Statistics

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Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
December 15, 2016

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies,...

A Concise Introduction to Statistical Inference

Jacco Thijssen
December 15, 2016

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models...

Elementary Probability with Applications, Second Edition

Larry Rabinowitz
December 13, 2016

Elementary Probability with Applications, Second Edition shows students how probability has practical uses in many different fields, such as business, politics, and sports. In the book, students learn about probability concepts from real-world examples rather than theory. The text explains how...

Data and Safety Monitoring Committees in Clinical Trials, Second Edition

Jay Herson
December 13, 2016

Praise for the first edition: "Given the author’s years of experience as a statistician and as a founder of the first DMC in pharmaceutical industry trials, I highly recommend this book—not only for experts because of its cogent and organized presentation, but more importantly for young...

Applied Surrogate Endpoint Evaluation Methods with SAS and R

Ariel Alonso, Theophile Bigirumurame, Tomasz Burzykowski, Marc Buyse, Geert Molenberghs, Leacky Muchene, Nolen Joy Perualila, Ziv Shkedy, Wim Van der Elst
December 08, 2016

An important factor that affects the duration, complexity and cost of a clinical trial is the endpoint used to study the treatment’s efficacy. When a true endpoint is difficult to use because of such factors as long follow-up times or prohibitive cost, it is sometimes possible to use a surrogate...

A Factor Model Approach to Derivative Pricing

James A. Primbs
December 08, 2016

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of...

Analyzing Longitudinal Clinical Trial Data: A Practical Guide

Craig Mallinckrodt, Ilya Lipkovich
December 06, 2016

Analyzing Longitudinal Clinical Trial Data: A Practical Guide provide practical and easy to implement approaches for bringing the latest theory on analysis of longitudinal clinical trial data into routine practice. This book, with its example-oriented approach that includes numerous SAS and R code...

Multi-State Survival Models for Interval-Censored Data

Ardo van den Hout
December 02, 2016

Multi-State Survival Models for Interval-Censored Data introduces methods to describe stochastic processes that consist of transitions between states over time. It is targeted at researchers in medical statistics, epidemiology, demography, and social statistics. One of the applications in the book...

Small Area Estimation and Microsimulation Modeling

Azizur Rahman, Ann Harding
December 01, 2016

Small Area Estimation and Microsimulation Modeling is the first practical handbook that comprehensively presents modern statistical SAE methods in the framework of ultramodern spatial microsimulation modeling while providing the novel approach of creating synthetic spatial microdata. Along with...

Emerging Non-Clinical Biostatistics in Biopharmaceutical Development and Manufacturing

Harry Yang
December 01, 2016

The premise of Quality by Design (QbD) is that the quality of the pharmaceutical product should be based upon a thorough understanding of both the product and the manufacturing process. This state-of-the-art book provides a single source of information on emerging statistical approaches to QbD and...

Reliability Engineering and Risk Analysis: A Practical Guide, Third Edition

Mohammad Modarres, Mark P. Kaminskiy, Vasiliy Krivtsov
December 01, 2016

This undergraduate and graduate textbook provides a practical and comprehensive overview of reliability and risk analysis techniques. Written for engineering students and practicing engineers, the book is multi-disciplinary in scope. The new edition has new topics in classical confidence interval...

Reliability Engineering: Probabilistic Models and Maintenance Methods, Second Edition

Joel A. Nachlas
December 01, 2016

Without proper reliability and maintenance planning, even the most efficient and seemingly cost-effective designs can incur enormous expenses due to repeated or catastrophic failure and subsequent search for the cause. Today’s engineering students face increasing pressure from employers, customers,...

Conferences

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