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"Miller, Michael B."
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Mathematics and statistics for financial risk management
\"This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online\"-- Provided by publisher.
Functional reorganization of brain networks across the human menstrual cycle
by
Grafton, Scott T.
,
Pritschet, Laura
,
Santander, Tyler
in
Behavior
,
Brain
,
Brain - diagnostic imaging
2020
The brain is an endocrine organ, sensitive to the rhythmic changes in sex hormone production that occurs in most mammalian species. In rodents and nonhuman primates, estrogen and progesterone’s impact on the brain is evident across a range of spatiotemporal scales. Yet, the influence of sex hormones on the functional architecture of the human brain is largely unknown. In this dense-sampling, deep phenotyping study, we examine the extent to which endogenous fluctuations in sex hormones alter intrinsic brain networks at rest in a woman who underwent brain imaging and venipuncture for 30 consecutive days. Standardized regression analyses illustrate estrogen and progesterone’s widespread associations with functional connectivity. Time-lagged analyses examined the temporal directionality of these relationships and suggest that cortical network dynamics (particularly in the Default Mode and Dorsal Attention Networks, whose hubs are densely populated with estrogen receptors) are preceded—and perhaps driven—by hormonal fluctuations. A similar pattern of associations was observed in a follow-up study one year later. Together, these results reveal the rhythmic nature in which brain networks reorganize across the human menstrual cycle. Neuroimaging studies that densely sample the individual connectome have begun to transform our understanding of the brain’s functional organization. As these results indicate, taking endocrine factors into account is critical for fully understanding the intrinsic dynamics of the human brain.
•Intrinsic fluctuations in sex hormones shape the brain’s functional architecture.•Estradiol facilitates tighter coherence within whole-brain functional networks.•Progesterone has the opposite, reductive effect.•Ovulation (via estradiol) modulates variation in topological network states.•Effects are pronounced in network hubs densely populated with estrogen receptors.
Journal Article
Europe and the maritime world : a twentieth century history
\"Europe and the Maritime World: A Twentieth-Century History offers a new framework for understanding globalisation over the past century. Through a detailed analysis of ports, shipping and trading companies whose networks spanned the world, Michael B. Miller shows how a European maritime infrastructure made modern production and consumer societies possible. He argues that the combination of overseas connections and close ties to home ports contributed to globalisation. Miller also explains how the ability to manage merchant shipping's complex logistics was central to the outcome of both world wars. He chronicles transformations in hierarchies, culture, identities and port city space, all of which produced a new and different maritime world by the end of the century\"-- Provided by publisher.
Shanghai on the Metro
2023,2020
Secret agents, gun runners, White Russians, and con men-they all
play a part in Michael B. Miller's strikingly original study of
interwar France. Based on extensive research in security files and
a mass of printed sources, Shanghai on the Métro shows how
a distinctive milieu of spies and spy literature emerged between
the two world wars, reflecting the atmosphere and concerns of these
years. Miller argues that French fascination with intrigue between
the wars reveals a far more assured and playful national mood than
historians have hitherto discerned in the final decades of the
Third Republic. But the larger history set in motion by World War I
and the subsequent reading of French history into global history
are the true subjects of this work. Reconstituting through his own
narratives the histories of interwar travel and adventure and the
willful turning of contemporary affairs into a source of romance,
Miller recovers the ambience and special qualities of the age that
produced its intrigues and its tales of spies. This title is part
of UC Press's Voices Revived program, which commemorates University
of California Press's mission to seek out and cultivate the
brightest minds and give them voice, reach, and impact. Drawing on
a backlist dating to 1893, Voices Revived makes high-quality,
peer-reviewed scholarship accessible once again using
print-on-demand technology. This title was originally published in
1994.
Quantitative financial risk management
\"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models\"-- Provided by publisher.
Controllability of structural brain networks
by
Medaglia, John D.
,
Bassett, Danielle S.
,
Grafton, Scott T.
in
59/57
,
631/378/2649
,
631/378/3920
2015
Cognitive function is driven by dynamic interactions between large-scale neural circuits or networks, enabling behaviour. However, fundamental principles constraining these dynamic network processes have remained elusive. Here we use tools from control and network theories to offer a mechanistic explanation for how the brain moves between cognitive states drawn from the network organization of white matter microstructure. Our results suggest that densely connected areas, particularly in the default mode system, facilitate the movement of the brain to many easily reachable states. Weakly connected areas, particularly in cognitive control systems, facilitate the movement of the brain to difficult-to-reach states. Areas located on the boundary between network communities, particularly in attentional control systems, facilitate the integration or segregation of diverse cognitive systems. Our results suggest that structural network differences between cognitive circuits dictate their distinct roles in controlling trajectories of brain network function.
Cognitive control is fundamental to human intelligence, yet the principles constraining the neural dynamics of cognitive control remain elusive. Here, the authors use network control theory to demonstrate that the structure of brain networks dictates their functional role in controlling dynamics.
Journal Article
الرياضيات والإحصاء لإدارة المخاطر المالية
by
Miller, Michael B. (Michael Bernard), 1973- مؤلف
,
عبد الغفار، هشام عبده عبد العزيز مترجم
,
Miller, Michael B. (Michael Bernard), 1973-. Mathematics and statistics for financial risk management
in
إدارة المخاطر المالية نماذج رياضية
,
إدارة المخاطر المالية أساليب إحصائية
2022
يتناول كتاب الرياضيات والإحصاء لإدارة المخاطر المالية وظيفية كل من الرياضيات والاحصاء في الحياة العملية في إدارة المخاطر المالية في الاقتصاد والتمويل والاستثمار والنواحي المالية بأسلوب بسيط سهل، من خلال تطبيقات ومشكلات مالية مختلفة داخل كل فصل من فصول الكتاب ووضع حلولا لها، حيث يقسم الكتاب إلى اثنا عشر فصلا في موضوعات مختلفة من الرياضيات والإحصاء، يتضمن كل فصل في هذا الكتاب موضوعا أو مجموعة من الموضوعات المختلفة منها، وموضوعا واحدا من الناحية المالية، يعرض من خلالها نماذج رياضية وإحصائية لإدارة المخاطر المالية لاقتصاديات دول وشركات والتمويل والمستثمرين والمستشارين الماليين، والتنبؤ الرياضي بالنتائج والمخاطر المالية من خلال هذه النماذج، وتطبيقات المشكلات التمويل والاستثمار وإدارة المخاطر المالية الفعلية والأسهم والسندات وإدارة المحافظ الإلكترونية والهندسة المالية، وتقييم وتحليل الأدوات المالية، وصناديق التحوط والعلاقة بين أدائها وارتفاع وانخفاض وتذبذب السوق، مع وضع حلول رياضية وإحصائية لها، مع إتاحة مشكلات واقعية وتدريبية وتمارين كتطبيق عليها ، وحلول مصاحبة لها في نهاية الكتاب.
Somatic genomic changes in single Alzheimer’s disease neurons
2022
Dementia in Alzheimer’s disease progresses alongside neurodegeneration
1
–
4
, but the specific events that cause neuronal dysfunction and death remain poorly understood. During normal ageing, neurons progressively accumulate somatic mutations
5
at rates similar to those of dividing cells
6
,
7
which suggests that genetic factors, environmental exposures or disease states might influence this accumulation
5
. Here we analysed single-cell whole-genome sequencing data from 319 neurons from the prefrontal cortex and hippocampus of individuals with Alzheimer’s disease and neurotypical control individuals. We found that somatic DNA alterations increase in individuals with Alzheimer’s disease, with distinct molecular patterns. Normal neurons accumulate mutations primarily in an age-related pattern (signature A), which closely resembles ‘clock-like’ mutational signatures that have been previously described in healthy and cancerous cells
6
–
10
. In neurons affected by Alzheimer’s disease, additional DNA alterations are driven by distinct processes (signature C) that highlight C>A and other specific nucleotide changes. These changes potentially implicate nucleotide oxidation
4
,
11
, which we show is increased in Alzheimer’s-disease-affected neurons in situ. Expressed genes exhibit signature-specific damage, and mutations show a transcriptional strand bias, which suggests that transcription-coupled nucleotide excision repair has a role in the generation of mutations. The alterations in Alzheimer’s disease affect coding exons and are predicted to create dysfunctional genetic knockout cells and proteostatic stress. Our results suggest that known pathogenic mechanisms in Alzheimer’s disease may lead to genomic damage to neurons that can progressively impair function. The aberrant accumulation of DNA alterations in neurodegeneration provides insight into the cascade of molecular and cellular events that occurs in the development of Alzheimer’s disease.
Analyses of single-cell whole-genome sequencing data show that somatic mutations are increased in the brain of individuals with Alzheimer’s disease compared to neurotypical individuals, with a pattern of genomic damage distinct from that of normal ageing.
Journal Article
Small sample sizes reduce the replicability of task-based fMRI studies
2018
Despite a growing body of research suggesting that task-based functional magnetic resonance imaging (fMRI) studies often suffer from a lack of statistical power due to too-small samples, the proliferation of such underpowered studies continues unabated. Using large independent samples across eleven tasks, we demonstrate the impact of sample size on replicability, assessed at different levels of analysis relevant to fMRI researchers. We find that the degree of replicability for typical sample sizes is modest and that sample sizes much larger than typical (e.g.,
N
= 100) produce results that fall well short of perfectly replicable. Thus, our results join the existing line of work advocating for larger sample sizes. Moreover, because we test sample sizes over a fairly large range and use intuitive metrics of replicability, our hope is that our results are more understandable and convincing to researchers who may have found previous results advocating for larger samples inaccessible.
Benjamin Turner et al. report an assessment of replicability of task-based fMRI studies as a function of sample size. They find that the degree of replicability for typical samples sizes reported in the literature is modest and advocate for standards requiring larger sample sizes, potentially in excess of N = 100.
Journal Article
Detection of functional brain network reconfiguration during task-driven cognitive states
by
Bassett, Danielle S.
,
Miller, Michael B.
,
Grafton, Scott T.
in
Adult
,
Alzheimer's disease
,
Attention - physiology
2016
Network science offers computational tools to elucidate the complex patterns of interactions evident in neuroimaging data. Recently, these tools have been used to detect dynamic changes in network connectivity that may occur at short time scales. The dynamics of fMRI connectivity, and how they differ across time scales, are far from understood. A simple way to interrogate dynamics at different time scales is to alter the size of the time window used to extract sequential (or rolling) measures of functional connectivity. Here, in n=82 participants performing three distinct cognitive visual tasks in recognition memory and strategic attention, we subdivided regional BOLD time series into variable sized time windows and determined the impact of time window size on observed dynamics. Specifically, we applied a multilayer community detection algorithm to identify temporal communities and we calculated network flexibility to quantify changes in these communities over time. Within our frequency band of interest, large and small windows were associated with a narrow range of network flexibility values across the brain, while medium time windows were associated with a broad range of network flexibility values. Using medium time windows of size 75–100s, we uncovered brain regions with low flexibility (considered core regions, and observed in visual and attention areas) and brain regions with high flexibility (considered periphery regions, and observed in subcortical and temporal lobe regions) via comparison to appropriate dynamic network null models. Generally, this work demonstrates the impact of time window length on observed network dynamics during task performance, offering pragmatic considerations in the choice of time window in dynamic network analysis. More broadly, this work reveals organizational principles of brain functional connectivity that are not accessible with static network approaches.
Journal Article