Search Results - Jump Comics~

The Effects of Accentuated Eccentric Loading on Barbell and Trap Bar Countermovement Jumps by Christopher Taber, Calin Butler, Victoria Dabek, Benjamin Kochan, Kyle McCormick, Emily Petro, Timothy Suchomel, Justin Merrigan

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The Financial Industry 4.0

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Age-related physical and performance changes in young swimmers: The comparison of predictive models in 50-meter swimming performance by Erkan Demirkan, Tugrul Ozkadi, Ismet Alagoz, Esin Cagla Caglar, Furkan Camici

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Quantum Communication, Quantum Radar, and Quantum Cipher

Subjects: “…cosmic ray…”
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Mathematical Finance with Applications

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Relationships between Resisted Sprint Performance and Different Strength and Power Measures in Rugby Players by Santiago Zabaloy, Jorge Carlos-Vivas, Tomás T. Freitas, Fernando Pareja-Blanco, Lucas Pereira, Irineu Loturco, Thomas Comyns, Javier Gálvez-González, Pedro E. Alcaraz

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Pro TBB C++ Parallel Programming with Threading Building Blocks / by Voss, Michael, Asenjo, Rafael, Reinders, James

Table of Contents: “…Part I -- Chapter 1: Jumping Right In - "Hello, TBB!" -- Chapter 2: Generic Parallel Algorithms -- Chapter 3: Flow Graphs -- Chapter 4: TBB and the C++ Parallel Standard Template Library -- Chapter 5: Synchronization: why and how to avoid it -- Chapter 6: Data Structures for Concurrency -- Chapter 7: Scalable Memory Allocation -- Chapter 8: Mapping Parallel Patterns to TBB -- Part II -- Chapter 9: The Pillars of Composability -- Chapter 10: Using tasks to create your own algorithms -- Chapter 11: Controlling the Number of Threads Used for Execution -- Chapter 12: Using Work Isolation for Correctness and Performance -- Chapter 13: Creating Thread-to-core and Task-to-thread Affinity -- Chapter 14: Using Task Priorities -- Chapter 15: Cancellation and Exception Handling -- Chapter 16: Tuning TBB Algorithms: Granularity, Locality, Parallelism and Determinism -- Chapter 17: Flow Graphs: Beyond the Basics -- Chapter 18: Beef up Flow Graphs with Async Nodes -- Chapter 19: Flow Graphs on steroids: OpenCL Nodes -- Chapter 20: TBB on NUMA architectures -- Appendix A: History and Inspiration -- Appendix B: TBB Précis -- Glossary. .…”
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Innovations in Quantitative Risk Management TU München, September 2013 /

Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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