Über uns

À propos de nous

Open Access

Karriere

Carrière

Aboverträge Kündigen

Résiliation d’abonnement

Vertrag widerrufen

Résiliation de contrat 

Datenschutz

Protection des données

Impressum

Mentions légales

Barrierefreiheit

Accessibilité

Zahlung und Lieferung

Paiement et livraison

Libra

Was ist Libra?

C'est quoi Libra ?

Kostenlos testen

Tester gratuitement

LEXIA

LEXIA Arbeitsrecht

Was ist LEXIA?

C'est quoi LEXIA ?

LEXIA Familienrecht

Zeitschriften

Revues

recht

Pflegerecht

ZBJV

forumpoenale

ZStrR

Anwaltsrevue

Revue de l'avocat

RSAS

FamPra.ch

ASYL

Life Science Recht

BlAR

Sachbuch

Livres spécialisés

LOKI

Semaphor

Fokusthemen

Focus

Thema

Recht studieren

Arbeitsrecht

Droit du travail

Studium

Études

Familienrecht

Droit de la famille

Sozialversicherungsrecht

Droit des assurances sociales

Strafrecht

Droit pénal

Aktienrecht

Droit des sociétés anonymes

Persönlichkeitsrecht

Droit de la personnalité

Publikationen

Publications

Literatur

Digitales Angebot

Bücher

Livres

Buchreihen

Collections

Onlinemodule LEXIA

Modules en ligne LEXIA

recht.ch

Studienliteratur

Littérature pour les études

Swisslex

Dienstleistungen

Services

Dienstleistungen für

Corporate Books

Publishing Lösungen

Aktuelles

Geschäftskunden

Professionnels

Corporate Publishing

Content solutions

Buchhandlungen

Librairies

Veranstaltungen

Événements

Presse

Dozierende

Enseignants

Studierende

Étudiants

Inserierende

Annonceurs

Newsletter

Blog

Autorinnen/Autoren

Auteurs

Unsere Schreibenden

Hilfe

Unsere Autorinnen und Autoren

Liste

Autorenlounge

Espace des auteurs

Bei uns publizieren

Publier chez nous

Open Access Policy

Verlag

Éditions

Themen

Mehr wissen

Mitarbeitende

Collaborateurs

Geschichte

Histoire

Unser Magazin

Notre magazine

Vision und Mission

Vision et mission

Partner

Partenaires

Unternehmenskultur

Culture d'entreprise

Kontakt

Contact

Shop

Schweizer Recht

Ausländisches Recht

Über unseren Shop

Neuerscheinungen

Nouveautés

Sortiment & Suche

Catalogue & Recherche

Vorankündigungen

À paraître

Nach Rechtsgebiet

Par domaine juridique

Kommentare

Commentaires

Gesamtkatalog

Catalogue complet

Fachkatalog Recht

Catalogue de droit

Haskell A: Graphic Charts in Business:
How to Make and Use Them

Graphic Charts in Business: How to Make and Use Them

Chapman and Hall/CRC Series on Statistics in Business and Economics

Bayesian methods are now central to empirical macroeconomics, with routine use in academic research and at central banks for forecasting and policy analysis. As the models applied in practice have become increasingly high-dimensional and computationally intensive, a working understanding of the estimation algorithms-not only the models themselves-has become essential. While many existing texts treat Bayesian econometrics broadly, Bayesian Macroeconometrics focuses specifically on the models and methods used in modern Bayesian macroeconomic analysis, for readers who want both to understand these methods and to implement them.Bringing together modeling, posterior derivations, algorithmic design, and computation, the book derives each method step by step and integrates MATLAB code directly into the text. It pays particular attention to how posterior samplers are constructed in high-dimensional settings, where implementation choices can determine whether a method is practical for empirical work.A single idea ties the material together: linear regression as a recurring building block, with state space models and vector autoregressions treated as collections of linear regressions linked by latent states or dynamic dependence. From this foundation, the book moves to the models at the center of modern practice, including stochastic volatility, dynamic factor models, vector autoregressions, time-varying parameter VARs, and large VARs, alongside global-local shrinkage priors and Bayesian nonparametrics.Each chapter is anchored by worked examples using real macroeconomic data, closes with exercises, and is supported by a companion website providing datasets and code in MATLAB, Python, and R. The book is suitable as a primary text for graduate courses in Bayesian macroeconometrics and Bayesian time-series analysis, and as a reference for researchers and central-bank practitioners.Key Features:<ul> <li>Comprehensive coverage of Bayesian macroeconometric models - from basic Bayesian regressions and mixture models to linear Gaussian state space models, stochastic volatility models, and vector autoregressions.</li> <li>Emphasis on practical implementation - each model is illustrated with empirical applications using macroeconomic data and supported by reproducible code in MATLAB, Python, and R.</li> <li>Discussion of modern computation techniques - covering a range of advanced Markov chain Monte Carlo methods, including Hamiltonian Monte Carlo.</li> <li>Accessible style - technical results are derived in a step-by-step manner and are complemented by intuitive explanations and worked examples.</li> <li>Coverage of cutting-edge models and methods - including Dirichlet process mixtures, Gaussian process regressions, large VARs, and global-local priors.</li> </ul>

Methods and Applications

Bayesian Macroeconometrics

International Series in Operations Research & Management Science

This book shows how to weld deep learning to the laws that govern heavy-industry assets. Instead of treating sensor readings as detached numbers, the book teaches models to obey conservation of energy, fluid flow, and material stress. The storyline follows three recurring settings—a regional power grid, an offshore drilling head, and a 2000-hectare almond farm—to prove the concept across energy, manufacturing, and agriculture.Readers watch plain neural nets stumble when they predict outputs that break physics, then see PENN correct the error with loss penalties and custom layers that bake in the Navier-Stokes, Hooke, and Fourier equations. In benchmark tests the approach lifts predictive accuracy by up to 30 percent while trimming training energy by two-thirds. Case walk-throughs document a 25 percent cut in turbine downtime, a 50 percent reduction in drilling vibration peaks, and a 15 percent saving in irrigation power.Special features include code snippets ready to paste into PyTorch, side-by-side plots that compare raw and physics-aware outputs, and full-color schematics that trace data from sensor to dashboard. Each chapter ends with a one-page readiness checklist so teams can turn lessons into pilots without stalling in proof-of-concept limbo. A consistent American spelling palette avoids cross-Atlantic edits.By the final page a plant manager, data scientist, or graduate student can design, train, and deploy a model that predicts real-world behavior without ignoring the rules of nature. The payoff is lower energy bills, fewer unplanned shutdowns, and a faster path to net-zero targets—results that speak to both profit and sustainability.&nbsp;

The Next Frontier of Artificial Intelligence

Physics-Informed Neural Networks for Industrial Applications

für Wirtschafts- und Medienwissenschaften sowie Informatik

Handbuch Digital Game Business

Advanced Studies in Theoretical and Applied Econometrics

Professor Robin C. Sickles has been an Associate Editor of Empirical Economics for 20 years (2000–2019). Originally featured as a Special Issue in Empirical Economics in 2025, this book gathers esteemed econometricians to honor Sickles's influential work. This Festschrift celebrates his distinguished service to the journal and his lifelong accomplishments in academics. Professor Robin C. Sickles has made important contributions to many areas of econometrics research, including modeling productivity and efficiency, health and crime, and several areas of applied and empirical economics. Robin is an applied econometrician who focuses on the role that econometrics plays in policy issues, such as market regulation, market transition, and deterrence versus preventive measures in the criminal justice system. This Festschrift has both theoretical and applied contributions in econometrics on topics related to Robin’s work. These include panel data, treatment effects, proxy variables, semiparametric stochastic frontier models, social security disability applications, the impact of operational efficiency (OE) measures on green innovation, a randomly swapped Bootstrap for paired data, estimating flexible functional forms using macroeconomic data, the impact of measurement error on trends in earnings inequality in the USA, racial and ethnic differences in quitting when marijuana retail markets are legal, a spatial stochastic frontier model with a stochastic weighting matrix, sectoral trade elasticities and regional productivity in Europe, efficiency of Queensland public hospitals, homeownership decisions among migrants in China, and peer effects with sample selection in online job training.

A Festschrift in Honor of Robin C. Sickles

Productivity, Panel Data and Applied Econometrics

Critical and Post-Keynesian Perspectives

A History of Modern Macroeconomics

The award-winning author of The Entrepreneurial State and Mission Economy offers a scathing indictment of a global financial system that incentivizes taking over making and extraction over creation."A stimulating analysis of the underlying causes of inequality and growth which forces us to confront long-held beliefs about how economies work and who benefits." -Martin Wolf, Financial TimesThe Value of Everything is a penetrating and passionate argument that modern capitalism has failed to clearly delineate between value creation and value extraction. As economist Mariana Mazzucato shows, from Silicon Valley to Wall Street and beyond, foggy notions of value create confusion between rents and profits, reward extractors rather than creators, and distort the measurements of growth and GDP. Asset management companies profit exorbitantly off of income generated elsewhere; big pharma uses value-based pricing to justify astronomically high prices for vital medicines that are publicly funded. In the process, innovation suffers and inequality widens. Now updated with a new preface, The Value of Everything reignites the debate over how we measure value in our society-and in so doing, shows how we can shape our economy to be more innovative and inclusive.

Making and Taking in the Global Economy

The Value of Everything

Behavioural Economics and Experiments

This book presents a rigorous, practitioner-ready framework for determining when interventional causal claims can be validly drawn from observational data. By integrating potential outcomes (PO), structural causal models (SCMs), directed acyclic graphs (DAGs), quasi-experimental and longitudinal designs, information-theoretic approaches, and modern machine-learning methods with decision-analytic principles, it identifies necessary conditions for each step of the causal inference process, from defining estimands and identifying causal effects to study design, measurement, estimation, interpretation, robustness, and external validity. The framework is operationalized through practical checklists, tables, diagnostic and falsification tests, and AI-assisted tools, making it accessible across fields such as epidemiology, environmental and occupational health, and regulatory risk analysis. Designed to meet the needs of professionals making high-stakes decisions based on nonexperimental data, the book addresses the lack of clear, testable criteria for credible causal inference. Real-world examples throughout the book illustrate diagnostics, falsification tests, and robustness checks, linking evidence directly to decision-making. Bridging multiple causal frameworks and modern machine-learning methods, it equips readers to assess when data support cause-and-effect conclusions, supporting more responsible, evidence-based policy and risk management.The book offers health risk analysts, epidemiologists, and policy professionals a practical guide to valid causal inference from observational data. It is also ideal for graduate students and workshop participants in data science, decision analysis, risk analysis, and AI/ML applications.

Valid Causal Inference from Observational Data

Chapman and Hall/CRC Financial Mathematics Series

"Liquidity Illusion is a significant contribution to the mathematical theory of asset valuation. Asaf brings together mean-field game theory, stochastic control, and general equilibrium analysis in a framework that is both mathematically rigorous and applicable to the practice of institutional investment. The identification of the McKean-Vlasov externality in private capital markets-and its correction through a uniquely derived Pigouvian instrument-is genuinely novel. This book could reshape how the profession thinks about illiquidity risk." - Robert J. Elliott, Emeritus RBC Financial Group Professor of Finance, University of CalgaryLiquidity Illusion: The General Equilibrium Theory of Private Capital Valuation addresses an open question: how to value private-market assets when the liquidity premium is stochastic, shaped by collective investor behaviour, and productive of externalities in secondary markets.The starting point is DCF. Endorsed by the International Private Equity and Venture Capital Valuation guidelines and embedded in regulation from Solvency II to AIFMD, DCF is structurally unsuited to private assets - not through parameter misuse, but because it holds the liquidity premium fixed where private-market liquidity is stochastic and governed by McKean-Vlasov mean-field interactions. This book replaces it with a rigorous, empirically calibrated framework. GELAV generalises DCF, yielding five results with direct implications for investment and regulation.The book serves two audiences. Section One (Chapters 1-9) is for practitioners-investment officers, fund managers, regulators, and sophisticated LPs wanting to understand and improve current valuation practices. No advanced math is needed. Section Two (Chapters 10-20) is for researchers-PhD students, academics, and quants seeking full math derivations.Features <ul> <li>The first continuous-time general-equilibrium model of private-capital valuation</li> <li>Five new theorems with calibrated numerical content</li> <li>Two-part structure that serves practitioners and researchers</li> <li>Direct connection to live regulation</li> <li>Reproducible computational platform</li> </ul>

The General Equilibrium Theory of Private Capital Valuation

Liquidity Illusion

Accelerated life tests (ALTs) have become an indispensable tool for reliability engineers to quantify a product's reliability, and for product managers to make product release decisions. However, there are many common misuses of ALTs and misinterpretations of their results. This book provides a framework for the proper design and analysis of ALTs. It compares ALTs with other industrial testing experiments, and provides guidance on their appropriate application. It features lots of examples using real data from industrial experiments, and provides statistical software for their implementation. It can be used as a textbook for students of reliability, or as a reference for practitioners

Design and Analysis of Accelerated Life Tests

Handbook of Labor, Human Resources and Population Economics

Graphic Charts in Business: How to Make and Use Them

Autres titres sur ce thème