作者： James W. Kolari, Wei Liu and Jianhua Z. Huang
ISBN-13：978-3030651961

内容简介：This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by 1990 Nobel Laureate William Sharpe and others. It is widely accepted that the CAPM has failed in its theoretical relation between market beta risk and average stock returns, as numerous studies have shown that it does not work in the real world with empirical stock return data. The upshot of the CAPM’s failure is that many new factors have been proposed by researchers. However, the number of factors proposed by authors has steadily increased into the hundreds over the past three decades.

This new ZCAPM is a path-breaking asset pricing model that is shown to outperform popular models currently in practice in finance across different test assets and time periods. Since asset pricing is central to the field of finance, it can be broadly employed across many areas, including investment analysis, cost of equity analyses, valuation, corporate decision making, pension portfolio management, etc. The ZCAPM represents a revolution in finance that proves the CAPM as conceived by Sharpe and others is alive and well in a new form, and will certainly be of interest to academics, researchers, students, and professionals of finance, investing, and economics. 

作者：Qi Chen, He Wang and Zizhuo Wang
ISBN：978-3-031-01925-8

内容简介：The presence of inventory constraints is prevalent in revenue management applications and affects how pricing should be managed. This chapter reviews recent developments for the joint learning and pricing problem with inventory constraints using both frequentist and Bayesian approaches. As the total demand and supply in the system scales proportionally, information-theoretical lower bounds indicate that any algorithm must have a regret (i.e., the cumulative expected revenue loss comparing to the full-information optimal solution) that is at least in the square root order of the scaling factor. We introduce effective heuristics that match the square root regret up to multiplicative logarithmic terms. For the frequentist approach, if there is a single product, a shrinking price interval heuristic achieves square root regret. When there are multiple products, a self-adjusting heuristic achieves square root regret when the demand comes from a known class of parametric functions; if the class of functions is unknown but the demand function is sufficiently smooth, then such heuristic can attain a regret which is arbitrarily close to square root. For the Bayesian approach, a Thompson sampling-based heuristic can achieve square root regret.

作者：Yixiang Fang, Kai Wang, Xuemin Lin, Wenjie Zhang
ISBN: 978-3-030-97567-8

内容简介：This SpringerBrief provides the first systematic review of the existing works of cohesive subgraph search (CSS) over large heterogeneous information networks (HINs). It also covers the research breakthroughs of this area, including models, algorithms and comparison studies in recent years. This SpringerBrief offers a list of promising future research directions of performing CSS over large HINs.

The authors first classify the existing works of CSS over HINs according to the classic cohesiveness metrics such as core, truss, clique, connectivity, density, etc., and then extensively review the specific models and their corresponding search solutions in each group. Note that since the bipartite network is a special case of HINs, all the models developed for general HINs can be directly applied to bipartite networks, but the models customized for bipartite networks may not be easily extended for other general HINs due to their restricted settings. The authors also analyze and compare these cohesive subgraph models (CSMs) and solutions systematically. Specifically, the authors compare different groups of CSMs and analyze both their similarities and differences, from multiple perspectives such as cohesiveness constraints, shared properties, and computational efficiency. Then, for the CSMs in each group, the authors further analyze and compare their model properties and high-level algorithm ideas.

This SpringerBrief targets researchers, professors, engineers and graduate students, who are working in the areas of graph data management and graph mining. Undergraduate students who are majoring in computer science, databases, data and knowledge engineering, and data science will also want to read this SpringerBrief.

作者：Gianluigi Pillonetto, Tianshi Chen, Alessandro Chiuso, Giuseppe De Nicolao, Lennart Ljung
ISBN13：978-3-030-95859-6

内容简介：This open access book provides a comprehensive treatment of recent developments in kernel-based identification that are of interest to anyone engaged in learning dynamic systems from data. The reader is led step by step into understanding of a novel paradigm that leverages the power of machine learning without losing sight of the system-theoretical principles of black-box identification. The authors’ reformulation of the identification problem in the light of regularization theory not only offers new insight on classical questions, but paves the way to new and powerful algorithms for a variety of linear and nonlinear problems. Regression methods such as regularization networks and support vector machines are the basis of techniques that extend the function-estimation problem to the estimation of dynamic models. Many examples, also from real-world applications, illustrate the comparative advantages of the new nonparametric approach with respect to classic parametric prediction error methods.

The challenges it addresses lie at the intersection of several disciplines so Regularized System Identification will be of interest to a variety of researchers and practitioners in the areas of control systems, machine learning, statistics, and data science.

作者：Feng Liu, Qijun Zhao, David Zhang
ISBN13：978-981-15-4127-8

内容简介： Fingerprints are among the most widely used biometric modalities and have been successfully applied in various scenarios. For example, in forensics, fingerprints serve as important legal evidence; and in civilian applications, fingerprints are used for access and attendance control as well as other identity services. Thanks to advances in three-dimensional (3D) and high-resolution imaging technology, it is now feasible to capture 3D or high-resolution fingerprints to provide extra information and go beyond the traditional features such as global ridge patterns and local ridge singularities used in conventional fingerprint recognition tasks.

This book presents the state of the art in the acquisition and analysis of 3D and high-resolution fingerprints. Based on the authors’ research, this book focuses on advanced fingerprint recognition using 3D fingerprint features (i.e., finger shape, level 0 features) or high-resolution fingerprint features (i.e., ridge detail, level 3 features). It is a valuable resource for researchers, professionals and graduate students working in the field of computer vision, pattern recognition, security/biometrics practice, as well as interdisciplinary researchers.

作者：Jiangang Dai, J. Michael Harrison
ISBN13：9781108488891

内容简介：This state-of-the-art account unifies material developed in journal articles over the last 35 years, with two central thrusts: It describes a broad class of system models that the authors call 'stochastic processing networks' (SPNs), which include queueing networks and bandwidth sharing networks as prominent special cases; and in that context it explains and illustrates a method for stability analysis based on fluid models. The central mathematical result is a theorem that can be paraphrased as follows: If the fluid model derived from an SPN is stable, then the SPN itself is stable. Two topics discussed in detail are (a) the derivation of fluid models by means of fluid limit analysis, and (b) stability analysis for fluid models using Lyapunov functions. With regard to applications, there are chapters devoted to max-weight and back-pressure control, proportionally fair resource allocation, data center operations, and flow management in packet networks. Geared toward researchers and graduate students in engineering and applied mathematics, especially in electrical engineering and computer science, this compact text gives readers full command of the methods. 

作者：Jinxing Li, Bob Zhang, David Zhang
ISBN：978-981-16-8976-5

内容简介：In the big data era, increasing information can be extracted from the same source object or scene. For instance, a person can be verified based on their fingerprint, palm print, or iris information, and a given image can be represented by various types of features, including its texture, color, shape, etc. These multiple types of data extracted from a single object are called multi-view, multi-modal or multi-feature data. Many works have demonstrated that the utilization of all available information at multiple abstraction levels (measurements, features, decisions) helps to obtain more complex, reliable and accurate information and to maximize performance in a range of applications.

This book provides an overview of information fusion technologies, state-of-the-art techniques and their applications. It covers a variety of essential information fusion methods based on different techniques, including sparse/collaborative representation, kernel strategy, Bayesian models, metric learning, weight/classifier methods, and deep learning. The typical applications of these proposed fusion approaches are also presented, including image classification, domain adaptation, disease detection, image restoration, etc.

This book will benefit all researchers, professionals and graduate students in the fields of computer vision, pattern recognition, biometrics applications, etc. Furthermore, it offers a valuable resource for interdisciplinary research.