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.
Computational Finance with R / / by Rituparna Sen, Sourish Das
| Computational Finance with R / / by Rituparna Sen, Sourish Das |
| Autore | Sen Rituparna |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 332.028553 |
| Collana | Indian Statistical Institute Series |
| Soggetto topico |
Statistics
Social sciences - Mathematics Stochastic analysis Machine learning Statistics - Computer programs Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Stochastic Analysis Machine Learning Statistical Software Enginyeria financera R (Llenguatge de programació) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-19-2008-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Numerical Methods -- 1. Preliminaries -- 2. Solving a System of Linear Equations -- 3. Solving Non-Linear Equations -- 4. Numerical Integration -- 5. Numerical Differentiation -- 6. Numerical Methods for PDE -- 7. Optimization -- Part II. Simulation Methods -- 8. Monte-Carlo Methods -- 9. Lattice Models -- 10. Simulating Brownian Motion -- 11. Variance Reduction -- 12. Bayesian Computation with Stan -- 13. Resampling -- Part III. Statistical Methods -- 14. Descriptive Methods -- 15. Inferential Statistics -- 16. Statistical Risk Analysis -- 17. Multivariate Analysis -- 18. Univariate Time Series -- 19. Multivariate Time Series -- 20. High Frequency Data -- 21. Supervised Learning -- 22. Unsupervised Learning -- Appendix -- A. Basics of Mathematical Finance -- B. Introduction to R -- C. Extreme Value Theory in Finance -- Bibliography. . |
| Record Nr. | UNINA-9910733712103321 |
Sen Rituparna
|
||
| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Deep Statistical Comparison for Meta-heuristic Stochastic Optimization Algorithms / / by Tome Eftimov, Peter Korošec
| Deep Statistical Comparison for Meta-heuristic Stochastic Optimization Algorithms / / by Tome Eftimov, Peter Korošec |
| Autore | Eftimov Tome |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (141 pages) |
| Disciplina |
519.3
519.6 |
| Collana | Natural Computing Series |
| Soggetto topico |
Artificial intelligence
Stochastic analysis Statistics Artificial Intelligence Stochastic Analysis Optimització matemàtica Intel·ligència artificial |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96917-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Metaheuristic Stochastic Optimization -- Benchmarking Theory -- Introduction to Statistical Analysis -- Approaches to Statistical Comparisons -- Deep Statistical Comparison in Single-Objective Optimization -- Deep Statistical Comparison in Multiobjective Optimization -- DSCTool: A Web-Service-Based E-Learning Tool -- Summary. |
| Record Nr. | UNINA-9910734092203321 |
|
Eftimov Tome
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Extreme Values In Random Sequences / / by Pavle Mladenović
| Extreme Values In Random Sequences / / by Pavle Mladenović |
| Autore | Mladenović Pavle |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (287 pages) |
| Disciplina | 519 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Stochastic processes Stochastic analysis Applied Probability Stochastic Processes Stochastic Analysis |
| ISBN | 3-031-57412-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index. |
| Record Nr. | UNINA-9910861093703321 |
|
Mladenović Pavle
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Kolmogorov Operators and Their Applications / / edited by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro
| Kolmogorov Operators and Their Applications / / edited by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro |
| Autore | Menozzi Stéphane |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (354 pages) |
| Disciplina | 515.35 |
| Altri autori (Persone) |
PascucciAndrea
PolidoroSergio |
| Collana | Springer INdAM Series |
| Soggetto topico |
Differential equations
Stochastic analysis Differential Equations Stochastic Analysis |
| ISBN |
9789819702251
9819702259 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Local Regularity for the Landau Equation (with Coulomb Interaction Potential) -- Chapter 2. L 2 Hypocoercivity methods for kinetic Fokker-Planck equations with factorised Gibbs states -- Chapter 3. New Perspectives on recent trends for Kolmogorov operators -- Chapter 4. Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Holder continuous in space.-Chapter 5. A new proof of the geometric Soboleva embedding for generalised Kolmogorov operators -- Chapter 6. Intrinsic Taylor formula for non-homogeneous Kolmogorov-type Lie groups -- Chapter 7. Form-boundedness and sdes with singular drift -- Chapter 8. About the regularity of degenerate non-local Kolmogorov operators under diffusive perturbations -- Chapter 9. Integration by parts formula for exit times of one dimensional diffusions -- Chapter 10. On averaged control and iteration improvement for a class of multidimensional ergodicdiffusions. |
| Record Nr. | UNINA-9910865258903321 |
|
Menozzi Stéphane
|
||
| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modern Trends in Controlled Stochastic Processes : Theory and Applications, V.III / / edited by Alexey Piunovskiy, Yi Zhang
| Modern Trends in Controlled Stochastic Processes : Theory and Applications, V.III / / edited by Alexey Piunovskiy, Yi Zhang |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (XII, 356 p. 67 illus., 42 illus. in color.) |
| Disciplina | 629.8312 |
| Collana | Emergence, Complexity and Computation |
| Soggetto topico |
Dynamics
Nonlinear theories Engineering - Data processing Computational intelligence Nonlinear optics Stochastic analysis Applied Dynamical Systems Data Engineering Computational Intelligence Nonlinear Optics Stochastic Analysis |
| ISBN | 3-030-76928-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities -- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes -- Controlled Random Walk: Conjecture and Counter-Example -- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes -- Control of Continuous-Time Markov Jump Linear Systems with Partial Information. |
| Record Nr. | UNINA-9910483193203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts / / by Viorel Barbu, Michael Röckner
| Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts / / by Viorel Barbu, Michael Röckner |
| Autore | Barbu Viorel |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (219 pages) |
| Disciplina | 530.15 |
| Altri autori (Persone) | RöcknerMichael |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical physics
Differential equations Stochastic analysis Mathematical Physics Differential Equations Stochastic Analysis |
| ISBN |
9783031617348
9783031617331 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - Introduction -- Existence of nonlinear Fokker–Planck flows -- Time dependent Fokker–Planck equations -- Convergence to equilibrium of nonlinear Fokker–Planck flows -- Markov processes associated with nonlinear Fokker–Planck equations -- Appendix. |
| Record Nr. | UNINA-9910865237703321 |
|
Barbu Viorel
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Notes on Tug-of-War Games and the p-Laplace Equation / / by Mikko Parviainen
| Notes on Tug-of-War Games and the p-Laplace Equation / / by Mikko Parviainen |
| Autore | Parviainen Mikko |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (83 pages) |
| Disciplina | 519.22 |
| Collana | SpringerBriefs on PDEs and Data Science |
| Soggetto topico |
Stochastic analysis
Game theory Differential equations Discrete mathematics Stochastic Analysis Game Theory Differential Equations Discrete Mathematics |
| ISBN | 9789819978793 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Viscosity Solutions -- Chapter 3. Stochastic Tug-of-War Game -- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise -- Chapter 5. Mean Value Characterizations -- Chapter 6. Further Regularity Methods -- Chapter 7. Open Problems and Comments. |
| Record Nr. | UNINA-9910841865903321 |
|
Parviainen Mikko
|
||
| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu
| Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu |
| Autore | Grigoriu Mircea D |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (619 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Engineering mathematics Engineering - Data processing Stochastic Analysis Stochastic Processes Stochastic Systems and Control Engineering Mathematics Mathematical and Computational Engineering Applications Anàlisi estocàstica Processos estocàstics Enginyeria Processament de dades |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031750236
9783031750229 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-, Primer of probability theory -- , Random vectors and processes -- , Convergence of random elements -- , Extremes of random processes by finite dimensional (FD) models -- , Extremes of solutions of stochastic differential equations by finite dimensional (FD) models. |
| Record Nr. | UNINA-9910983315803321 |
|
Grigoriu Mircea D
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Path Integrals in Stochastic Engineering Dynamics / / by Ioannis A. Kougioumtzoglou, Apostolos F. Psaros, Pol D. Spanos
| Path Integrals in Stochastic Engineering Dynamics / / by Ioannis A. Kougioumtzoglou, Apostolos F. Psaros, Pol D. Spanos |
| Autore | Kougioumtzoglou Ioannis A |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (233 pages) |
| Disciplina | 515.39 |
| Altri autori (Persone) |
PsarosApostolos F
SpanosPol D |
| Soggetto topico |
Dynamics
Nonlinear theories Engineering mathematics Engineering - Data processing Stochastic analysis Mathematical analysis Mathematical physics Applied Dynamical Systems Mathematical and Computational Engineering Applications Stochastic Analysis Integral Transforms and Operational Calculus Theoretical, Mathematical and Computational Physics |
| ISBN |
9783031578632
3031578635 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Wiener path integral formalism -- Linear systems under Gaussian white noise excitation: exact closed form solutions -- Nonlinear systems under Gaussian white noise excitation -- Nonlinear systems under non-white, non-Gaussian and non-stationary excitation -- Nonlinear systems with singular diffusion matrices: a broad perspective including hysteresis modeling -- High-dimensional nonlinear systems: circumventing the curse of dimensionality via a reduced-order formulation -- Efficient numerical implementation strategies via sparse representations and compressive sampling -- An enhanced quadratic Wiener path integral approximation with applications to nonlinear system reliability assessment -- Epilogue. |
| Record Nr. | UNINA-9910865261903321 |
|
Kougioumtzoglou Ioannis A
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems / / by Antonius B. Dieker, Steven T. Hackman
| QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems / / by Antonius B. Dieker, Steven T. Hackman |
| Autore | Dieker Antonius B |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (357 pages) |
| Disciplina | 003.3 |
| Altri autori (Persone) | HackmanSteven T |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Mathematical models
Stochastic analysis Stochastic processes Mathematical Modeling and Industrial Mathematics Stochastic Analysis Stochastic Processes Models matemàtics Anàlisi estocàstica Processos estocàstics |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031748707
3031748700 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | -- Preliminaries. -- First Look at QPLEX. -- Part 1 QPLEX Modeling and Calculus. -- Introduction to QPLEX Modeling and Calculus. -- Simple Transition Dynamics. -- Models with Simple Transition Dynamics. -- Advanced Transition Dynamics. -- Models with Advanced Transition Dynamics. -- Conditional and Joint Probabilities. -- Part 2 Graphical QPLEX Calculus. -- Introduction to Graphical QPLEX Calculus. -- Subsystem QPLEX Calculus. -- Conditional Independence. -- Information Structure. -- Graphical QPLEX Calculus with Distributional Programs. -- Efficient Calculation for Distributional Programs. -- Part 3 Foundations. -- Introduction to Foundations. -- Optimality of QPLEX Iterates. -- Exactness Results. |
| Record Nr. | UNINA-9910919645803321 |
|
Dieker Antonius B
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
