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In this paper, we propose a novel low dimensional manifold model (LDMM) and apply it to some image processing problems. LDMM is based on the fact that the patch manifolds of many natural images have low dimensional structure. Based on this fact, the dimension of the patch manifold is used as a regularization to recover the image. The key step in LDMM is to solve a Laplace-Beltrami equation over a point cloud which is solved by the point integral method. The point integral method enforces the sample point constraints correctly and gives better results than the standard graph Laplacian. Numerical simulations in image denoising, inpainting and super-resolution problems show that LDMM is a powerful method in image processing.

Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the various methods. This book grew out of a course at Princeton University which is one of the world's flagship programs in computational finance and financial engineering. It will therefore be useful for those with an economics and finance background who are looking to sharpen their quantitative skills, and also for those with strong quantitative skills who want to learn how to apply them to finance.