Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
The anthropology of climate change : an historical reader / / edited by Michael R. Dove
| The anthropology of climate change : an historical reader / / edited by Michael R. Dove |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex : , : Wiley Blackwell, , 2014 |
| Descrizione fisica | 1 online resource (360 pages) : illustrations |
| Disciplina | 551.6011 |
| Altri autori (Persone) | DoveMichael <1949-> |
| Collana |
Wiley Blackwell Anthologies in Social and Cultural Anthropology Series
Wiley Blackwell anthologies in social and cultural anthropology |
| Soggetto topico |
Anthropology
Climatic changes - Forecasting Climatic changes Antropologia Canvi climàtic Previsió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9781118606032
1118606035 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- The Anthropology of Climate Change: An Historical Reader -- Copyright -- Contents -- Acknowledgments to Sources -- About the Editor -- Preface -- Acknowledgments -- Introduction: The Anthropology of Climate Change: Six Millennia of Study of the Relationship between Climate and Society -- Part I Continuities -- Climate Theory -- 1 Airs, Waters, Places -- 2 On the Laws in Their Relation to the Nature of the Climate -- Beyond the Greco-Roman Tradition -- 3 The Muqaddimah: An Introduction to History -- 4 The Jungle and the Aroma of Meats: An Ecological Theme in Hindu Medicine -- Ethno-climatology -- 5 Concerning Weather Signs -- 6 Gruff Boreas, Deadly Calms: A Medical Perspective on Winds and the Victorians -- Part II Societal and Environmental Change -- Environmental Determinism -- 7 Nature, Rise, and Spread of Civilization -- 8 Environment and Culture in the Amazon Basin: An Appraisal of the Theory of Environmental Determinism -- Climate Change and Societal Collapse -- 9 Management for Extinction in Norse Greenland -- 10 What Drives Societal Collapse? -- Climatic Events as Social Crucibles -- 11 Natural Disaster and Political Crisis in a Polynesian Society: An Exploration of Operational Research -- 12 Drought as a "Revelatory Crisis" : An Exploration of Shifting Entitlements and Hierarchies in the Kalahari, Botswana -- Part III Vulnerability and Control -- Culture and Control of Climate -- 13 Rain-Shrines of the Plateau Tonga of Northern Rhodesia -- 14 El Niño, Early Peruvian Civilization, and Human Agency: Some Thoughts from the Lurin Valley -- Climatic Disasters and Social Marginalization -- 15 Katrina: The Disaster and its Doubles1 -- 16 "Nature", "Culture" and Disasters: Floods and Gender in Bangladesh -- Part IV Knowledge and its Circulation -- Emic Views of Climatic Perturbation/Disaster -- 17 Typhoons on Yap.
18 The Politics of Place: Inhabiting and Defending Glacier Hazard Zones in Peru's Cordillera Blanca -- Co-production of Knowledge in Climatic and Social Histories -- 19 Melting Glaciers and Emerging Histories in the Saint Elias Mountains -- 20 The Making and Unmaking of Rains and Reigns -- "Friction" in the Global Circulation of Climate Knowledge -- 21 Transnational Locals: Brazilian Experiences of the Climate Regime -- 22 Channeling Globality: The 1997-98 El Niño Climate Event in Peru -- Index. |
| Record Nr. | UNINA-9910970700603321 |
| Chichester, West Sussex : , : Wiley Blackwell, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial risk forecasting [[electronic resource] ] : the theory and practice of forecasting market risk, with implementation in R and Matlab / / Jón Daníelsson
| Financial risk forecasting [[electronic resource] ] : the theory and practice of forecasting market risk, with implementation in R and Matlab / / Jón Daníelsson |
| Autore | Daníelsson Jón |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (298 p.) |
| Disciplina |
658.155
658.1550112 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial risk management - Forecasting
Financial risk management - Simulation methods R (Computer program language) Gestió financera Gestió del risc Previsió Mètodes de simulació |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-119-97711-8
1-119-20586-7 1-283-40512-1 9786613405128 1-119-97710-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Risk Forecasting; Contents; Preface; Acknowledgments; Abbreviations; Notation; 1 Financial markets, prices and risk; 1.1 Prices, returns and stock indices; 1.1.1 Stock indices; 1.1.2 Prices and returns; 1.2 S&P 500 returns; 1.2.1 S&P 500 statistics; 1.2.2 S&P 500 statistics in R and Matlab; 1.3 The stylized facts of financial returns; 1.4 Volatility; 1.4.1 Volatility clusters; 1.4.2 Volatility clusters and the ACF; 1.5 Nonnormality and fat tails; 1.6 Identification of fat tails; 1.6.1 Statistical tests for fat tails; 1.6.2 Graphical methods for fat tail analysis
1.6.3 Implications of fat tails in finance1.7 Nonlinear dependence; 1.7.1 Sample evidence of nonlinear dependence; 1.7.2 Exceedance correlations; 1.8 Copulas; 1.8.1 The Gaussian copula; 1.8.2 The theory of copulas; 1.8.3 An application of copulas; 1.8.4 Some challenges in using copulas; 1.9 Summary; 2 Univariate volatility modeling; 2.1 Modeling volatility; 2.2 Simple volatility models; 2.2.1 Moving average models; 2.2.2 EWMA model; 2.3 GARCH and conditional volatility; 2.3.1 ARCH; 2.3.2 GARCH; 2.3.3 The ''memory'' of a GARCH model; 2.3.4 Normal GARCH; 2.3.5 Student-t GARCH 2.3.6 (G)ARCH in mean2.4 Maximum likelihood estimation of volatility models; 2.4.1 The ARCH(1) likelihood function; 2.4.2 The GARCH(1,1) likelihood function; 2.4.3 On the importance of σ1; 2.4.4 Issues in estimation; 2.5 Diagnosing volatility models; 2.5.1 Likelihood ratio tests and parameter significance; 2.5.2 Analysis of model residuals; 2.5.3 Statistical goodness-of-fit measures; 2.6 Application of ARCH and GARCH; 2.6.1 Estimation results; 2.6.2 Likelihood ratio tests; 2.6.3 Residual analysis; 2.6.4 Graphical analysis; 2.6.5 Implementation; 2.7 Other GARCH-type models 2.7.1 Leverage effects and asymmetry2.7.2 Power models; 2.7.3 APARCH; 2.7.4 Application of APARCH models; 2.7.5 Estimation of APARCH; 2.8 Alternative volatility models; 2.8.1 Implied volatility; 2.8.2 Realized volatility; 2.8.3 Stochastic volatility; 2.9 Summary; 3 Multivariate volatility models; 3.1 Multivariate volatility forecasting; 3.1.1 Application; 3.2 EWMA; 3.3 Orthogonal GARCH; 3.3.1 Orthogonalizing covariance; 3.3.2 Implementation; 3.3.3 Large-scale implementations; 3.4 CCC and DCC models; 3.4.1 Constant conditional correlations (CCC); 3.4.2 Dynamic conditional correlations (DCC) 3.4.3 Implementation3.5 Estimation comparison; 3.6 Multivariate extensions of GARCH; 3.6.1 Numerical problems; 3.6.2 The BEKK model; 3.7 Summary; 4 Risk measures; 4.1 Defining and measuring risk; 4.2 Volatility; 4.3 Value-at-risk; 4.3.1 Is VaR a negative or positive number?; 4.3.2 The three steps in VaR calculations; 4.3.3 Interpreting and analyzing VaR; 4.3.4 VaR and normality; 4.3.5 Sign of VaR; 4.4 Issues in applying VaR; 4.4.1 VaR is only a quantile; 4.4.2 Coherence; 4.4.3 Does VaR really violate subadditivity?; 4.4.4 Manipulating VaR; 4.5 Expected shortfall 4.6 Holding periods, scaling and the square root of time |
| Record Nr. | UNINA-9910139552503321 |
Daníelsson Jón
|
||
| Chichester, West Sussex, U.K., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab / / Jón Daníelsson
| Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab / / Jón Daníelsson |
| Autore | Daníelsson Jón |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (298 p.) |
| Disciplina |
658.155
658.1550112 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial risk management - Forecasting
Financial risk management - Simulation methods R (Computer program language) Gestió financera Gestió del risc Previsió Mètodes de simulació |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9786613405128
9781119977117 1119977118 9781119205869 1119205867 9781283405126 1283405121 9781119977100 111997710X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Risk Forecasting; Contents; Preface; Acknowledgments; Abbreviations; Notation; 1 Financial markets, prices and risk; 1.1 Prices, returns and stock indices; 1.1.1 Stock indices; 1.1.2 Prices and returns; 1.2 S&P 500 returns; 1.2.1 S&P 500 statistics; 1.2.2 S&P 500 statistics in R and Matlab; 1.3 The stylized facts of financial returns; 1.4 Volatility; 1.4.1 Volatility clusters; 1.4.2 Volatility clusters and the ACF; 1.5 Nonnormality and fat tails; 1.6 Identification of fat tails; 1.6.1 Statistical tests for fat tails; 1.6.2 Graphical methods for fat tail analysis
1.6.3 Implications of fat tails in finance1.7 Nonlinear dependence; 1.7.1 Sample evidence of nonlinear dependence; 1.7.2 Exceedance correlations; 1.8 Copulas; 1.8.1 The Gaussian copula; 1.8.2 The theory of copulas; 1.8.3 An application of copulas; 1.8.4 Some challenges in using copulas; 1.9 Summary; 2 Univariate volatility modeling; 2.1 Modeling volatility; 2.2 Simple volatility models; 2.2.1 Moving average models; 2.2.2 EWMA model; 2.3 GARCH and conditional volatility; 2.3.1 ARCH; 2.3.2 GARCH; 2.3.3 The ''memory'' of a GARCH model; 2.3.4 Normal GARCH; 2.3.5 Student-t GARCH 2.3.6 (G)ARCH in mean2.4 Maximum likelihood estimation of volatility models; 2.4.1 The ARCH(1) likelihood function; 2.4.2 The GARCH(1,1) likelihood function; 2.4.3 On the importance of σ1; 2.4.4 Issues in estimation; 2.5 Diagnosing volatility models; 2.5.1 Likelihood ratio tests and parameter significance; 2.5.2 Analysis of model residuals; 2.5.3 Statistical goodness-of-fit measures; 2.6 Application of ARCH and GARCH; 2.6.1 Estimation results; 2.6.2 Likelihood ratio tests; 2.6.3 Residual analysis; 2.6.4 Graphical analysis; 2.6.5 Implementation; 2.7 Other GARCH-type models 2.7.1 Leverage effects and asymmetry2.7.2 Power models; 2.7.3 APARCH; 2.7.4 Application of APARCH models; 2.7.5 Estimation of APARCH; 2.8 Alternative volatility models; 2.8.1 Implied volatility; 2.8.2 Realized volatility; 2.8.3 Stochastic volatility; 2.9 Summary; 3 Multivariate volatility models; 3.1 Multivariate volatility forecasting; 3.1.1 Application; 3.2 EWMA; 3.3 Orthogonal GARCH; 3.3.1 Orthogonalizing covariance; 3.3.2 Implementation; 3.3.3 Large-scale implementations; 3.4 CCC and DCC models; 3.4.1 Constant conditional correlations (CCC); 3.4.2 Dynamic conditional correlations (DCC) 3.4.3 Implementation3.5 Estimation comparison; 3.6 Multivariate extensions of GARCH; 3.6.1 Numerical problems; 3.6.2 The BEKK model; 3.7 Summary; 4 Risk measures; 4.1 Defining and measuring risk; 4.2 Volatility; 4.3 Value-at-risk; 4.3.1 Is VaR a negative or positive number?; 4.3.2 The three steps in VaR calculations; 4.3.3 Interpreting and analyzing VaR; 4.3.4 VaR and normality; 4.3.5 Sign of VaR; 4.4 Issues in applying VaR; 4.4.1 VaR is only a quantile; 4.4.2 Coherence; 4.4.3 Does VaR really violate subadditivity?; 4.4.4 Manipulating VaR; 4.5 Expected shortfall 4.6 Holding periods, scaling and the square root of time |
| Record Nr. | UNINA-9910811774203321 |
|
Daníelsson Jón
|
||
| Chichester, West Sussex, U.K., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical Modelling and Nonstandard Schemes for the Corona Virus Pandemic [[electronic resource] /] / by Sarah Marie Treibert
| Mathematical Modelling and Nonstandard Schemes for the Corona Virus Pandemic [[electronic resource] /] / by Sarah Marie Treibert |
| Autore | Treibert Sarah Marie |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2021 |
| Descrizione fisica | 1 online resource (260 pages) |
| Disciplina | 362.1962414015118 |
| Collana | BestMasters |
| Soggetto topico |
Mathematics
Applications of Mathematics Pandèmia de COVID-19, 2020- Models matemàtics Previsió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783658359324
9783658359317 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The Severe Acute Respiratory Syndrome Corona Virus Type 2 -- The SIR Model in Epidemic Modelling -- The SARS-CoV-2-fitted SEIR Model -- Model Specifications -- Parameter Estimation in MAT LAB -- Markov Chain Epidemic Models -- R´esum´. |
| Record Nr. | UNISA-996466555503316 |
|
Treibert Sarah Marie
|
||
| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Mathematical Modelling and Nonstandard Schemes for the Corona Virus Pandemic / / by Sarah Marie Treibert
| Mathematical Modelling and Nonstandard Schemes for the Corona Virus Pandemic / / by Sarah Marie Treibert |
| Autore | Treibert Sarah Marie |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2021 |
| Descrizione fisica | 1 online resource (260 pages) |
| Disciplina | 362.1962414015118 |
| Collana | BestMasters |
| Soggetto topico |
Mathematics
Applications of Mathematics Pandèmia de COVID-19, 2020-2023 Models matemàtics Previsió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783658359324
9783658359317 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The Severe Acute Respiratory Syndrome Corona Virus Type 2 -- The SIR Model in Epidemic Modelling -- The SARS-CoV-2-fitted SEIR Model -- Model Specifications -- Parameter Estimation in MAT LAB -- Markov Chain Epidemic Models -- R´esum´. |
| Record Nr. | UNINA-9910513600503321 |
|
Treibert Sarah Marie
|
||
| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Standards of Futures Research : Guidelines for Practice and Evaluation / / edited by Lars Gerhold, Dirk Holtmannspötter, Christian Neuhaus, Elmar Schüll, Beate Schulz-Montag, Karlheinz Steinmüller, Axel Zweck
| Standards of Futures Research : Guidelines for Practice and Evaluation / / edited by Lars Gerhold, Dirk Holtmannspötter, Christian Neuhaus, Elmar Schüll, Beate Schulz-Montag, Karlheinz Steinmüller, Axel Zweck |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer VS, , 2022 |
| Descrizione fisica | 1 online resource (164 pages) |
| Disciplina | 303.49 |
| Collana | Zukunft und Forschung |
| Soggetto topico |
Technology - Sociological aspects
Social sciences - Network analysis Artificial intelligence Sociology - Methodology Science, Technology and Society Emerging Technologies Network Research Artificial Intelligence Sociological Methods Previsió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-658-35806-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Images of the Future -- Modality -- Validation by Argumentation -- Aligning Research with Ambitions for Action -- Interdisciplinarity -- Transdisciplinarity -- Objectives and Framework Conditions -- Transparency -- Theoretical Foundations -- Method Selection -- Producing Quality Research -- Scientific Relevance -- Codes of Conduct and Scientific Integrity -- Practical Relevance, Usefulness, and Effectiveness -- Understanding the Type, Role, and Specificity of the Research Audience -- Transferability and Communication of Results -- Identifying Decision-Making Spaces and Options -- Project and Process Management. . |
| Record Nr. | UNINA-9910584483503321 |
| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer VS, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theory and Method of Fisheries Forecasting / / edited by Xinjun Chen
| Theory and Method of Fisheries Forecasting / / edited by Xinjun Chen |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (208 pages) |
| Disciplina | 910.5 |
| Collana | Biomedical and Life Sciences Series |
| Soggetto topico |
Freshwater ecology
Marine ecology Food security Bioclimatology Oceanography Freshwater and Marine Ecology Food Security Climate Change Ecology Ocean Sciences Pesca Previsió Gestió de la pesca |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9789811929564
9789811929557 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Overview of the Marine Environment -- 3. Shoaling and migration of fish and their relationships with environment -- 4. Basic Theories of Formation of Fishing ground -- 5. Basic Principles and Methods of Fisheries Forecasting -- 6. Case Studies of Fisheries Forecasting -- 7. Effects of Global climate Changes on Marine Fishery Resources. |
| Record Nr. | UNINA-9910592980903321 |
| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas
| Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas |
| Autore | Valenzuela Olga |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (503 pages) |
| Disciplina | 519.55 |
| Altri autori (Persone) |
RojasFernando
HerreraLuis Javier PomaresHéctor RojasIgnacio |
| Collana | Contributions to Statistics |
| Soggetto topico |
Time-series analysis
Econometrics Statistics Computer science - Mathematics Mathematical statistics Time Series Analysis Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science Anàlisi de sèries temporals Previsió |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-69750-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - Part I Advanced Econometric Methods -- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL -- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income -- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies -- Analysis of diversification in investment portfolios Return and Risk for different time horizons -- Economic Diversity and the Dutch Disease in Angola -- Part II Artificial Intelligence and Time Series -- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques -- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning -- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors -- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach -- Part III Financial Forecasting and Risk Analysis -- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants -- Usage of portfolio replication in non-life insurance -- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization -- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks -- Volatility-inspired σ-LSTM cell -- Part IV Theoretical Aspects of Time Series -- Bayesian Analysis of Systemic Risks Distributions -- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena -- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory -- Part V Time Series Analysis Applications -- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series -- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices -- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model. |
| Record Nr. | UNINA-9911018749503321 |
|
Valenzuela Olga
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
