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  • 1
    Book
    Book
    Stuttgart ; New York :Georg Thieme Verlag,
    UID:
    almafu_BV044220439
    Format: 188 Seiten : , 106 Illustrationen.
    Edition: 3., überarbeitete und erweiterte Auflage
    ISBN: 978-3-13-117933-3
    Note: Auf dem Umschlag: Online-Version in der eRef
    Additional Edition: Erscheint auch als Online-Ausgabe, PDF ISBN 978-3-13-155803-9
    Additional Edition: Erscheint auch als Online-Ausgabe, EPUB ISBN 978-3-13-205523-0
    Language: German
    Subjects: Medicine
    RVK:
    Keywords: Schmerztherapie ; Lokalanästhetikum ; Injektion ; Atlas
    Author information: Fischer, Jürgen 1958-
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  • 2
    UID:
    edoccha_BV046943208
    Format: 1 Online-Ressource (XI, 287 p. 35 illus).
    Edition: 1st ed. 2020
    ISBN: 978-981-158-760-3
    Series Statement: Communications in Computer and Information Science 1099
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-981-158-759-7
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-981-158-761-0
    Language: English
    Keywords: Informationssystem ; Künstliche Intelligenz ; Bildverarbeitung ; Software Engineering ; Optische Datenverarbeitung
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 3
    UID:
    edoccha_9960178696202883
    Format: 1 online resource (231 pages) : , illustrations (chiefly color).
    ISBN: 3-030-97075-2
    Series Statement: Studies in systems, decision and control ; Volume 428
    Content: This book establishes a unified framework for dealing with typical engineering complications arising in modern, complex, large-scale networks such as parameter uncertainties, missing measurement and cyber-attack. Distributed Filtering, Control and Synchronization is a timely reflection on methods designed to handle a series of control and signal-processing issues in modern industrial engineering practice in areas like power grids and environmental monitoring. It exploits the latest techniques to handle the emerging mathematical and computational challenges arising from, among other things, the dynamic topologies of distributed systems and in the context of sensor networks and multi-agent systems. These techniques include recursive linear matrix inequalities, local-performance and stochastic analyses and techniques based on matrix theory. Readers interested in the theory and application of control and signal processing will find much to interest them in the new models and methods presented in this book. Academic researchers can find ideas for developing their own research, graduate and advanced undergraduate students will be made aware of the state of the art, and practicing engineers will find methods for addressing practical difficulties besetting modern networked systems.
    Note: Intro -- Preface -- Acknowledgements -- Contents -- List of Notation -- 1 Introduction -- 1.1 Research Background, Motivations and Research Problems -- 1.1.1 Distributed Filtering -- 1.1.2 Distributed Consensus Control -- 1.1.3 Bounded Synchronization and Filtering -- 1.2 Systems, Measurements, Protocols, and Cyber-Attacks -- 1.3 The Challenges -- 1.3.1 The Large-Scale Characteristic -- 1.3.2 The Dynamic Topology -- 1.3.3 The Scalability Requirement of Distributed Algorithm -- 1.4 The Local Performance Analysis Method -- 1.4.1 The Vector Dissipativity Theory -- 1.4.2 Local Performance Analysis Method -- 1.5 Outline -- References -- 2 Distributed Hinfty Filtering for Discrete-Time Piecewise Linear Systems -- 2.1 Problem Formulation -- 2.2 Main Results -- 2.3 An Illustrative Example -- 2.4 Summary -- References -- 3 Consensus Filtering with Stochastic Nonlinearities and Multiple Missing Measurements -- 3.1 Problem Formulation -- 3.2 Main Results -- 3.3 An Illustrative Example -- 3.4 Summary -- References -- 4 Distributed Filtering for Random Parameter System with Event-Triggering Protocols -- 4.1 Problem Formulation -- 4.2 Main Results -- 4.3 An Illustrative Example -- 4.4 Summary -- Reference -- 5 Scalable Consensus Filtering for Uncertain Systems with Round-Robin Protocol -- 5.1 Problem Formulation -- 5.2 Main Results -- 5.3 An Illustrative Example -- 5.4 Summary -- References -- 6 Partial-Nodes-Based Scalable Hinfty-Consensus Filtering with Censored Measurements -- 6.1 Problem Formulation -- 6.2 Main Results -- 6.3 An Illustrative Example -- 6.4 Summary -- References -- 7 Distributed Hinfty-Consensus Filtering over Sensor Networks Under Deception Attacks -- 7.1 Problem Formulation -- 7.2 Main Results -- 7.3 An Illustrative Example -- 7.4 Summary -- References. , 8 Distributed Resilient Filtering for Time-Delayed Systems with Stochastic Perturbations -- 8.1 Problem Formulation -- 8.2 Distributed Resilient Filtering over Sensor Networks -- 8.3 Performance Analysis and Distributed Optimization -- 8.4 An Illustrative Example -- 8.5 Summary -- References -- 9 Finite-Horizon Hinfty-Consensus Control for Multi-agent Systems with Random Parameters -- 9.1 Problem Formulation -- 9.2 Analysis of Distributed Hinfty-Consensus Control Based on Local Disagreement Function -- 9.3 An Illustrative Example -- 9.4 Summary -- References -- 10 Bounded Hinfty Synchronization and Hinfty Filtering for Discrete-Time Complex Networks -- 10.1 Problem Formulation of Bounded Hinfty Synchronization -- 10.2 Bounded Hinfty Synchronization for Discrete Time-Varying Complex Networks -- 10.3 Problem Formulation of Finite-Horizon Hinfty Filtering -- 10.4 Finite-Horizon Hinfty Filtering for Complex Networks -- 10.5 Illustrative Examples -- 10.6 Summary -- References -- 11 Conclusions and Future Work -- 11.1 Conclusions -- 11.2 Future Work -- Index. , English
    Additional Edition: Print version: Han, Fei Distributed Filtering, Control and Synchronization Cham : Springer International Publishing AG,c2022 ISBN 9783030970741
    Language: English
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  • 4
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9958082353702883
    Format: 1 online resource (25 pages) : , illustrations (some color).
    ISBN: 1-5135-5378-X , 1-5135-3145-X , 1-5135-2160-8
    Series Statement: IMF Working Papers
    Content: This paper explores the contribution of credit growth and the composition of credit portfolio (corporate, consumer, and housing credit) to economic growth in emerging market economies (EMs). Using cross-country panel regressions, we find significant impact of credit growth on real GDP growth, with the magnitude and transmission channel of the impact of credit on real activity depending on the specific type of credit. In particular, the results show that corporate credit shocks influence GDP growth mainly through investment, while consumer credit shocks are associated with private consumption. In addition, taking Brazil as a case study, we use a time series model to examine the role that the expansion and composition of credit played in driving real GDP growth in the past. The results of the case study are consistent with those found in the cross-country panel regressions.
    Additional Edition: ISBN 1-5135-8192-9
    Language: English
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  • 5
    Online Resource
    Online Resource
    Washington, DC :International Monetary Fund,
    UID:
    edoccha_9959745941702883
    Format: 1 online resource (42 pages)
    Edition: First edition.
    ISBN: 1-5135-2188-8 , 1-5135-2190-X
    Series Statement: IMF Working Papers
    Content: The paper presents a framework to integrate liquidity and solvency stress tests. An empirical study based on European bond trading data finds that asset sales haircuts depend on the total amount of assets sold and general liquidity conditions in the market. To account for variations in market liquidity, the study uses Markov regime-switching models and links haircuts with market volatility and the amount of securities sold by banks. The framework is accompanied by a Matlab program and an Excel-based tool, which allow the calculations to be replicated for any type of traded security and to be used for liquidity and solvency stress testing.
    Note: Cover -- Contents -- I. Background -- II. Literature Review -- III. The Framework -- A.Overview -- B.Funding Liquidity: Shocks, Liquidity Needs, and Aggregation of Asset Liquidation -- C. Market Liquidity: Haircut Estimation -- D. Solvency: Asset Valuation and Losses -- IV. Example: The Case of Euro Area Banks -- A. Data -- B.Simulations -- C. Haircuts -- D. Results: Impact on Capital -- V. Conclusions and Potential Extensions -- References -- Tables -- 1. Classification of Liquidity Events -- 2. Results of 5 Percent of Asset Fire Sales -- Figures -- 1. Fire Sales, Asset Types, and Liquidity Constraints -- 2. Transmission of Shocks and Solvency-Liquidity Feedback Loop -- 3. Transmission of Shocks in Stress and Non-Stress Regimes -- 4. Sales Amounts, Haircuts, and the Liquidation Horizon -- 5. Aggregation of Liquidity Needs for Haircut Calculation -- 6. Amihud Measure of Market Liquidity -- 7. Price Impact Measures of Market Liquidity -- 8. Volatility Indexes for Selected Countries -- 9. Sovereign Bond Holdings -- 10 Accounting Classification of Sovereign Bond Holdings -- 11. Haircuts on Selected European Sovereign Bonds -- 12. Heatmap of Results under Different Models -- Box -- 1. Contingent Liquidity -- Appendices -- I. Market Liquidity Measures -- II. Use of Market regime Switching Models to Obtain Stressed Funding Costs -- III. Program and templates for haircut and CAR estimation.
    Additional Edition: ISBN 1-5135-1979-4
    Language: English
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  • 6
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9959745964202883
    Format: 1 online resource (31 p.)
    ISBN: 1-4983-0114-2 , 1-4983-0120-7
    Series Statement: IMF Working Papers
    Content: Japan’s aging and shrinking population could lower the natural rate of interest and, together with low inflation expectations, challenge the Bank of Japan’s efforts to reflate the economy. This paper uses a semi-structural model to estimate the impact of demographics on the natural rate in Japan. We find that demographic change has a significantly negative impact on the natural rate by lowering trend potential growth. We also find that the negative impact has been increasing over time amid stronger demographic headwinds. These findings highlight the importance of boosting potential growth to offset the negative demographic impact and lift the natural rate in Japan.
    Additional Edition: ISBN 1-4843-9623-5
    Language: English
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  • 7
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9958110157402883
    Format: 1 online resource (45 p.)
    ISBN: 1-4639-4301-6 , 1-4639-4300-8
    Series Statement: IMF Working Papers
    Content: This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. Taking a novel approach, we developed a two-block SVAR whereby shocks within blocks are identified using sign restrictions, whereas shocks across the blocks are identified using a recursive (block-) Cholesky structure. We find that domestic factors are more dominant than external factors in driving rapid credit growth in emerging Asia. This is particularly true for domestic monetary policy, which can play a pivotal role in terms of managing rapid credit growth in emerging Asia.
    Note: Description based upon print version of record. , Cover; Contents; Executive Summary; I. Introduction; II. Data; III. Methodology; A. Emerging Asia Should Not Be Considered a Small-Open Economy; B. Methodological Contribution: An Overview; C. Baseline Empirical Specification; D. Technical Details of the Block-Cholesky-Sign Restrictions Identification Strategy; IV. Results; A. Variance Decompostions; B. Impulse Response Functions; C. Counterfactual Scenarios; V. Conclusions; Figures; 1. Emerging Asia: Nominal Credit to the Private Sector; 2. Crises Associated with Emerging Market Credit Booms , 3. Are Domestic or External Shocks More Important in Driving Emerging Asia Real Credit Growth?4. Remaining Macroeconomic Variables: Variance Decompositions; 5. Robustness Analysis: Variance Decomposition of Emerging Asia Real Credit Growth; 6. Evolution Over Time: Variance Decomposition of Emerging Asia Real Credit Growth; 7. Differences within Emerging Asia: Variance Decompositions of Real Credit Growth; 8. What Role for Exchange Rate Flexibility?; 9. Impulse Response Functions: Aggregate Supply Shock: U.S. and Europe; 10. Impulse Response Function: Aggregate Demand Shock: U.S. and Europe , 11. Impulse Response Functions: Monetary Policy Shock: U.S. and Europe12. Impulse Response Functions: Aggregate Supply Shock: Emerging Asia; 13. Impulse Response Functions: Aggregate Demand Shock: Emerging Asia; 14. Impulse Response Functions: Monetary Policy Shock: Emerging Asia; 15. The Role of Domestic Monetary Policy on Real Credit Growth in Emerging Asia: Historical Counterfactual Scenario; 16. The Role of Domestic Monetary Policy on Real Credit Growth in Emerging Asia: Forward-Looking Counterfactual Scenario; Tables , 1. Identification Strategy: Sign and Recursive (Block-) Cholesky Restrictions2. Alternative Identification Strategy: Sign Restrictions Only; References , English
    Additional Edition: ISBN 1-4639-4299-0
    Additional Edition: ISBN 1-4639-3644-3
    Language: English
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  • 8
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9958102276602883
    Format: 1 online resource (49 p.)
    ISBN: 1-4983-8675-X , 1-4983-8441-2
    Series Statement: IMF Working Papers
    Content: This paper quantifies the effects of external risks for Peru, with particular attention to two major external risks, China’s investment slowdown and the U.S. monetary policy tightening. In particular, a macroeconomic model for a small open and partially dollarized economy is developed and estimated for Peru to measure the risk spillovers, and simulate domestic macroeconomic responses in different scenarios with these two external risks. The simulation results suggest that Peru’s output is vulnerable to both risks, particularly the U.S. monetary policy tightening. Simulations also highlight the importance of higher exchange rate flexiblity and a lower degree of dollarization, which could help mitigate the negative spillover effects of these external risks.
    Note: Description based upon print version of record. , Cover Page; Title Page; Copyright Page; Abstract; Contents; Tables; Figures; I. Introduction; II. A Macroeconomic Model for a Small Open and Partially Dollarized Economy; III. Data and Estimation; IV. Scenarios and Simulations; A1. External Shocks and Simulation Scenarios; A2. Peru's Macroeconomic Responses: Impact of External Shocks; A3. Peru's Macroeconomic Responses with Exogenous Exchange Rates: Impact of External Shocks; A4. Peru's Macroeconomic Responses with a Lower Degree of Dollarization: Impact of External Shocks; V. Concluding Remarks , A1. Estimation Resutls: Aggregate Demand EquationA2. Estimation Resutls: Expectations-Augmented Phillips Curve; A3. Estimation Resutls: Monetary Policy Rule; A4. Estimation Resutls: Exchange Rate Expectation Equation; Appendix; References; Footnotes , English
    Additional Edition: ISBN 1-4983-2722-2
    Language: English
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  • 9
    UID:
    edoccha_9959310780102883
    Format: 1 online resource (44 pages).
    ISBN: 1-4843-5534-2 , 1-4843-5540-7
    Series Statement: IMF Working Papers
    Content: Quantitative easing could improve market liquidity through many channels such as relaxing bank funding constraints, increasing risk appetite, and facilitating trades. However, it can also reduce market liquidity when the increase in the central bank’s holdings of certain securities leads to a scarcity of those securities and hence higher search costs in the market. Using security-level data from the Japanese government bond (JGB) market, this paper finds evidence of the scarcity (flow) effects of the Bank of Japan (BOJ)’s JGB purchases on market liquidity. Moreover, we also find evidence that such scarcity effects could dominate other effects when the share of the BOJ’s holdings exceeds certain thresholds, suggesting that the flow effects may also depend on the stock.
    Additional Edition: ISBN 1-4843-5367-6
    Language: English
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  • 10
    Online Resource
    Online Resource
    Washington, D.C. :International Monetary Fund,
    UID:
    edoccha_9959745961202883
    Format: 1 online resource (20 pages)
    Edition: First edition.
    ISBN: 1-4983-2539-4 , 1-4983-2541-6
    Series Statement: IMF Working Papers
    Content: The yen is an important barometer for the Japanese economy. Depreciations are typically associated with favorable economic developments such as increased corporate profits, rising equity prices, and upward pressure on domestic consumer prices. On the other hand, large and sharp appreciations run the risk of lowering actual and expected inflation, squeezing corporate profits, generating a negative wealth effect through depressed equity prices, and reducing confidence in the Bank of Japan’s efforts to reflate the domestic economy and achieve the inflation target. This paper takes a closer look at underlying drivers of rapid yen appreciations, highlighting the key role of carry-trade and the zero lower bound as important amplifiers.
    Note: Cover -- Contents -- Abstract -- I. Introduction -- II. Main Drivers of Short-Run Yen Dynamics -- III. Three Episodes of Large and Rapid Yen Appreciations -- IV. Disentangling Exchange Rate Drivers Using a VAR Model -- V. Results -- VI. Conclusions and Policy Implications -- References -- Box -- 1. The Flash Crash of the Yen on January 4, 2019 -- Figures -- 1. Three Episodes of Large and Sudden Yen Appreciations -- 2. Impulse Response Functions -- 3. Impulse Responses of Exchange Rate to an Increase in VIX when VIX is High -- 4. Distribution of Exchange Rate Movement -- 5. Impulse Responses of the Skewness of Distribution of Exchange Rate Movement.
    Additional Edition: ISBN 1-4983-1734-0
    Language: English
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