Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications / / edited by Pedro Macedo, Victor Moutinho, Mara Madaleno |
Autore | Macedo Pedro |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
Descrizione fisica | 1 online resource (267 pages) |
Disciplina | 330.0151 |
Altri autori (Persone) |
MoutinhoVictor
MadalenoMara |
Collana | Lecture Notes in Economics and Mathematical Systems |
Soggetto topico |
Econometrics
Social sciences - Mathematics Power resources Environmental economics Quantitative Economics Mathematics in Business, Economics and Finance Resource and Environmental Economics |
ISBN | 3-031-29583-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Chapter 1. Introduction -- Part I -- Chapter 2. Production Economics and Economic Efficiency (Mónica Meireles) -- Chapter 3. Data Envelopment Analysis: A Review and Synthesis (Ana S. Camanho) -- Chapter 4. Stochastic Frontier Analysis: A Review and Synthesis (Mara Madaleno) -- Part II -- Chapter 5. Combining Directional Distances and ELECTRE Multicriteria Decision Analysis for Preferable Assessments of Efficiency (Thyago Nepomuceno) -- Chapter 6. Benefit-of-the-Doubt Composite Indicators and use of Weight Restrictions (Ana S. Camanho) -- Chapter 7. Multidirectional Dynamic Inefficiency Analysis: An Extension to Include Corporate Social Responsibility (Magdalena Kapelko) -- Chapter 8. Stochastic DEA (Samah Jradi) -- Chapter 9. Internal Benchmarking for Efficiency Evaluations using Data Envelopment Analysis: A Review of Applications and Directions for Future Research (Fabio Sartori Piran) -- Part III -- Chapter 10. Recent Advances in the Construction of Nonparametric Stochastic Frontier Models (Christopher F. Parmeter) -- Chapter 11. A Hierarchical Panel Data Model for the Estimation of Stochastic Metafrontiers: Computational Issues and an Empirical Application (Christine Amsler) -- Chapter 12. Robustness in Stochastic Frontier Analysis (Alexander D. Stead) -- Chapter 13. Is it MOLS or COLS? (Christopher F. Parmeter) -- Chapter 14. Stochastic Frontier Analysis with Maximum Entropy Estimation (Pedro Macedo). |
Record Nr. | UNINA-9910734827403321 |
Macedo Pedro | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Advances in Collective Decision Making : Interdisciplinary Perspectives for the 21st Century / / edited by Sascha Kurz, Nicola Maaser, Alexander Mayer |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
Descrizione fisica | 1 online resource (409 pages) |
Disciplina | 658.4036 |
Collana | Studies in Choice and Welfare |
Soggetto topico |
Social choice
Welfare economics Industrial organization Social sciences - Mathematics Elections Application software Social Choice and Welfare Industrial Organization Mathematics in Business, Economics and Finance Electoral Politics Computer and Information Systems Applications |
ISBN | 3-031-21696-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Chapter 1. Introduction -- Part I. Social Choice -- Chapter 2. Building Bridges over the Great Divide -- Chapter 3. Social Unacceptability for Simple Voting Procedures -- Chapter 4. Probability of Majority Inversion with Three States and Interval Preferences -- Chapter 5. Strategic Voting and Strategic Candidacy -- Chapter 6. Meta-Agreement and Rational Single-Peaked Preferences -- Chapter 7. On the Individual and Coalitional Manipulability of q-Paretian Social Choice Rules -- Part II. Weighted Voting -- Chapter 8. Effectiveness, Decisiveness, and Success in Weighted Voting Systems: Collective Behavior and Voting Measures -- Chapter 9. All Power Structures are Achievable in Basic Weighted Games -- Chapter 10. Bargaining in Legislatures: A New Donation Paradox -- Chapter 11. Egalitarian Collective Decisions as Good Corporate Governance -- Part III. Interpretation and Measurement of Power -- Chapter 12. Liability Situations with Successive Tortfeasors -- Chapter 13. Solidarity and Fair Taxation in TU Games -- Chapter 14. Analyzing the Zerkani Network with the Owen Value -- Chapter 15. The Power of Closeness in a Network -- Chapter 16. Political Power on a Line Graph -- Part IV. EU -- Chapter 17. Double Proportionality for the European Parliament: The Tandem System -- Chapter 18. Explaining Contestation: Votes in the Council of the European Union -- Chapter 19. Codecision in Context Revisited: The Implications of Brexit -- Part V. Field Experiments and Quasi-Experiments -- Chapter 20. Proximity-Based Preferences and Their Implications Based on Data from the Styrian Parliamentary Elections in 2019 -- Chapter 21. Participation in Voting over Budget Allocations: A Field Experiment -- Chapter 22. The Office makes the Politician. |
Record Nr. | UNINA-9910720092903321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Algorithmic Aspects of Discrete Choice in Convex Optimization / / by David Müller |
Autore | Müller David |
Edizione | [1st ed. 2024.] |
Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2024 |
Descrizione fisica | 1 online resource (169 pages) |
Disciplina | 519 |
Collana | Mathematische Optimierung und Wirtschaftsmathematik / Mathematical Optimization and Economathematics |
Soggetto topico |
Social sciences - Mathematics
Business mathematics Mathematics in Business, Economics and Finance Business Mathematics |
ISBN | 9783658457051 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Discrete Choice Models -- Discrete Choice Prox-Functions -- Consumption Cycle -- Network Manipulation -- Dynamic Pricing. |
Record Nr. | UNINA-9910908364903321 |
Müller David | ||
Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2024 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen Ole E |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
Descrizione fisica | XXV, 402 p. : gráf. ; ; 25 cm |
Disciplina | 519.2 |
Collana | Probability Theory and Stochastic Modelling |
Soggetto topico |
Probabilities
Mathematical physics Social sciences - Mathematics Statistics Probability Theory Mathematical Physics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
ISBN | 3-319-94129-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I The purely temporal case -- 1 Volatility modulated Volterra processes -- 2 Simulation -- 3 Asymptotic theory for power variation of LSS processes -- 4 Integration with respect to volatility modulated Volterra processes -- Part II The spatio-temporal case -- 5 The ambit framework -- 6 Representation and simulation of ambit fields -- 7 Stochastic integration with ambit fields as integrators -- 8 Trawl processes -- Part III Applications -- 9 Turbulence modelling -- 10 Stochastic modelling of energy spot prices by LSS processes -- 11 Forward curve modelling by ambit fields -- Appendix A: Bessel functions -- Appendix B: Generalised hyperbolic distribution -- References -- Index. |
Record Nr. | UNINA-9910300106803321 |
Barndorff-Nielsen Ole E | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Applied Mathematics and Modelling in Finance, Marketing and Economics / / edited by Said Melliani, Oscar Castillo, Abdelmajid El Hajaji |
Edizione | [1st ed. 2024.] |
Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
Descrizione fisica | 1 online resource (245 pages) |
Disciplina | 260 |
Collana | Studies in Computational Intelligence |
Soggetto topico |
Engineering mathematics
Engineering - Data processing Computational intelligence Social sciences - Mathematics Mathematical and Computational Engineering Applications Computational Intelligence Mathematics in Business, Economics and Finance |
ISBN | 3-031-42847-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | High-Precision Method for Space-Time-Fractional Klein-Gordon equation -- Construction of a bivariate C2 septic quasi-interpolant using the blossoming approach -- Solving fuzzy linear programming using the parametric form -- Dynamic and Static Simulated Annealing for solving the Multi-Objective k-Minimum Spanning Tree Problem -- Numerical model of underground flow through porous media using a finites volumes scheme -- Parameter estimation for GARCH (p, q) Models based on Kalman Filter -- Asymptotic error analysis of Kantorovich and degenerate kernel methods for Fredholm integral equations. |
Record Nr. | UNINA-9910831013803321 |
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar, Matthias R. Fengler |
Autore | Härdle Wolfgang Karl |
Edizione | [6th ed. 2024.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 |
Descrizione fisica | 1 online resource (611 pages) |
Disciplina | 519.535 |
Altri autori (Persone) |
SimarLéopold
FenglerMatthias R |
Soggetto topico |
Statistics
Social sciences - Mathematics Econometrics Statistical Theory and Methods Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Quantitative Economics Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics |
ISBN | 3-031-63833-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I Descriptive Techniques -- 1 Comparison of Batches -- Part II Multivariate Random Variables -- 2 A Short Excursion into Matrix Algebra -- 3 Moving to Higher Dimensions -- 4 Multivariate Distributions -- 5 Theory of the Multinormal -- 6 Theory of Estimation -- 7 Hypothesis Testing -- Part III Multivariate Techniques -- 8 Regression Models -- 9 Variable Selection.-10 Decomposition of Data Matrices by Factors -- 11 Principal Components Analysis -- 12 Factor Analysis -- 13 Cluster Analysis -- 14 Discriminant Analysis -- 15 Correspondence Analysis -- 16 Canonical Correlation Analysis -- 17 Multidimensional Scaling -- 18 Conjoint Measurement Analysis -- 19 Applications in Finance -- 20 Computationally Intensive Techniques -- 21 Locally Linear Embedding -- 22 Stochastic Neighborhood Embedding -- 23 Uniform Manifold Approximation and Projection -- Part IV Appendix -- A Symbols and Notations -- B Data -- Index. |
Record Nr. | UNINA-9910890184903321 |
Härdle Wolfgang Karl | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Asymptotic Chaos Expansions in Finance : Theory and Practice / / by David Nicolay |
Autore | Nicolay David |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2014 |
Descrizione fisica | 1 online resource (503 p.) |
Disciplina | 330.0151 |
Collana | Springer Finance Lecture Notes |
Soggetto topico |
Differential equations
Social sciences - Mathematics Numerical analysis Mathematical models Probabilities Differential Equations Mathematics in Business, Economics and Finance Numerical Analysis Mathematical Modeling and Industrial Mathematics Probability Theory |
ISBN | 1-4471-6506-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Volatility dynamics for a single underlying: foundations -- Volatility dynamics for a single underlying: advanced methods -- Practical applications and testing -- Volatility dynamics in a term structure -- Implied Dynamics in the SV-HJM framework -- Implied Dynamics in the SV-LMM framework -- Conclusion. |
Record Nr. | UNINA-9910299969103321 |
Nicolay David | ||
London : , : Springer London : , : Imprint : Springer, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory / / by Jianfeng Zhang |
Autore | Zhang Jianfeng |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 |
Descrizione fisica | 1 online resource (XVI, 388 p.) |
Disciplina | 519.2 |
Collana | Probability Theory and Stochastic Modelling |
Soggetto topico |
Probabilities
Social sciences - Mathematics Game theory Differential equations Numerical analysis Econometrics Probability Theory Mathematics in Business, Economics and Finance Game Theory Differential Equations Numerical Analysis Quantitative Economics |
ISBN | 1-4939-7256-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preliminaries -- Part I The Basic Theory of SDEs and BSDEs -- Basics of Stochastic Calculus -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs -- Part II Further Theory of BSDEs -- Reflected BSDEs -- BSDEs with Quadratic Growth in Z -- Forward Backward SDEs -- Part III The Fully Nonlinear Theory of BSDEs -- Stochastic Calculus Under Weak Formulation -- Nonlinear Expectation -- Path Dependent PDEs -- Second Order BSDEs.. Bibliography -- Index. |
Record Nr. | UNINA-9910254302803321 |
Zhang Jianfeng | ||
New York, NY : , : Springer New York : , : Imprint : Springer, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Bank Management and Control : Strategy, Pricing, Capital and Risk Management / / by Johannes Wernz |
Autore | Wernz Johannes |
Edizione | [2nd ed. 2020.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (141 pages) |
Disciplina | 332.1068 |
Collana | Management for Professionals |
Soggetto topico |
Finance
Financial services industry Social sciences - Mathematics Statistics Macroeconomics Financial Economics Financial Services Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics |
ISBN | 3-030-42866-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital - Credit Risk (Loans) -- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital - Credit Risk (Securitizations) -- 7 Risk Modeling and Capital - Market Risk -- 8 Risk Modeling and Capital - Operational Risk -- 9 Risk Modeling - Asset Liability Management (ALM). |
Record Nr. | UNINA-9910409668203321 |
Wernz Johannes | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Bifurcation Theory of Pattern Formation in Economic Geography / / by Kiyohiro Ikeda, Yuki Takayama |
Autore | Ikeda Kiyohiro |
Edizione | [1st ed. 2024.] |
Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
Descrizione fisica | 1 online resource (0 pages) |
Disciplina | 519 |
Altri autori (Persone) | TakayamaYuki |
Collana | Interdisciplinary Applied Mathematics |
Soggetto topico |
Social sciences - Mathematics
Mathematics in Business, Economics and Finance |
ISBN |
9783031716867
3031716868 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | -- Introduction to Bifurcation Analysis in Economic Geography. -- Introduction to Economic Agglomeration Analysis. -- Part I Bifurcation from the Uniform State. -- Racetrack Economy: Introduction to Group-Theoretic Analysis. -- Group-Theoretic Analysis of Square Lattice. -- Group-Theoretic Stability Analysis of Hexagonal Lattice. -- Spectrum Analysis of Population Data in German Reunification. -- Locational Heterogeneity and Catastrophe in Two-Place Economy. -- Analysis of Break points. -- Part II Hierarchical Bifurcations and Invariant Patterns. -- Racetrack Economy: Hierarchical Bifurcation and Invariant Patterns. -- Invariant Patterns on Square and Hexagonal Lattices. -- Global–Local Spatial Network. -- Spatial Period-Doubling Cascade in Long-Narrow Economy. -- Spatial Period-Doubling Cascade on Square Lattice. -- Equidistant Economy. |
Record Nr. | UNINA-9910908375303321 |
Ikeda Kiyohiro | ||
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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