作者:FRIEDMAN, CRAIG/ SANDOW, SVEN 出版社:CRC PR I LLC 出版日期:2010年08月12日 語言:英文 ISBN:1584886226 裝訂:精裝
內容簡介TOPTHE BOOK EVOLVED FROM A COURSE FRIEDMAN AND SANDOW TAUGHT TO GRADUATE STUDENTS IN MATHEMATICS AND MATHEMATICAL FINANCE AT NEW YORK UNIVERSITY, AND COULD ALSO BE USED, THEY SAY FOR STUDENTS OF MACHINE LEARNING AND IN FIELDS THAT USE IT. THEIR APPROACH IS AN EXTENSION OF UTILITY THEORY, SO SOME OF THEIR TERMINOLOGY WILL BE FAMILIAR TO PEOPLE TRAINED IN FINANCE. AMONG THE TOPICS ARE ELEMENTS OF UTILITY THEORY, SELECT METHODS FOR MEASURING MODEL PERFORMANCE, AND A UTILITY-BASED APPROACH TO PROBABILITY ESTIMATION. READERS WITH A WORKING KNOWLEDGE OF ADVANCED CALCULUS SHOULD BE ABLE TO READ THE BOOK ON THEIR OWN, BUT SOME NOTION OF ELEMENTARY PROBABILITY IS HIGHLY RECOMMENDED AS WELL. ANNOTATION 穢2010 BOOK NEWS, INC., PORTLAND, OR (BOOKNEWS.COM)