In the postwar years, an eruption of urbanization took place across Japan, from its historical central cities to the outer reaches of the archipelago. During the 1960s and 1970s, Japanese literary and visual media took a deep interest in cities and their problems, and what this rapid change meant for the country. In Residual Futures, Franz Prichard offers a pathbreaking analysis of the works wrought from this intensive urbanization, mapping the ways in which Japanese filmmakers, writers, photographers, and other artists came to grips with the entwined ecologies of a drastic transformation. Residual Futures examines crucial works of documentary film, fiction, and photography that interrogated Japan’s urbanization and integration into the U.S.-dominated geopolitical system. Prichard discusses documentary filmmaker Tsuchimoto Noriaki’s portrait of the urban “traffic war” and the remaking of Tokyo for the 1964 Olympics, novelist Abe Kōbō’s depictions of infrastructure and urban sociality, and the radical notions of landscape that emerge from the critical and photographic work of Nakahira Takuma. His careful readings reveal the shifting relationships among urban materialities and subjectivities and the ecological, political, and aesthetic vocabularies of urban change. A novel cultural history of critical urban discourse in Japan, Residual Futures brings an interdisciplinary approach to Japanese literary and visual media studies. It provides a vital new perspective on the infrastructural aesthetics and entangled urban and media conditions of the global Cold War.

Special edition of the Federal Register, containing a codification of documents of general applicability and future effect ... with ancillaries.

This volume provides a concise yet comprehensive overview of minimal residual disease (MRD) testing. The text reviews the history of MRD testing, MRD testing for acute lymphoblastic leukemia/lymphoma, molecular diagnostics for MRD analysis in hematopoietic malignancies, the use of "difference from normal" flow cytometry in monitoring AML response, ML-DS for measurable residual disease detection, and advancements in next generation sequencing for detecting MRD. Written by experts in the field, Minimal Residual Disease Testing: Current Innovations and Future Directions is a valuable resource for hematologists, oncologists, pathologists, and radiologists on the variety of technologies available to detect MRD and how best to integrate these platforms into clinical practice.

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors; Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters; Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization; Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management; Simulation of normal mixture and Markov switching GARCH returns; Cointegration based index tracking and pairs trading, with error correction and impulse response modelling; Markov switching regression models (Eviews code); GARCH term structure forecasting with volatility targeting; Non-linear quantile regressions with applications to hedging.