were carefully reviewed and selected from 65 submissions. The papers are organized in topical sections on auctions and advertising, quality of solutions, externalities, mechanism design, complexity, network games, pricing, as well as routing games.

Algorithmic Game Theory: 5th International Symposium, SAGT 2012, Barcelona, Spain, October 22-23, 2012. Proceedings (Lecture Notes in Computer Science #7615)

by Maria Serna

This book constitutes the refereed proceedings of the 5th International Symposium on Algorithmic Game Theory, SAGT 2012, held in Barcelona, Spain, in October 2012. The 22 revised full papers presented together with 2 invited lectures were carefully reviewed and selected from 65 submissions. The papers present original research at the intersection of Algorithms and Game Theory and address various current topics such as solution concepts in game theory; efficiency of equilibria and price of anarchy; complexity classes in game theory; computational aspects of equilibria; computational aspects of fixed-point theorems; repeated games; evolution and learning in games; convergence of dynamics; coalitions, coordination and collective action; reputation, recommendation and trust systems; graph-theoretic aspects of social networks; network games; cost-sharing algorithms and analysis; computing with incentives; algorithmic mechanism design; computational social choice; decision theory, and pricing; auction algorithms and analysis; economic aspects of distributed computing; internet economics and computational advertising.

Algorithmic Game Theory: 6th International Symposium, SAGT 2013, Aachen, Germany, October 21-23, 2013, Proceedings (Lecture Notes in Computer Science #8146)

by Berthold Vöcking

This book constitutes the proceedings of the 6th International Symposium on Algorithmic Game Theory, SAGT 2013, held in Aachen, Germany, in October 2013. The 25 papers presented in this volume were carefully reviewed and selected from 65 submissions. They cover various important aspects of algorithmic game theory, such as solution concepts in game theory, efficiency of equilibria and the price of anarchy, computational aspects of equilibria and game theoretical measures, repeated games and convergence of dynamics, evolution and learning in games, coordination and collective action, network games and graph-theoretic aspects of social networks, voting and social choice, as well as algorithmic mechanism design.

Algorithmic Governance: Politics and Law in the Post-Human Era

by Ignas Kalpokas

This book analyses the changes to the regulation of everyday life that have taken place as a result of datafication, the ever-growing analytical, predictive, and structuring role of algorithms, and the prominence of the platform economy. This new form of regulation – algorithmic governance – ranges from nudging individuals towards predefined outcomes to outright structuration of behaviour through digital architecture. The author reveals the strength and pervasiveness of algorithmic politics through a comparison with the main traditional form of regulation: law. These changes are subsequently demonstrated to reflect a broader shift away from anthropocentric accounts of the world. In doing so, the book adopts a posthumanist framework which focuses on deep embeddedness and interactions between humans, the natural environment, technology, and code.

Algorithmic Intelligence: Towards an Algorithmic Foundation for Artificial Intelligence

by Stefan Edelkamp

In this book the author argues that the basis of what we consider computer intelligence has algorithmic roots, and he presents this with a holistic view, showing examples and explaining approaches that encompass theoretical computer science and machine learning via engineered algorithmic solutions.Part I of the book introduces the basics. The author starts with a hands-on programming primer for solving combinatorial problems, with an emphasis on recursive solutions. The other chapters in the first part of the book explain shortest paths, sorting, deep learning, and Monte Carlo search. A key function of computational tools is processing Big Data efficiently, and the chapters in Part II of the book examine traditional graph problems such as finding cliques, colorings, independent sets, vertex covers, and hitting sets, and the subsequent chapters cover multimedia, network, image, and navigation data. The highly topical research areas detailed in Part III are machine learning, problem solving, action planning, general game playing, multiagent systems, and recommendation and configuration. Finally, in Part IV the author uses application areas such as model checking, computational biology, logistics, additive manufacturing, robot motion planning, and industrial production to explain how the techniques described may be exploited in modern settings.The book is supported with a comprehensive index and references, and it will be of value to researchers, practitioners, and students in the areas of artificial intelligence and computational intelligence.

Algorithmic Marketing and EU Law on Unfair Commercial Practices (Law, Governance and Technology Series #50)

by Federico Galli

Artificial Intelligence (AI) systems are increasingly being deployed by marketing entities in connection with consumers’ interactions. Thanks to machine learning (ML) and cognitive computing technologies, businesses can now analyse vast amounts of data on consumers, generate new knowledge, use it to optimize certain processes, and undertake tasks that were previously impossible.Against this background, this book analyses new algorithmic commercial practices, discusses their challenges for consumers, and measures such developments against the current EU legislative framework on consumer protection. The book adopts an interdisciplinary approach, building on empirical findings from AI applications in marketing and theoretical insights from marketing studies, and combining them with normative analysis of privacy and consumer protection in the EU.The content is divided into three parts. The first part analyses the phenomenon of algorithmic marketing practices and reviews the main AI and AI-related technologies used in marketing, e.g. Big data, ML and NLP. The second part describes new commercial practices, including the massive monitoring and profiling of consumers, the personalization of advertising and offers, the exploitation of psychological and emotional insights, and the use of human-like interfaces to trigger emotional responses. The third part provides a comprehensive analysis of current EU consumer protection laws and policies in the field of commercial practices. It focuses on two main legal concepts, their shortcomings, and potential refinements: vulnerability, understood as the conceptual benchmark for protecting consumers from unfair algorithmic practices; manipulation, the substantive legal measure for drawing the line between fair and unfair practices.

Algorithmic Mechanism Design: Eine Einführung (Informatik im Fokus)

by Jürgen Steimle

Computersysteme mit dezentralen Kontrollstrukturen (z. B. Internet oder Grid-Computing) haben häufig auch Eigenschaften wie die eines Wirtschaftssystems. Dieser Komplexität muss beim Entwurf von Algorithmen und Protokollen Rechnung getragen werden. Als erstes deutschsprachiges Lehrbuch zum Thema führt das Buch gut verständlich in Algorithmic Mechanism Design ein. Behandelt werden die theoretischen Grundlagen sowie die zentralen Ergebnisse der aktuellen Forschung, illustriert mit Beispielen und Lösungsansätzen aus Anwendungsfeldern der Informatik.

Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading)

by Ernie Chan

Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers." —DAREN SMITH, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." —Roger Hunter, Mathematician and Algorithmic Trader

Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading #625)

by Ernie Chan

Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers." —DAREN SMITH, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management "Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses." —Roger Hunter, Mathematician and Algorithmic Trader

Algorithmic Trading and Quantitative Strategies

by Raja Velu

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.

Algorithmic Trading and Quantitative Strategies

by Raja Velu

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s hands-on experience. The focus on empirical modeling and practical know-how makes this book a valuable resource for students and professionals. The book starts with the often overlooked context of why and how we trade via a detailed introduction to market structure and quantitative microstructure models. The authors then present the necessary quantitative toolbox including more advanced machine learning models needed to successfully operate in the field. They next discuss the subject of quantitative trading, alpha generation, active portfolio management and more recent topics like news and sentiment analytics. The last main topic of execution algorithms is covered in detail with emphasis on the state of the field and critical topics including the elusive concept of market impact. The book concludes with a discussion on the technology infrastructure necessary to implement algorithmic strategies in large-scale production settings. A git-hub repository includes data-sets and explanatory/exercise Jupyter notebooks. The exercises involve adding the correct code to solve the particular analysis/problem.

Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques

by Robert Kissell

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages.Provides insight into all necessary components of algorithmic trading including: transaction cost analysis, market impact estimation, risk modeling and optimization, and advanced examination of trading algorithms and corresponding data requirements. Increased coverage of essential mathematics, probability and statistics, machine learning, predictive analytics, and neural networks, and applications to trading and finance. Advanced multiperiod trade schedule optimization and portfolio construction techniques. Techniques to decode broker-dealer and third-party vendor models. Methods to incorporate TCA into proprietary alpha models and portfolio optimizers. TCA library for numerous software applications and programming languages including: MATLAB, Excel Add-In, Python, Java, C/C++, .Net, Hadoop, and as standalone .EXE and .COM applications.

Algorithmische Mathematik (Springer-Lehrbuch)

by Winfried Hochstättler

Die Autoren stellen verschiedene Teilgebiete der Mathematik aus algorithmischer Perspektive vor und diskutieren dabei auch Implementierungs- und Laufzeitaspekte. Im Mittelpunkt der Darstellung stehen Analyse- und Lösungsstrategien für konkrete Probleme. Angesichts einer verkürzten Grundausbildung in Mathematik bei naturwissenschaftlichen Studiengängen wollen die Autoren einerseits möglichst viele Teilaspekte der Mathematik vorstellen und andererseits zu einer vertiefenden Beschäftigung mit dem einen oder anderen Aspekt anregen.

Algorithms and Architectures for Parallel Processing: ICA3PP International Workshops and Symposiums, Zhangjiajie, China, November 18-20, 2015, Proceedings (Lecture Notes in Computer Science #9532)

by Guojin Wang Albert Zomaya Gregorio Martinez Kenli Li

This book constitutes the refereed proceedings of the Workshops and Symposiums of the 15th International Conference on Algorithms and Architectures for Parallel Processing, ICA3PP 2015, held in Zhangjiajie, China, in November 2015. The program of this year consists of 6 symposiums/workshops that cover a wide range of research topics on parallel processing technology: the Sixth International Workshop on Trust, Security and Privacy for Big Data, TrustData 2015; the Fifth International Symposium on Trust, Security and Privacy for Emerging Applications, TSP 2015; the Third International Workshop on Network Optimization and Performance Evaluation, NOPE 2015; the Second International Symposium on Sensor-Cloud Systems, SCS 2015; the Second International Workshop on Security and Privacy Protection in Computer and Network Systems, SPPCN 2015; and the First International Symposium on Dependability in Sensor, Cloud, and Big Data Systems and Applications, DependSys 2015. The aim of these symposiums/workshops is to provide a forum to bring together practitioners and researchers from academia and industry for discussion and presentations on the current research and future directions related to parallel processing technology. The themes and topics of these symposiums/workshops are a valuable complement to the overall scope of ICA3PP 2015 and give additional values and interests.

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