Test Token Price Prediction
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The Testing Charade
Author: Daniel Koretz
language: en
Publisher: University of Chicago Press
Release Date: 2017-08-31
For decades we’ve been studying, experimenting with, and wrangling over different approaches to improving public education, and there’s still little consensus on what works, and what to do. The one thing people seem to agree on, however, is that schools need to be held accountable—we need to know whether what they’re doing is actually working. But what does that mean in practice? High-stakes tests. Lots of them. And that has become a major problem. Daniel Koretz, one of the nation’s foremost experts on educational testing, argues in The Testing Charade that the whole idea of test-based accountability has failed—it has increasingly become an end in itself, harming students and corrupting the very ideals of teaching. In this powerful polemic, built on unimpeachable evidence and rooted in decades of experience with educational testing, Koretz calls out high-stakes testing as a sham, a false idol that is ripe for manipulation and shows little evidence of leading to educational improvement. Rather than setting up incentives to divert instructional time to pointless test prep, he argues, we need to measure what matters, and measure it in multiple ways—not just via standardized tests. Right now, we’re lying to ourselves about whether our children are learning. And the longer we accept that lie, the more damage we do. It’s time to end our blind reliance on high-stakes tests. With The Testing Charade, Daniel Koretz insists that we face the facts and change course, and he gives us a blueprint for doing better.
Market Risk Analysis, Boxset
Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance. Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation. Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging. Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.
Information and Communication Technology for Competitive Strategies (ICTCS 2022)
This book contains best selected research papers presented at ICTCS 2022: Seventh International Conference on Information and Communication Technology for Competitive Strategies. The conference will be held in Chandigarh, India during 9 – 10 December 2022. The book covers state-of-the-art as well as emerging topics pertaining to ICT and effective strategies for its implementation for engineering and managerial applications. This book contains papers mainly focused on ICT for computation, algorithms and data analytics and IT security. The work is presented in two volumes.