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200 10$aDesigning renewable energy systems $ea life cycle assessment approach /$fLeda Gerber
210 1$aLausanne, Switzerland :$cEPFL Press,$d[2014]
210 4$d©2014
215 $a1 online resource (226 p.)
300 $aDescription based upon print version of record.
311 $a1-4987-1127-8
320 $aIncludes bibliographical references (pages 199-209).
327 $aCover; Foreword; Preface; Contents; Chapter 1: Introduction; Chapter 2: The LCA approach; Chapter 3: Application to thermochemical wood conversion; Chapter 4: Application to enhanced geothermal systems; Chapter 5: Application to urban systems; Chapter 6: Conclusions; Appendix A: ecoinvent® equivalences; Appendix B: Configurations for thermochemical wood conversion; Appendix C: Configurations for EGS; Appendix D: Simplified models for urban systems; Appendix E: Configurations for urban systems; Bibliography; Nomenclature
330 $a
The book discusses a multi-objective optimization approach in LCA that allows the flexible construction of comprehensive Pareto fronts to help understand the weightings and relative importance of its elements. The methodology is applied to the pertinent topics of thermochemical wood conversion, deep geothermal energy, and regional energy planning.
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606 $aHydrogen as fuel -- Technological innovations
606 $aRenewable energy sources -- Technological innovations
606 $aRenewable energy sources
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606 $aEngineering & Applied Sciences$2HILCC
606 $aMechanical Engineering - General$2HILCC
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615 4$aRenewable energy sources -- Technological innovations.
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200 00$aApplied quantitative methods for trading and investment /$fedited by Christian L. Dunis, Jason Laws, and Patrick Naim
210 $aChichester, West Sussex ;$aHoboken, N.J. $cJohn Wiley$dc2003
215 $a1 online resource (427 p.)
225 1 $aWiley finance series
300 $aDescription based upon print version of record.
311 08$a9780470848852
311 08$a0470848855
320 $aIncludes bibliographical references and index.
327 $aApplied Quantitative Methods for Trading and Investment; Contents; About the Contributors; Preface; 1 Applications of Advanced Regression Analysis for Trading and Investment; Abstract; 1.1 Introduction; 1.2 Literature review; 1.3 The exchange rate and related financial data; 1.4 Benchmark models: theory and methodology; 1.5 Neural network models: theory and methodology; 1.6 Forecasting accuracy and trading simulation; 1.7 Concluding remarks; References; 2 Using Cointegration to Hedge and Trade International Equities; Abstract; 2.1 Introduction; 2.2 Time series modelling and cointegration
327 $a2.3 Implicit hedging of unknown common risk factors2.4 Relative value and statistical arbitrage; 2.5 Illustration of cointegration in a controlled simulation; 2.6 Application to international equities; 2.7 Discussion and conclusions; References; 3 Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield Curve; Abstract; 3.1 Introduction; 3.2 Background issues on asset pricing; 3.3 Duffie-Kan affine models of the term structure; 3.4 A forward rate test of the expectations theory; 3.5 Identification
327 $a3.6 Econometric methodology and applications3.7 Estimation results; 3.8 Conclusions; References; 4 Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination; Abstract; 4.1 Introduction; 4.2 The exchange rate and volatility data; 4.3 The GARCH (1,1) benchmark volatility forecasts; 4.4 The neural network volatility forecasts; 4.5 Model combinations and forecasting accuracy; 4.6 Foreign exchange volatility trading models; 4.7 Concluding remarks and further work; Acknowledgements; Appendix A; Appendix B; Appendix C; Appendix D; Appendix E
327 $aAppendix FAppendix G; References; 5 Implementing Neural Networks, Classification Trees, and Rule Induction Classification Techniques: An Application to Credit Risk; Abstract; 5.1 Introduction; 5.2 Data description; 5.3 Neural networks for classification in Excel; 5.4 Classification tree in Excel; 5.5 See5 classifier; 5.6 Conclusions; References; 6 Switching Regime Volatility: An Empirical Evaluation; Abstract; 6.1 Introduction; 6.2 The model; 6.3 Maximum likelihood estimation; 6.4 An application to foreign exchange rates; 6.5 Conclusion; References
327 $aAppendix A: Gauss code for maximum likelihood for variance switching models7 Quantitative Equity Investment Management with Time-Varying Factor Sensitivities; Abstract; 7.1 Introduction; 7.2 Factor sensitivities defined; 7.3 OLS to estimate factor sensitivities: a simple, popular but inaccurate method; 7.4 WLS to estimate factor sensitivities: a better but still sub-optimal method; 7.5 The stochastic parameter regression model and the Kalman filter: the best way to estimate factor sensitivities; 7.6 Conclusion; References
327 $a8 Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk
330 $aThis book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.Fills the gap for a book on applied quantitative investment
410 0$aWiley finance series.
606 $aFinance$xMathematical models
606 $aInvestments$xMathematical models
606 $aSpeculation$xMathematical models
615 0$aFinance$xMathematical models.
615 0$aInvestments$xMathematical models.
615 0$aSpeculation$xMathematical models.
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701 $aLaws$b Jason$0857170
701 $aNai?m$b Patrick$0857114
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