Info
12th Chaotic Modeling and Simulation International Conference [[electronic resource] /] / edited by Christos H. Skiadas, Yiannis Dimotikalis
| 12th Chaotic Modeling and Simulation International Conference [[electronic resource] /] / edited by Christos H. Skiadas, Yiannis Dimotikalis |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XI, 306 p. 118 illus., 61 illus. in color.) |
| Disciplina | 003.857 |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico |
Statistical physics
Dynamical systems Computer simulation Computational complexity Technology Game theory Complex Systems Simulation and Modeling Complexity Applied Science, multidisciplinary Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39515-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Active Nanoobjects, Neutrino and Higgs Boson in a Fractal Models of the Universe.-Coupled Fractal Structures with Elements of Cylindrical Type -- Brain dynamics explained by means of spectral-structural neuronal networks -- Effect of long-range spreading on two-species reaction-diffusion system -- Special Sensitive System via Furstenberg family and its applications -- Mosaic patterns in reaction-diffusion systems -- Modulating the Light-Driven conductivity in Biosystem -- Approaches to Estimating the Dynamics of Interacting Populations with Impulse Effects and Uncertainty -- Tricritical directed percolation with long-range spreading -- Anisotropic MHD Turbulence Near Two Spatial Dimensions: General Field Theoretic Renormalization Group Analysis -- Intermittency of Chaos Functions and the Belousov-Zhabotinsky Reaction -- Reaction-Diffusion Systems and Propagation of Limit Cycles with Chaotic Dynamics -- Decision-making in a context of uncertainty -- Microwave oven plasma reactor moding and its detection -- Unexpected Properties of Open Quantum Graphs and Microwave Networks -- Dynamics of a Cournot duopoly game with differentiated goods between public and private firms -- Influence of the Heart Rate on Dynamics of Cardiorespiratory System -- Threshold Method for Control of Chaotic Oscillations -- Some Implications of Invariant Model of Boltzmann Statistical Mechanics to the Gap between Physics and Mathematics -- Deterministic Irreversibility Mechanism and Basic Element of Matter -- Global Indeterminacy and Invariant Manifolds near Homoclinic Orbit to a Real Saddle in a Resource Optimal System -- The method of singular integral equations in the theory of microstrip antennas based on chiral metamaterials -- Microstrip and fractal antennas based on chiral metamaterials in MIMO systems. . |
| Record Nr. | UNISA-996418179803316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
12th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis
| 12th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XI, 306 p. 118 illus., 61 illus. in color.) |
| Disciplina | 003.857 |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico |
Statistical physics
Dynamics Computer simulation Computational complexity Technology Game theory Complex Systems Simulation and Modeling Complexity Applied Science, multidisciplinary Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39515-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Active Nanoobjects, Neutrino and Higgs Boson in a Fractal Models of the Universe.-Coupled Fractal Structures with Elements of Cylindrical Type -- Brain dynamics explained by means of spectral-structural neuronal networks -- Effect of long-range spreading on two-species reaction-diffusion system -- Special Sensitive System via Furstenberg family and its applications -- Mosaic patterns in reaction-diffusion systems -- Modulating the Light-Driven conductivity in Biosystem -- Approaches to Estimating the Dynamics of Interacting Populations with Impulse Effects and Uncertainty -- Tricritical directed percolation with long-range spreading -- Anisotropic MHD Turbulence Near Two Spatial Dimensions: General Field Theoretic Renormalization Group Analysis -- Intermittency of Chaos Functions and the Belousov-Zhabotinsky Reaction -- Reaction-Diffusion Systems and Propagation of Limit Cycles with Chaotic Dynamics -- Decision-making in a context of uncertainty -- Microwave oven plasma reactor moding and its detection -- Unexpected Properties of Open Quantum Graphs and Microwave Networks -- Dynamics of a Cournot duopoly game with differentiated goods between public and private firms -- Influence of the Heart Rate on Dynamics of Cardiorespiratory System -- Threshold Method for Control of Chaotic Oscillations -- Some Implications of Invariant Model of Boltzmann Statistical Mechanics to the Gap between Physics and Mathematics -- Deterministic Irreversibility Mechanism and Basic Element of Matter -- Global Indeterminacy and Invariant Manifolds near Homoclinic Orbit to a Real Saddle in a Resource Optimal System -- The method of singular integral equations in the theory of microstrip antennas based on chiral metamaterials -- Microstrip and fractal antennas based on chiral metamaterials in MIMO systems. . |
| Record Nr. | UNINA-9910380738703321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
13th chaotic modeling and simulation international conference / / Christos H. Skiadas and Yiannis Dimotikalis, editors
| 13th chaotic modeling and simulation international conference / / Christos H. Skiadas and Yiannis Dimotikalis, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (1079 pages) |
| Disciplina | 500 |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico | Science |
| ISBN | 3-030-70795-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910513583203321 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
13th chaotic modeling and simulation international conference / / Christos H. Skiadas and Yiannis Dimotikalis, editors
| 13th chaotic modeling and simulation international conference / / Christos H. Skiadas and Yiannis Dimotikalis, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (1079 pages) |
| Disciplina | 500 |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico | Science |
| ISBN | 3-030-70795-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466744803316 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
14th Chaotic Modeling and Simulation International Conference / / Christos H. Skiadas, Yiannis Dimotikalis, editors
| 14th Chaotic Modeling and Simulation International Conference / / Christos H. Skiadas, Yiannis Dimotikalis, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (560 pages) |
| Disciplina | 003.857 |
| Collana | Springer proceedings in complexity |
| Soggetto topico |
Chaotic behavior in systems
Mathematical models |
| ISBN | 3-030-96964-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996478859003316 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
14th Chaotic Modeling and Simulation International Conference / / Christos H. Skiadas, Yiannis Dimotikalis, editors
| 14th Chaotic Modeling and Simulation International Conference / / Christos H. Skiadas, Yiannis Dimotikalis, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (560 pages) |
| Disciplina | 003.857 |
| Collana | Springer proceedings in complexity |
| Soggetto topico |
Chaotic behavior in systems
Mathematical models |
| ISBN | 3-030-96964-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910578700603321 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
15th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis
| 15th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis |
| Autore | Skiadas Christos H |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (395 pages) |
| Disciplina | 003.857015118 |
| Altri autori (Persone) | DimotikalisYiannis |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico |
System theory
Computer simulation Complex Systems Computer Modelling |
| ISBN | 3-031-27082-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Active Objects and the Higgs Field in the Quark-gluon Model of Fractal Systems -- Influence of Variable Amplitude and Modulation of the Fractal Index on the States of the Deformation Field of Coupled Structures -- Orbital Waves and Quantum Densities from Time-Discrete Chaotic Sequences -- Changes in the Rock Mass Geomechanical Properties with Account of the Chaos Theory Based on a Computational Experiment -- Effects of Frustrated Interactions on Synchronicity in Electrical Power Grids -- Chaotic Properties of new 1-D and 2-D Maps -- Transformation of Master-slave Systems with Harmonic Terms for Improved Stability in Numerical Continuation -- One-dimensional Map Without Fixed Points and with Amplitude Control -- Smoluchowski Approximation: Analysis of Reaction-diffusion Systems with Long-range spreading -- Dynamic Isotropic Percolation Process: Renormalization Group Analysis -- 2-D Generalized Turing Maps and Discrete Limit Cycles with Phase Shift -- Strong Coupling Asymptotics of RG-function -- The Origin of Dissipation in Quantum Many-Body Systems -- Role of the Boundary Conditions in the Graphs Split at Vertices -- Simulation and Optimisation Techniques for Construction of a Probability Box Structure -- Reliability-Based Numerical Analysis of Spread Foundations Incorporating Spatial Variability on a Complex Substratified Layered Medium -- Critical Dynamics of the Superfuid Phase Transition. Calculation of z critical exponent and Stability of the IR Fixed Point -- Cardiorespiratory System under Delta Covid Variant Disease -- Rare Attractors and Chaos in Buck Converter Under Peak-Current Mode Control -- Analysis of the Influence of Boundary Conditions in Kinetic Problems -- Complexity and Chaos Control of a Bertrand Guopoly Game with Bounded Rational and Imitative Expectations -- On the Dynamics of a Heterogeneous Duopoly Game Participating in Nitrogen EmissionReduction -- Symmetry and Generalized Intermittency in the Lorenz Model -- Examples of Applications of an Invariant Statistical Theory of Field to Cosmology, Astrophysics Hydrodynamics, Electrodynamics, and Photonics -- "Order" and "Chaos" in the Evolution of Matter -- Fisher Information Perspective of Pauli’s Electron -- Formal Setting for Period Doubling Bifurcation of Limit Cycles. |
| Record Nr. | UNINA-9910734844903321 |
Skiadas Christos H
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
16th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis
| 16th Chaotic Modeling and Simulation International Conference / / edited by Christos H. Skiadas, Yiannis Dimotikalis |
| Autore | Skiadas Christos H |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (1051 pages) |
| Disciplina | 003.857 |
| Altri autori (Persone) | DimotikalisYiannis |
| Collana | Springer Proceedings in Complexity |
| Soggetto topico |
System theory
Computer simulation Complex Systems Computer Modelling |
| ISBN |
9783031609077
3031609077 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Relativistic Superjet, Tetraneutrons and Higgs Boson in the Quark-Gluon Model -- Split Dislocations in a Fractal Coupled Structure -- A New Price of the Arithmetic Asian Option:A Simple Formula -- Study on Analog and Discrete Chaos Oscillators Synchronization -- Investigating Environmental Temperature Effect on Gene Transcription Phenomena:Chaos Approach -- Rotor-stator contact in a hydropower machine with squeeze-film damper -- One-directional grid scroll hidden attractor on the plane -- Fundamental Frequency Impact on Vilnius Chaos Oscillator Dynamics -- Evaluation of critical dimension composite operators for the stochastic model A -- Analysis and Control of Chaos in Simple 3D Autonomous System with Exponential Nonlinearity -- Principal component analysis on granularity and instability of economic systems in emerging countries -- Codification of images based on deterministic Brownian motion -- Synthesis of multifractals by Brownian dynamics of a point in a field of N central forces -- A Higher-Order Septic Nonlinear Model for Transverse waves in a Generalized Elastic Medium -- Renormalization group study of two-species reaction-diffusion system: Influence of random velocity fluctuations -- Helical Magnetohydrodynamic Turbulence Progress in Two-Loop Approximation -- Dynamics of an electronic relay systems with bandpass filtered feedback -- Thermodynamics of Dissipative Solitons -- Possible Chaotic Behavior in Models Inspired by Field Theories -- Generalized Normal Forms in Dynamical Systems Near Equilibrium -- Chemical Analogs of Voronoi Diagrams -- 3-D Discrete Vortex and Convection for the Lorenz System -- 3-D Discrete Eddy and Convection for the Turing Model -- Complex dynamics generated by simultaneous route and departure time choice in transportation networks -- Distributions of the reflection amplitude for networks with unitary and symplectic symmetries in the case of large absorption -- Modulational Instability, Vector Solitons and Extreme Amplitude Envelopes in Asymmetric Coupled Nonlinear Schrodinger Equations -- A New Method for Improving Pseudorandomness of Pseudorandom Sequences with Applications -- Entropy-Based Approaches of Edge Significance Quantification in Complex Networks: Detection of Link Vulnerabilities Using Static, Dynamic and Group-Focused Methods -- On the Efficiency and Accuracy of the FORM Algorithm Applied to Nonlinear Models for Geotechnical Design -- Metamodelling with the Multi-Dimensional Hermite Polynomial Chaos Expansion -- Exploring the Chaotic Dynamics of Cocirculating Disease Strains:Toward Agent-Based Modeling -- Dynamics of a Hydropower Rotor supported by an Elastic Generator-Bearing Bracket -- Chaos in hydrodynamic system with delay -- Defining ontologies within the FDB model -- Investigation the effect of moment on processes near the surface of a crystalline body based on a micromodel -- Anomalous scaling under the influence of helicity and finite-time correlations in the Kazantsev-Kraichnan model of fully developed kinematic magnetohydrodynamic turbulence -- SIR and SIS Epidemic Dynamics in Random Contact Networks -- Effects of nonlinear magnetic forces on the dynamics of hydropower generators with floating rotor rim -- Core expansion and spiral breakup in oscillatory recovering media -- Optimization of the Management of the Quality of Living Environment using the Chaotic Approach -- Dynamics of a Cournot Game with Differentiated Goods and Asymmetric Information -- Attractor Coexistence, Butterfly Effects, and Chaos (ABC):A Review of Lorenz and Generalized Lorenz Models -- Invariant Boltzmann Statistical Mechanics and the Physical Foundations of Quantum Mechanics, Quantum Gravity, and Quantum Cosmology -- Weak Chaos in the Plasma of a Fusion Device -- Chaos in the φ0 SFS Josephson junction -- A Fisher Information Perspective of Relativistic Quantum Mechanics -- Temporal Divergence of C. elegans Locomotion -- Predicting high frequency prices: new evidence from the E-mini S&P 500 futures market. |
| Record Nr. | UNINA-9910951904803321 |
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Skiadas Christos H
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied modeling techniques and data analysis 2 : financial, demographic, stochastic and statistical models and methods / / edited by Yannis Dimotikalis [and three others]
| Applied modeling techniques and data analysis 2 : financial, demographic, stochastic and statistical models and methods / / edited by Yannis Dimotikalis [and three others] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (289 pages) |
| Disciplina | 006.312 |
| Soggetto topico | Data mining |
| ISBN |
1-119-82162-2
1-119-82172-X 1-119-82163-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- Part 1. Financial and Demographic Modeling Techniques -- Chapter 1. Data Mining Application Issues in the Taxpayer Selection Process -- 1.1. Introduction -- 1.2. Materials and methods -- 1.2.1. Data -- 1.2.2. Interesting taxpayers -- 1.2.3. Enforced tax recovery proceedings -- 1.2.4. The models -- 1.3. Results -- 1.4. Discussion -- 1.5. Conclusion -- 1.6. References -- Chapter 2: Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model -- 2.1. Introduction -- 2.2. The results -- 2.3. Proofs -- 2.4. References -- Chapter 3: New Dividend Strategies -- 3.1. Introduction -- 3.2. Model 1 -- 3.3. Model 2 -- 3.4. Conclusion and further results -- 3.5. Acknowledgments -- 3.6. References -- Chapter 4: Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan -- 4.1. Introduction -- 4.2. The pension system -- 4.3. Theoretical framework of the Musgrave rule -- 4.4. Transformation of the retirement fund -- 4.5. Conclusion -- 4.6. References -- Chapter 5: Forecasting Stochastic Volatility for Exchange Rates using EWMA -- 5.1. Introduction -- 5.2. Data -- 5.3. Empirical model -- 5.4. Exchange rate volatility forecasting -- 5.5. Conclusion -- 5.6. Acknowledgments -- 5.7. References -- Chapter 6: An Arbitrage-free Large Market Model for Forward Spread Curves -- 6.1. Introduction and background -- 6.1.1. Term-structure (interest rate) models -- 6.1.2. Forward-rate models versus spot-rate models -- 6.1.3. The Heath-Jarrow-Morton framework -- 6.1.4. Construction of our model -- 6.2. Construction of a market with infinitely many assets -- 6.2.1. The Cuchiero-Klein-Teichmann approach -- 6.2.2. Adapting Cuchiero-Klein-Teichmann's results to our objective -- 6.3. Existence, uniqueness and non-negativity.
6.3.1. Existence and uniqueness: mild -- 6.3.2. Non-negativity of solutions -- 6.4. Conclusion and future works -- 6.5. References -- Chapter 7: Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060 -- 7.1. Life expectancy and healthy life expectancy estimates -- 7.2. The logistic model -- 7.3. The HALE estimates and our direct calculations -- 7.4. Conclusion -- 7.5. References -- Chapter 8: Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania -- 8.1. Introduction -- 8.2. Material and method -- 8.3. Results -- 8.4. Discussion -- 8.5. References -- Chapter 9: Some Remarks on the Coronavirus Pandemic in Europe -- 9.1. Introduction -- 9.2. Background -- 9.2.1. CoV pathogens -- 9.2.2. Clinical characteristics of COVID-19 -- 9.2.3. Diagnosis -- 9.2.4. Epidemiology and transmission of COVID-19 -- 9.2.5. Country response measures -- 9.2.6. The role of statistical research in the case of COVID-19 and its challenges -- 9.3. Materials and analyses -- 9.4. The first phase of the pandemic -- 9.5. Concluding remarks -- 9.6. References -- Part 2. Applied Stochastic and Statistical Models and Methods -- Chapter 10. The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data -- 10.1. Introduction -- 10.1.1. The flexible Dirichlet distribution -- 10.2. The double flexible Dirichlet distribution -- 10.2.1. Mixture components and cluster means -- 10.3. Computational and estimation issues -- 10.3.1. Parameter estimation: the EM algorithm -- 10.3.2. Simulation study -- 10.4. References -- Chapter 11. Quantization of Transformed Lévy Measures -- 11.1. Introduction -- 11.2. Estimation strategy -- 11.3. Estimation of masses and the atoms -- 11.4. Simulation results -- 11.5. Conclusion -- 11.6. References. Chapter 12. A Flexible Mixture Regression Model for Bounded Multivariate Responses -- 12.1. Introduction -- 12.2. Flexible Dirichlet regression model -- 12.3. Inferential issues -- 12.4. Simulation studies -- 12.4.1. Simulation study 1: presence of outliers -- 12.4.2. Simulation study 2: generic mixture of two Dirichlet distributions -- 12.4.3. Simulation study 3: FD distribution -- 12.5. Discussion -- 12.6. References -- Chapter 13: On Asymptotic Structure of the CriticalGalton-Watson Branching Processes with Infinite Variance and Allowing Immigration -- 13.1. Introduction -- 13.2. Invariant measures of GW process -- 13.3. Invariant measures of GWPI -- 13.4. Conclusion -- 13.5. References -- Chapter 14. Properties of the Extreme Points of theJoint Eigenvalue Probability DensityFunction of the Wishart Matrix -- 14.1. Introduction -- 14.2. Background -- 14.3. Polynomial factorization of the Vandermonde andWishart matrices -- 14.4. Matrix norm of the Vandermonde and Wishart matrices -- 14.5. Condition number of the Vandermonde and Wishart matrices -- 14.6. Conclusion -- 14.7. Acknowledgments -- 14.8. References -- Chapter 15: Forecast Uncertainty of the Weighted TAR Predictor -- 15.1. Introduction -- 15.2. SETAR predictors and bootstrap prediction intervals -- 15.3. Monte Carlo simulation -- 15.4. References -- Chapter 16: Revisiting Transitions Between Superstatistics -- 16.1. Introduction -- 16.2. From superstatistic to transition between superstatistics -- 16.3. Transition confirmation -- 16.4. Beck's transition model -- 16.5. Conclusion -- 16.6. Acknowledgments -- 16.7. References -- Chapter 17: Research on Retrial Queue with Two-Way Communication in a Diffusion Environment -- 17.1. Introduction -- 17.2. Mathematical model -- 17.3. Asymptotic average characteristics -- 17.4. Deviation of the number of applications in the system. 17.5. Probability distribution density of device states -- 17.6. Conclusion -- 17.7. References -- List of Authors -- Index -- Other titles from iSTE in Innovation, Entrepreneurship and Management -- EULA. |
| Record Nr. | UNINA-9910677924203321 |
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Applied modeling techniques and data analysis 2 : financial, demographic, stochastic and statistical models and methods / / edited by Yannis Dimotikalis [and three others]
| Applied modeling techniques and data analysis 2 : financial, demographic, stochastic and statistical models and methods / / edited by Yannis Dimotikalis [and three others] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (289 pages) |
| Disciplina | 006.312 |
| Soggetto topico | Data mining |
| ISBN |
1-119-82162-2
1-119-82172-X 1-119-82163-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- Part 1. Financial and Demographic Modeling Techniques -- Chapter 1. Data Mining Application Issues in the Taxpayer Selection Process -- 1.1. Introduction -- 1.2. Materials and methods -- 1.2.1. Data -- 1.2.2. Interesting taxpayers -- 1.2.3. Enforced tax recovery proceedings -- 1.2.4. The models -- 1.3. Results -- 1.4. Discussion -- 1.5. Conclusion -- 1.6. References -- Chapter 2: Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model -- 2.1. Introduction -- 2.2. The results -- 2.3. Proofs -- 2.4. References -- Chapter 3: New Dividend Strategies -- 3.1. Introduction -- 3.2. Model 1 -- 3.3. Model 2 -- 3.4. Conclusion and further results -- 3.5. Acknowledgments -- 3.6. References -- Chapter 4: Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan -- 4.1. Introduction -- 4.2. The pension system -- 4.3. Theoretical framework of the Musgrave rule -- 4.4. Transformation of the retirement fund -- 4.5. Conclusion -- 4.6. References -- Chapter 5: Forecasting Stochastic Volatility for Exchange Rates using EWMA -- 5.1. Introduction -- 5.2. Data -- 5.3. Empirical model -- 5.4. Exchange rate volatility forecasting -- 5.5. Conclusion -- 5.6. Acknowledgments -- 5.7. References -- Chapter 6: An Arbitrage-free Large Market Model for Forward Spread Curves -- 6.1. Introduction and background -- 6.1.1. Term-structure (interest rate) models -- 6.1.2. Forward-rate models versus spot-rate models -- 6.1.3. The Heath-Jarrow-Morton framework -- 6.1.4. Construction of our model -- 6.2. Construction of a market with infinitely many assets -- 6.2.1. The Cuchiero-Klein-Teichmann approach -- 6.2.2. Adapting Cuchiero-Klein-Teichmann's results to our objective -- 6.3. Existence, uniqueness and non-negativity.
6.3.1. Existence and uniqueness: mild -- 6.3.2. Non-negativity of solutions -- 6.4. Conclusion and future works -- 6.5. References -- Chapter 7: Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060 -- 7.1. Life expectancy and healthy life expectancy estimates -- 7.2. The logistic model -- 7.3. The HALE estimates and our direct calculations -- 7.4. Conclusion -- 7.5. References -- Chapter 8: Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania -- 8.1. Introduction -- 8.2. Material and method -- 8.3. Results -- 8.4. Discussion -- 8.5. References -- Chapter 9: Some Remarks on the Coronavirus Pandemic in Europe -- 9.1. Introduction -- 9.2. Background -- 9.2.1. CoV pathogens -- 9.2.2. Clinical characteristics of COVID-19 -- 9.2.3. Diagnosis -- 9.2.4. Epidemiology and transmission of COVID-19 -- 9.2.5. Country response measures -- 9.2.6. The role of statistical research in the case of COVID-19 and its challenges -- 9.3. Materials and analyses -- 9.4. The first phase of the pandemic -- 9.5. Concluding remarks -- 9.6. References -- Part 2. Applied Stochastic and Statistical Models and Methods -- Chapter 10. The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data -- 10.1. Introduction -- 10.1.1. The flexible Dirichlet distribution -- 10.2. The double flexible Dirichlet distribution -- 10.2.1. Mixture components and cluster means -- 10.3. Computational and estimation issues -- 10.3.1. Parameter estimation: the EM algorithm -- 10.3.2. Simulation study -- 10.4. References -- Chapter 11. Quantization of Transformed Lévy Measures -- 11.1. Introduction -- 11.2. Estimation strategy -- 11.3. Estimation of masses and the atoms -- 11.4. Simulation results -- 11.5. Conclusion -- 11.6. References. Chapter 12. A Flexible Mixture Regression Model for Bounded Multivariate Responses -- 12.1. Introduction -- 12.2. Flexible Dirichlet regression model -- 12.3. Inferential issues -- 12.4. Simulation studies -- 12.4.1. Simulation study 1: presence of outliers -- 12.4.2. Simulation study 2: generic mixture of two Dirichlet distributions -- 12.4.3. Simulation study 3: FD distribution -- 12.5. Discussion -- 12.6. References -- Chapter 13: On Asymptotic Structure of the CriticalGalton-Watson Branching Processes with Infinite Variance and Allowing Immigration -- 13.1. Introduction -- 13.2. Invariant measures of GW process -- 13.3. Invariant measures of GWPI -- 13.4. Conclusion -- 13.5. References -- Chapter 14. Properties of the Extreme Points of theJoint Eigenvalue Probability DensityFunction of the Wishart Matrix -- 14.1. Introduction -- 14.2. Background -- 14.3. Polynomial factorization of the Vandermonde andWishart matrices -- 14.4. Matrix norm of the Vandermonde and Wishart matrices -- 14.5. Condition number of the Vandermonde and Wishart matrices -- 14.6. Conclusion -- 14.7. Acknowledgments -- 14.8. References -- Chapter 15: Forecast Uncertainty of the Weighted TAR Predictor -- 15.1. Introduction -- 15.2. SETAR predictors and bootstrap prediction intervals -- 15.3. Monte Carlo simulation -- 15.4. References -- Chapter 16: Revisiting Transitions Between Superstatistics -- 16.1. Introduction -- 16.2. From superstatistic to transition between superstatistics -- 16.3. Transition confirmation -- 16.4. Beck's transition model -- 16.5. Conclusion -- 16.6. Acknowledgments -- 16.7. References -- Chapter 17: Research on Retrial Queue with Two-Way Communication in a Diffusion Environment -- 17.1. Introduction -- 17.2. Mathematical model -- 17.3. Asymptotic average characteristics -- 17.4. Deviation of the number of applications in the system. 17.5. Probability distribution density of device states -- 17.6. Conclusion -- 17.7. References -- List of Authors -- Index -- Other titles from iSTE in Innovation, Entrepreneurship and Management -- EULA. |
| Record Nr. | UNINA-9910825723903321 |
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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