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Computer Science (R0)

Patrick Maillé

Bruno Tuffin

From Net Neutrality to ICT Neutrality

- 1.&amp;nbsp;Introduction: A Bit of History. - 2.&amp;nbsp;Definitions. - 3.&amp;nbsp;Pros and Cons: The Arguments in the Debate. - 4.&amp;nbsp;Mathematical Analysis. - 5.&amp;nbsp;Non-neutrality Pushed by Content Providers. - 6.&amp;nbsp;A More General View of Neutrality. - 7.&amp;nbsp;Search Neutrality. - 8. Algorithmic Transparency. - 9.&amp;nbsp;Tools to Monitor Neutrality. - 10.&amp;nbsp;Conclusions.

Evolutionary Economics and Social Complexity Science

This is the first book to present a new approach of institutional design as an evolutionary applied policy based on coherent conceptualization and methodology, and to study the actuality and implications of diversifying real/virtual community currencies. In contrast to a de facto standard theory, an institutional ecosystem can be composed of various institutions that continue to coexist with changing relative frequencies. In this view, diversified monetary institutions with local rules are feasible and realistic. Community currencies are worldwide attempts to redress such problems as financial instability, chronic stagnation, and decline of communities caused by globalization of the economy. Considering those alternative movements as a new type of policy, "evolutionist institutional design", this book clarifies the feasibility and significance of community currencies in the current era of globalization. The book also provides a better understanding than mainstream approaches of such platform institutions as money that determine fundamental means of cognition and action of interacting agents. Money is a symbolically generalized communication medium in the mesodomain that mediates between socioeconomic performance and patterns in the macrodomain and motives and cognitive frameworks in the microdomain. Conventional national systems of money and finance are platform institutions that determine basic replicators for a capitalistic market economy to evolve. In contrast, community currencies conveying both economic and social/cultural values are distinct platform institutions that are expected to endogenously change such basic replicators in outer and inner institutions for agents to a noncapitalistic market economy. These currencies are considered target institutions for "media design" in the framework of evolutionist institutional design.

This is the first book to present a new approach of institutional design as an evolutionary applied policy based on coherent conceptualization and methodology, and to study the actuality and implications of diversifying real/virtual community currencies. In contrast to a de facto standard theory, an institutional ecosystem can be composed of various institutions that continue to coexist with changing relative frequencies. In this view, diversified monetary institutions with local rules are feasible and realistic. Community currencies are worldwide attempts to redress such problems as financial instability, chronic stagnation, and decline of communities caused by globalization of the economy. Considering those alternative movements as a new type of policy, “evolutionist institutional design”, this book clarifies the feasibility and significance of community currencies in the current era of globalization. The book also provides a better understanding than mainstream approaches of such platform institutions as money that determine fundamental means of cognition and action of interacting agents. Money is a symbolically generalized communication medium in the mesodomain that mediates between socioeconomic performance and patterns in the macrodomain and motives and cognitive frameworks in the microdomain. Conventional national systems of money and finance are platform institutions that determine basic replicators for a capitalistic market economy to evolve. In contrast, community currencies conveying both economic and social/cultural values are distinct platform institutions that are expected to endogenously change such basic replicators in outer and inner institutions for agents to a noncapitalistic market economy. These currencies are considered target institutions for “media design” in the framework of evolutionist institutional design.

An Evolutionist Institutional Design Approach

Community Currency

This book provides a clear and accessible introduction to industrial economics, designed to help readers understand how markets and firms operate in theory and practice. 
Beginning with the benchmark model of perfect competition, the book explains why economists use this idealized structure to assess efficiency and consumer welfare. The book examines real-world market structures—monopoly, oligopoly, and monopolistic competition—where firms exercise strategic power over prices and output. Chapters explore how companies compete, cooperate, and innovate, drawing on case-based examples to illustrate the dynamics of market behavior. The text also addresses regulation and competition policy, tracing the origins of antitrust legislation and presenting tools for measuring market power. These chapters equip readers to evaluate policy interventions and their implications for business strategy and consumer outcomes.
In its final section, the book turns to the economics of information, focusing on contract theory and the principal–agent problem. It demonstrates how incentives and asymmetric information shape decision-making within firms and markets, offering insights into governance and organizational design.
Combining rigorous analysis with practical applications, this book is an essential resource for undergraduate and graduate students in economics and business, as well as for readers seeking to understand the forces that shape modern industry.
&nbsp;
Cintya Lanchimba is Associate Professor in the Departamento de Economía Cuantitativa at the Escuela Politécnica Nacional in Ecuador. She also serves as Associate Researcher at IAE, IREGE, in France. Her research centers on distribution networks, market structure, franchise ecosystems, psychological capital, and family business

This book provides a clear and accessible introduction to industrial economics, designed to help readers understand how markets and firms operate in theory and practice. Beginning with the benchmark model of perfect competition, the book explains why economists use this idealized structure to assess efficiency and consumer welfare. The book examines real-world market structures—monopoly, oligopoly, and monopolistic competition—where firms exercise strategic power over prices and output. Chapters explore how companies compete, cooperate, and innovate, drawing on case-based examples to illustrate the dynamics of market behavior. The text also addresses regulation and competition policy, tracing the origins of antitrust legislation and presenting tools for measuring market power. These chapters equip readers to evaluate policy interventions and their implications for business strategy and consumer outcomes.In its final section, the book turns to the economics of information, focusing on contract theory and the principal–agent problem. It demonstrates how incentives and asymmetric information shape decision-making within firms and markets, offering insights into governance and organizational design.Combining rigorous analysis with practical applications, this book is an essential resource for undergraduate and graduate students in economics and business, as well as for readers seeking to understand the forces that shape modern industry.

The Economics of Markets, Firms, and Competition

Industrial Organization

Dieses Buch bietet eine prägnante und zugleich rigorose Einführung in die Wahrscheinlichkeitstheorie. Aus den möglichen Zugängen zum Thema wurde der modernste Ansatz auf Grundlage der Maßtheorie gewählt: Dieser Ansatz erfordert ein höheres Maß an mathematischer Abstraktion und Komplexität, ist jedoch unerlässlich, um fortgeschrittene Themen wie Stochastische Prozesse, Stochastische Differentialrechnung und Statistische Inferenz zu verstehen. Der vorliegende Text resultiert aus den Erfahrungen, die im Rahmen von Kursen für Wahrscheinlichkeitstheorie und angewandte Mathematik im Mathematikstudium an der Universität Bologna gewonnen wurden. Dieses Buch richtet sich an Studierende im zweiten oder dritten Jahr ihres Studiums in Mathematik, Physik oder einer anderen Naturwissenschaft und setzt Kenntnisse mehrdimensionaler Differential- und Integralrechnung voraus. Die vier Kapitel behandeln folgende Themen: Maße und Wahrscheinlichkeitsräume, Zufallsvariablen, Folgen von Zufallsvariablen und Grenzwertsätze, Erwartungswert und bedingte Verteilung. Außerdem beinhaltet dieses Buch eine umfangreiche Sammlung gelöster Übungen.

Zufallsvariablen and Verteilungen

Elementare Wahrscheinlichkeitstheorie I

This textbook offers an applied introduction to the methods of econometrics. Given the increasing importance of empirical analysis in science and the professional world, the book aims&nbsp;to move econometrics beyond&nbsp;its formal mathematical corner and make it accessible to a broader audience. In&nbsp;developing&nbsp;the textbook, the didactic profile was therefore given priority over scientific elegance. Supported by numerous illustrations, detailed verbal explanations, and accompanying numerical examples, both the&nbsp;fundamentals of econometric and&nbsp;more demanding topics are presented in an easily understandable way. The&nbsp;main sections of &nbsp;the Chapters&nbsp;do not use matrix algebra. However,&nbsp;in each chapter’s appendix, ambitious readers will find detailed matrix-algebra-based representations of the material covered in the main sections.The author 
 Ludwig von Auer is Professor of Economics at Universität Trier and has been honored by the student body with numerous awards for outstanding teaching.

This textbook offers an applied introduction to the methods of econometrics. Given the increasing importance of empirical analysis in science and the professional world, the book aims&nbsp;to move econometrics beyond&nbsp;its formal mathematical corner and make it accessible to a broader audience. In&nbsp;developing&nbsp;the textbook, the didactic profile was therefore given priority over scientific elegance. Supported by numerous illustrations, detailed verbal explanations, and accompanying numerical examples, both the&nbsp;fundamentals of econometric and&nbsp;more demanding topics are presented in an easily understandable way. The&nbsp;main sections of &nbsp;the Chapters&nbsp;do not use matrix algebra. However,&nbsp;in each chapter’s appendix, ambitious readers will find detailed matrix-algebra-based representations of the material covered in the main sections.

An Introduction

Econometrics

Contributions to Economics

The new macroeconomics is about distributions and flows, rather than points and intersections. Market frictions imply that the search for trading partners is time consuming and costly. Consequently, market participants flow between economic states, and trades occur at dispersed prices. This generates motives for continued search for better market opportunities, and for bargaining between potential trading partners. This volume takes the empirical analysis of markets with frictions to a new level by using unique merged registers from Denmark on firm accounting data, individual employee data, and international trade data to estimate empirically the relevant flow rates, dispersions, and relations among key variables of interest, including productivity, firm size, wages, exports, growth, and unemployment. The results serve to inform researchers and policy makers about the functioning of markets, justify the interpretation of dispersion and flows as equilibrium outcomes, and provide an understanding of cycles, adjustment, and potentials for public policy.

The new macroeconomics emphasizes distributions and flows rather than static points and intersections. Because market frictions make the search for trading partners time‑consuming and costly, market participants continually transition between economic states, and trades occur at dispersed prices. These frictions generate incentives for ongoing search and for bargaining between potential trading partners.This volume advances the empirical study of frictional markets by drawing on the unique&nbsp;merged Danish registers that combine firm accounting data, individual employee records, and international trade information. Using these rich data, it estimates key flow rates, dispersions, and relationships among central variables such as productivity, firm size, wages, exports, growth, and unemployment. The findings deepen our understanding of how markets function, support the interpretation of dispersion and flows as equilibrium outcomes, and offer new insights into economic cycles, adjustment dynamics, and policy design.
 This volume is dedicated to the memory of 
 Dale T. Mortensen
 . It acknowledges his pioneering contributions to the analysis of markets with search frictions and to the use of matched employer–employee data.

Evidence from Danish Matched Employer-Employee Data

Firm Heterogeneity, Labor Markets and International Trade

This textbook covers essential topics in quantitative finance, including stochastic calculus, portfolio optimization (static and dynamic), and risk-neutral pricing. Combining financial theory with real-world applications, the book presents a step-by-step guide to modelling financial data in continuous time using R and Python. The side-by-side presentation of the two software languages allows readers to grasp the similarities and differences between the two codes, while guiding them through models calibrated with actual market data that illustrate the quantitative characteristics of optimal portfolios.
Reinforced with pedagogical features including accompanying online datasets and numerical exercises to understand stochastic processes, this textbook will be a valuable resource for postgraduate students on corporate finance, quantitative finance, portfolio and investment management, risk management and actuarial courses, as well as finance professionals undertaking quantitative modelling.

Numerical Applications in R and Python

Portfolio Management in Continuous Time

The scientific understanding of energy, matter, and spacetime has advanced rapidly, whereas the study of information—its properties, behavior, and dynamics—remains underdeveloped. Despite the complexity of knowledge and information, our conceptual and empirical grasp of its evolution lags significantly behind. Progress in disciplines such as artificial intelligence, genomics, cognitive science, cyber governance, global ecology, and quantum mechanics depends critically on a more rigorous understanding of information dynamics. Absent such insight, humanity risks succumbing to entropic forces that threaten systemic stability and long-term survival.

In this book, Klaus Jaffe addresses the limitations of prior treatments of infodynamics, many of which have been incomplete, imprecise, or conceptually flawed. It offers an interdisciplinary investigation into the relationship between information and energy, drawing on theoretical and empirical contributions from economics, biology, and physics. By challenging conventional paradigms, the book constructs a conceptual framework that bridges disparate scientific domains and societal processes. The resulting synthesis opens new avenues for empirical inquiry and policy-relevant research, with implications for both academic scholarship and public discourse.

Inviting readers to explore the evolving frontier of information science, the book highlights the role of information and its impact on both natural and social systems.

The scientific understanding of energy, matter, and spacetime has advanced rapidly, whereas the study of information—its properties, behavior, and dynamics—remains underdeveloped. Despite the complexity of knowledge and information, our conceptual and empirical grasp of its evolution lags significantly behind. Progress in disciplines such as artificial intelligence, genomics, cognitive science, cyber governance, global ecology, and quantum mechanics depends critically on a more rigorous understanding of information dynamics. Absent such insight, humanity risks succumbing to entropic forces that threaten systemic stability and long-term survival.In this book, Klaus Jaffe&nbsp;addresses the limitations of prior treatments of infodynamics, many of which have been incomplete, imprecise, or conceptually flawed. It offers an interdisciplinary investigation into the relationship between information and energy, drawing on theoretical and empirical contributions from economics, biology, and physics. By challenging conventional paradigms, the book constructs a conceptual framework that bridges disparate scientific domains and societal processes. The resulting synthesis opens new avenues for empirical inquiry and policy-relevant research, with implications for both academic scholarship and public discourse.Inviting readers to explore the evolving frontier of information science, the book highlights the role of information and its impact on both natural and social systems.

An Interdisciplinary Approach

Infodynamics, Economics, Energy, and Life

Contributions to Finance and Accounting

This Open Access book explores the rise of robo-advisory within the broader FinTech revolution, tracing its evolution from traditional human advisors to AI-driven platforms that democratize financial services. Robo-advisory technologies are part of a rapidly evolving financial landscape shaped by digitalization, disintermediation, and changing client expectations. This work examines the drivers behind this shift, including advancements in AI and data analytics, evolving investor demands for personalization and accessibility, and the cost and scalability pressures facing financial institutions. The book differentiates rule-based from AI-powered systems, highlighting how modern robo-advisors increasingly leverage machine learning, behavioural insights, and alternative data to offer dynamic and adaptive services. Emerging trends such as hybrid advisory models, behavioural nudges, ethical challenges surrounding algorithmic transparency, and inclusivity concerns are also addressed. Moreover, this work maps out key players and market trends, emphasizing regional variations, consolidation patterns, and niche market opportunities. A novel framework of six AI-driven business models is introduced to explain how robo-advisory is strategically deployed across incumbent and disruptive financial organizations. Ultimately, robo-advisory technologies serve as a lens to understand the future trajectory of financial services where AI, automation, and behavioural design converge to reshape how individuals engage with money, risk, and long-term financial planning.

Risk Management and Ethical Considerations

AI, FinTech, and the Future of Robo-Advisory

Dynamic Modeling and Econometrics in Economics and Finance

Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention. This textbook offers a comprehensive and accessible guide to understanding these challenges and applying advanced econometric techniques to real-world financial and economic time series data.
Designed for students, professionals, and researchers with a foundational background in statistics, econometrics, and finance, this book bridges the gap between theory and practice. It introduces key concepts progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience in econometrics can grasp and apply the material effectively.
The book is organized into five chapters that progressively guide readers through key concepts in financial time series modeling. It begins with Chapter 1, which introduces data filtering techniques, emphasizing the Kalman Filter's role in improving model accuracy. Chapter 2 explores volatility modeling, addressing common challenges in measuring and interpreting variance in financial data. Chapter 3 builds on this by presenting hybrid approaches that combine GARCH models with neural networks to enhance predictive performance. Chapter 4 applies dynamic volatility models to option valuation, offering both theoretical insights and practical tools. Finally, Chapter 5 delves into regime-switching models, including MSAR (Markov Switching Auto Regressive) and STAR (Smooth Transition Auto Regressive), to capture nonlinear behaviors and structural shifts in time series data. Together, these chapters form a cohesive narrative on modeling the dynamic behavior of financial time series, with a particular emphasis on volatility and structural shifts. Whether you're a finance professional, economist, or data scientist, this book is an essential resource for mastering the tools and techniques that drive modern financial analysis.

A Practical Approach

Non-Linearity in Econometric Modeling, Vol. 1

Conjugate Duality in Economic Analysis

Do you want to create data analysis reports without writing a line of code? This book introduces SAS Studio, a free, web-based data science product for educational and non-commercial purposes. The power of SAS Studio lies in its visual, point-and-click user interface, which generates SAS code. It is easier to learn SAS Studio than to learn R and Python to accomplish data cleaning, statistics, and visualization tasks.
The book includes a case study analyzing the data required to predict the results of presidential elections in the state of Maine for 2016 and 2020. In addition to the presidential elections, the book provides real-life examples, including analyses of stock, oil, and gold prices, crime, marketing, and healthcare. You will see data science in action and how easily it can be performed using complicated tasks and visualizations in SAS Studio.
You will learn, step by step, how to perform visualizations, including creating maps. In most cases, you will not need a line of code as you work with the SAS Studio graphical user interface. The book includes explanations of the code that SAS Studio generates automatically. You will learn how to edit this code to perform more complicated advanced tasks.
&nbsp;
What You Will Learn&nbsp;
<ul>
Become familiar with the SAS Studio IDE.
<li>How to create essential visualizations.</li>
<li>Know the fundamental statistical analysis required in most data science and analytics reports.</li>
<li>Clean the most common dataset problems</li>
<li>Learn linear and logistic regression for data prediction and analysis.</li>
<li>Write programs in SAS.</li>
<li>How to analyze data and get insights from it for decision-making.</li>
Learn character, numeric, date, time, and datetime functions and typecasting.
</ul>

From Clicks to Code

Learn Data Science Using SAS Studio

Lecture Notes in Economics and Mathematical Systems

This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors. Volume I in a two-volume set, this book covers topics such as stochastic calculus, dynamic programming, representative agent models, and a numerical method (finite difference) for solving them. The book takes a step-by-step approach, carefully show the underlying object of the models and the implementation of the finite difference method and Upwind scheme to solve dynamic programming problems in asset pricing. Where appropriate, chapters include MATLAB code for ease of replication. This book will be of interest to advanced undergraduate and graduate students of finance, economics, mathematics, and statistics.

This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors. Volume I in a two-volume set, this book covers topics such as stochastic calculus, dynamic programming, representative agent models, and a numerical method (finite difference) for solving them. The book takes a step-by-step approach, carefully show the underlying object of the models and the implementation of the finite difference method and Upwind scheme to solve dynamic programming problems in asset pricing. Where appropriate, chapters include MATLAB code for ease of replication. This book will be of interest to advanced undergraduate and graduate students of finance, economics, mathematics, and statistics.

Foundations

Heterogeneous Agents in Asset Pricing, Vol 1

From Net Neutrality to ICT Neutrality

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