22 Stochastic Differential Equations
22.1 Introduction
22.2 Stochastic Differential Equations
22.3 Examples
22.4 Multidimensional Stochastic Differential Equations
22.5 Simulation of Stochastic Differential Equations
22.6 Problems
29 23 Ethics: With Great Power Comes Great Responsibility 23.1 Introduction 23.2 Data Science Ethical Principles 23.3 Data Science Code of Professional Conduct 23.4 Application 23.5 Problems
30 Bibliography
31 Index
List of Tables
1 Chapter 2Table 2.1 Examples of random vectors.
2 Chapter 3Table 3.1 Ramus Bone Length at Four Ages for 20 Boys.
3 Chapter 4Table 4.1 Time series data of the volume of sales of over a six hour period.Table 4.2 Simple moving average forecasts.Table 4.3 Time series data used in Example 4.6.Table 4.4 Weighted moving average forecasts.Table 4.5 Trend projection of weighted moving average forecasts.Table 4.6 Exponential smoothing forecasts of volume of sales.Table 4.7 Exponential smoothing forecasts from Example 4.9.Table 4.8 Adjusted exponential smoothing forecasts.
4 Chapter 6Table 6.1 Numbers.Table 6.2 Files mode in Python.
5 Chapter 7Table 7.1 Common asymptotic notations.
6 Chapter 9Table 9.1 Temperature versus ice cream sales.
7 Chapter 12Table 12.1 Events information.Table 12.2 Discriminant scores for earthquakes and explosions groups.Table 12.3 Discriminant scores for Lehman Brothers collapse and Flash crash ...Table 12.4 Discriminant scores for Citigroup in 2009 and IAG stock in 2011.
8 Chapter 13Table 13.1 Data matrix.Table 13.2 Distance matrix.Table 13.3 Stress and goodness of fit.Table 13.4 Data matrix.
9 Chapter 14Table 14.1 Models' performances on the test dataset with 23 variables using ...Table 14.2 Top 10 variables selected by the Random forest algorithm.Table 14.3 Performance for the four models using the top 10 features from mo...
10 Chapter 15Table 15.1 Market basket transaction data.Table 15.2 A binary
11 Chapter 16Table 16.1 Models performances on the test dataset.
12 Chapter 18Table 18.1 Percentage of power for Discover data.Table 18.2 Percentage of power for JPM data.Table 18.3 Percentage of power for Microsoft data.Table 18.4 Percentage of power for Walmart data.
13 Chapter 19Table 19.1 Determining
14 Chapter 21Table 21.1 Moments of the Poisson distribution with intensity
List of Illustrations
1 Chapter 4Figure 4.1 Time series data of phase arrival times of an earthquake.Figure 4.2 Time series data of financial returns corresponding to Bank of Am...Figure 4.3 Seasonal trend component.Figure 4.4 Linear trend component. The horizontal axis is time 
2 Chapter 7Figure 7.1 The big O notation.Figure 7.2 The
3 Chapter 8Figure 8.1 The box plot.Figure 8.2 Box plot example.
4 Chapter 9Figure 9.1 Scatter plot of temperature versus ice cream sales.Figure 9.2 Heatmap of handwritten digit data.Figure 9.3 Map of earthquake magnitudes recorded in Chile.Figure 9.4 Spatial distribution of earthquake magnitudes (Mariani et al. 201...Figure 9.5 Number of text messages sent.Figure 9.6 Normal Q–Q plot.Figure 9.7 Risk of loan default. Source: Tableau Viz Gallery.Figure 9.8 Top five publishing markets. Source: Modified from International ...Figure 9.9 High yield defaulted issuer and volume trends. Source: Based on F...Figure 9.10 Statistics page for popular movies and cinema locations. Source:...
5 Chapter
