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Statistical Analysis and Stochastic Modelling of Hydrological Extremes
Statistical Analysis and Stochastic Modelling of Hydrological Extremes
Autore Tabari Hossein
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 electronic resource (294 p.)
Soggetto non controllato artificial neural network
downscaling
innovative methods
reservoir inflow forecasting
simulation
extreme events
climate variability
sparse monitoring network
weighted mean analogue
sampling errors
precipitation
drought indices
discrete wavelet
SWSI
hyetograph
trends
climate change
SIAP
Kabul river basin
Hurst exponent
extreme rainfall
evolutionary strategy
the Cauca River
hydrological drought
global warming
least square support vector regression
polynomial normal transform
TRMM
satellite data
Fiji
heavy storm
flood regime
compound events
random forest
uncertainty
seasonal climate forecast
INDC pledge
Pakistan
wavelet artificial neural network
HBV model
temperature
APCC Multi-Model Ensemble
meteorological drought
flow regime
high resolution
rainfall
clausius-clapeyron scaling
statistical downscaling
ENSO
forecasting
variation analogue
machine learning
extreme rainfall analysis
hydrological extremes
multivariate modeling
monsoon
non-stationary
support vector machine
ANN model
stretched Gaussian distribution
drought prediction
non-normality
statistical analysis
extreme precipitation exposure
drought analysis
extreme value theory
streamflow
flood management
ISBN 3-03921-665-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910367749703321
Tabari Hossein  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Autore Sornette Didier <1957->
Pubbl/distr/stampa Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Descrizione fisica 1 online resource (417 pages) : illustrations
Disciplina 332.63/222
Altri autori (Persone) SornetteDidier
Collana Princeton Science Library
Soggetto topico Stocks - Prices - History
Financial crises - United States - History
Soggetto non controllato Asia
Black Monday
Dow Jones Industrial Average
Hong Kong
Latin America
Louis Bachelier
Nasdaq index
Nasdaq
Nikkei
Russia
South Sea bubble
anti-imitation
antibubble
arbitrage opportunities
bubble
collapse
complex systems
computational methods
cooperative behavior
cooperative speculation
crash hazard
currency crash
derivatives
discrete scale invariance
drawdown
efficient market
emergent markets
extreme events
financial crashes
finite-time singularity
forward prediction
fractals
free lunch
gold
hazard rate
hedging
herding
imitation
insurance portfolio
log-periodicity
market failure
natural scientists
outlier
population dynamics
positive feedback
power law
prediction
price-driven model
random walk
rational agent
renormalization group
returns
risk-driven model
risk
self-organization
self-similarity
social network
social scientists
speculative bubble
stock market crash
stock market indices
stock market prices
stock market
superhumans
sustainability
tronics boom
tulip mania
world economy
Classificazione QK 650
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index
Record Nr. UNINA-9910792788903321
Sornette Didier <1957->  
Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Autore Sornette Didier <1957->
Pubbl/distr/stampa Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Descrizione fisica 1 online resource (417 pages) : illustrations
Disciplina 332.63/222
Altri autori (Persone) SornetteDidier
Collana Princeton Science Library
Soggetto topico Stocks - Prices - History
Financial crises - United States - History
Soggetto non controllato Asia
Black Monday
Dow Jones Industrial Average
Hong Kong
Latin America
Louis Bachelier
Nasdaq index
Nasdaq
Nikkei
Russia
South Sea bubble
anti-imitation
antibubble
arbitrage opportunities
bubble
collapse
complex systems
computational methods
cooperative behavior
cooperative speculation
crash hazard
currency crash
derivatives
discrete scale invariance
drawdown
efficient market
emergent markets
extreme events
financial crashes
finite-time singularity
forward prediction
fractals
free lunch
gold
hazard rate
hedging
herding
imitation
insurance portfolio
log-periodicity
market failure
natural scientists
outlier
population dynamics
positive feedback
power law
prediction
price-driven model
random walk
rational agent
renormalization group
returns
risk-driven model
risk
self-organization
self-similarity
social network
social scientists
speculative bubble
stock market crash
stock market indices
stock market prices
stock market
superhumans
sustainability
tronics boom
tulip mania
world economy
Classificazione QK 650
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index
Record Nr. UNINA-9910816254103321
Sornette Didier <1957->  
Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui