As its title suggests, this book is an introduction to three ideas and the connections between them. Before describing the content of the book in detail, we describe each concept briefly. More extensive introductory descriptions of each concept are in the introductions and notes to Chapters 2, 3 and 4. A topos is a special kind of category defined by axioms saying roughly that certain constructions one can make with sets can be done in the category. In that sense, a topos is a generalized set theory. However, it originated with Grothendieck and Giraud as an abstraction of the of the category of sheaves of sets on a topological space. Later, properties Lawvere and Tierney introduced a more general id~a which they called "elementary topos" (because their axioms did not quantify over sets), and they and other mathematicians developed the idea that a theory in the sense of mathematical logic can be regarded as a topos, perhaps after a process of completion. The concept of triple originated (under the name "standard construc in Godement's book on sheaf theory for the purpose of computing tions") sheaf cohomology. Then Peter Huber discovered that triples capture much of the information of adjoint pairs. Later Linton discovered that triples gave an equivalent approach to Lawverc's theory of equational theories (or rather the infinite generalizations of that theory). Finally, triples have turned out to be a very important tool for deriving various properties of toposes.

Toposes, Triples and Theories (Grundlehren der mathematischen Wissenschaften)

Science & Math

Barr, M.

Wells, C.

Mathematics

Springer

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

The Kalman Filter in Finance (Advanced Studies in Theoretical and Applied Econometrics, 32)

Reference

This volume details the results of archaeological and  palaeoecological survey carried out in Cumbria between 1991 and  1997 as part of the North West Wetlands Survey. Divided  geographically, the sections focus on southern Cumbria, the  western coastal plain and north plains, discussing the  background, aims and methodology of the project. The results of  the survey highlight the long sequences of pollen and plant  macrofossils that are preserved in Cumbria, some dating back to  the Holocene. Having identified important areas, the authors  focus on current threats to these areas, why these areas are in  danger and possible management strategies for the future.

The Lowland Wetlands of Cumbria

Politics & Social Sciences

Middleton, Robert

HODGKINSON, D.

Huckerby, Elizabeth

Archaeology

Oxford Archaeology

Carthage Papers: The Early Colony's Economy, Water Supply, a Private Bath and the Mobilization of State Olive Oil (Journal of Roman Archaeology Supplementary Series)

Wilson, Alistair I.

Freed, J.

Rossiter, J. J.

Carroll, M.

Godden, D.

Pena, John Theodore

Journal of Roman Archaeology

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

The Kalman Filter in Finance (Advanced Studies in Theoretical and Applied Econometrics)

An Easy Target (Nico & Associates)

Mystery, Thriller & Suspense

Thrillers & Suspense

Independently published

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