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Advanced Numerical Methods in Applied Sciences
Advanced Numerical Methods in Applied Sciences
Autore Iavernaro Felice
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 electronic resource (306 p.)
Soggetto non controllato structured matrices
numerical methods
time fractional differential equations
hierarchical splines
finite difference methods
null-space
highly oscillatory problems
stochastic Volterra integral equations
displacement rank
constrained Hamiltonian problems
hyperbolic partial differential equations
higher-order finite element methods
continuous geometric average
spectral (eigenvalue) and singular value distributions
generalized locally Toeplitz sequences
Volterra integro–differential equations
B-spline
discontinuous Galerkin methods
adaptive methods
Cholesky factorization
energy-conserving methods
order
collocation method
Poisson problems
time harmonic Maxwell’s equations and magnetostatic problems
tree
multistep methods
stochastic differential equations
optimal basis
finite difference method
elementary differential
gradient system
curl–curl operator
conservative problems
line integral methods
stochastic multistep methods
Hamiltonian Boundary Value Methods
limited memory
boundary element method
convergence
analytical solution
preconditioners
asymptotic stability
collocation methods
histogram specification
local refinement
Runge–Kutta
edge-preserving smoothing
numerical analysis
THB-splines
BS methods
barrier options
stump
shock waves and discontinuities
mean-square stability
Volterra integral equations
high order discontinuous Galerkin finite element schemes
B-splines
vectorization and parallelization
initial value problems
one-step methods
scientific computing
fractional derivative
linear systems
Hamiltonian problems
low rank completion
ordinary differential equations
mixed-index problems
edge-histogram
Hamiltonian PDEs
matrix ODEs
HBVMs
floating strike Asian options
Hermite–Obreshkov methods
generalized Schur algorithm
Galerkin method
symplecticity
high performance computing
isogeometric analysis
discretization of systems of differential equations
ISBN 3-03897-667-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346690203321
Iavernaro Felice  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances and Trends in Mathematical Modelling, Control and Identification of Vibrating Systems
Advances and Trends in Mathematical Modelling, Control and Identification of Vibrating Systems
Autore Beltran-Carbajal Francisco
Pubbl/distr/stampa Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 electronic resource (132 p.)
Soggetto topico Technology: general issues
History of engineering & technology
Soggetto non controllato B-spline neural networks
adaptive power system control
coordinated multiple controllers
StatCom
exact plate theory
thick plate
bending vibration
partial differential operator theory
gauge condition
data-driven control
reactive power compensation
STATCOM
voltage control
voltage source converter
quadrotor UAV
artificial neural networks
robust control
Taylor series
B-splines
particle swarm optimization
active suspension
model predictive control
linear parameter varying
ellipsoidal set
attraction sets
quadratic stability
algebraic identification
rotor-bearing system
finite element model
rotordynamic coefficients
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910576879003321
Beltran-Carbajal Francisco  
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Statistics and Data Analytics
Financial Statistics and Data Analytics
Autore Liu Shuangzhe
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Descrizione fisica 1 electronic resource (232 p.)
Soggetto topico Coins, banknotes, medals, seals (numismatics)
Soggetto non controllato Index parameter
estimation
wrapped stable
Hill estimator
characteristic function-based estimator
asymptotic
efficiency
GARCH model
HARCH model
PHARCH model
Griddy-Gibs
Euro-Dollar
safe-haven assets
gold price
Swiss Franc exchange rate
oil price
generalized Birnbaum–Saunders distributions
ACD models
Box-Cox transformation
high-frequency financial data
goodness-of-fit
banking competition
credit risk
NPLs
Theil index
convergence analysis
interest rates
yeld curve
no-arbitrage
bonds
B-splines
time series
multifractal processes
fractal scaling
heavy tails
long range dependence
financial models
Bitcoin
capital asset pricing model
estimation of systematic risk
tests of mean-variance efficiency
t-distribution
generalized method of moments
multifactor asset pricing model
Lerner index
stochastic frontiers
shrinkage estimator
seemingly unrelated regression model
multicollinearity
ridge regression
financial incentives
public service motivation
job performance
job satisfaction
intention to leave
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557128703321
Liu Shuangzhe  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fractional Calculus Operators and the Mittag-Leffler Function
Fractional Calculus Operators and the Mittag-Leffler Function
Autore Andrić Maja
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 electronic resource (258 p.)
Soggetto topico Research & information: general
Mathematics & science
Soggetto non controllato fractional derivative
generalized Mittag-Leffler kernel (GMLK)
Legendre polynomials
Legendre spectral collocation method
dynamical systems
random time change
inverse subordinator
asymptotic behavior
Mittag-Leffler function
data fitting
magnetization
magnetic fluids
Gamma function
Psi function
Pochhammer symbol
hypergeometric function 2F1
generalized hypergeometric functions tFu
Gauss's summation theorem for 2F1(1)
Kummer's summation theorem for 2F1(−1)
generalized Kummer's summation theorem for 2F1(−1)
Stirling numbers of the first kind
Hilfer-Hadamard fractional derivative
Riemann-Liouville fractional derivative
Caputo fractional derivative
fractional differential equations
inclusions
nonlocal boundary conditions
existence and uniqueness
fixed point
gamma function
Beta function
Generalized Mittag-Leffler functions
generalized hypergeometric function
Fox-Wright function
recurrence relations
Riemann-Liouville fractional calculus operators
(α, h-m)-p-convex function
Fejér-Hadamard inequality
extended generalized fractional integrals
Mittag-Leffler functions
initial value problems
Laplace transform
exact solution
Chebyshev inequality
Pólya-Szegö inequality
fractional integral operators
Wright function
Srivastava's polynomials
fractional calculus operators
Lavoie-Trottier integral formula
Oberhettinger integral formula
fractional partial differential equation
boundary value problem
separation of variables
Mittag-Leffler
Abel-Gontscharoff Green's function
Hermite-Hadamard inequalities
convex function
κ-Riemann-Liouville fractional integral
Dirichlet averages
B-splines
dirichlet splines
Riemann-Liouville fractional integrals
hypergeometric functions of one and several variables
generalized Mittag-Leffler type function
Srivastava-Daoust generalized Lauricella hypergeometric function
fractional calculus
Hermite-Hadamard inequality
Fox H function
subordinator and inverse stable subordinator
Lamperti law
order statistic
ISBN 3-0365-5368-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910619461803321
Andrić Maja  
MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematical Physics II
Mathematical Physics II
Autore De Micheli Enrico
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 electronic resource (182 p.)
Soggetto topico Research & information: general
Mathematics & science
Soggetto non controllato prolongation structure
mNLS equation
Riemann-Hilbert problem
initial-boundary value problem
free probability
primes
p-adic number fields
Banach *-probability spaces
weighted-semicircular elements
semicircular elements
truncated linear functionals
FCM fuel
thermal–mechanical performance
failure probability
silicon carbide
quantum discord
non-commutativity measure
dynamic models
Gibbs phenomenon
quasi-affine
shift-invariant system
dual tight framelets
oblique extension principle
B-splines
crack growth behavior
particle model
intersecting flaws
uniaxial compression
reinforced concrete
retaining wall
optimization
bearing capacity
particle swarm optimization
PSO
generalized Fourier transform
deformed wave equation
Huygens’ principle
representation of ??(2,ℝ)
holomorphic extension
spherical Laplace transform
non-Euclidean Fourier transform
Fourier–Legendre expansion
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557307603321
De Micheli Enrico  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
Autore Mielniczuk Jan
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 electronic resource (226 p.)
Soggetto topico Technology: general issues
History of engineering & technology
Mechanical engineering & materials
Soggetto non controllato high-dimensional time series
nonstationarity
network estimation
change points
kernel estimation
high-dimensional regression
loss function
random predictors
misspecification
consistent selection
subgaussianity
generalized information criterion
robustness
statistical learning theory
information theory
entropy
parameter estimation
learning systems
privacy
prediction methods
misclassification risk
model misspecification
penalized estimation
supervised classification
variable selection consistency
archimedean copula
consistency
estimation
extreme-value copula
tail dependency
multivariate analysis
conditional mutual information
CMI
information measures
nonparametric variable selection criteria
gaussian mixture
conditional infomax feature extraction
CIFE
joint mutual information criterion
JMI
generative tree model
Markov blanket
minimum distance estimation
maximum likelihood estimation
influence functions
adaptive splines
B-splines
right-censored data
semiparametric regression
synthetic data transformation
time series
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910576873203321
Mielniczuk Jan  
MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk Measures with Applications in Finance and Economics
Risk Measures with Applications in Finance and Economics
Autore Wong Wing-Keung
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 electronic resource (536 p.)
Soggetto non controllato risk assessment
VIX
business groups
SHARE
asymptotic approximation
European stock markets
whole life insurance
dynamic hedging
risk-neutral distribution
cooperative banks
Data Envelopment Analysis (DEA)
group-affiliated
early warning system
factor models
smoothing process
GMC
falsified products
S&P 500 index options
credit derivatives
corporate sustainability
term life insurance
risk management
crude oil
financial stability
social efficiency
dynamic conditional correlation
emerging market
out-of-sample forecast
financial crisis
binomial tree
news release
green energy
perceived usefulness
Bayesian approach
two-level optimization
probability of default
bank risk
SYMBOL
information asymmetry
CoVaR
probabilistic cash flow
japonica rice production
bank profitability
Monte Carlo Simulations
gain-loss ratio
coherent risk measures
Mezzanine Financing
national health system
option value
conscientiousness
online purchase intention
Slovak enterprises
spot and futures prices
liquidity premium
institutional voids
utility
random forests
bankruptcy
optimizing financial model
sustainable food security system
dynamic panel
co-dependence modelling
financial performance
time-varying correlations
Project Financing
future health risk
generalized autoregressive score functions
volatility spillovers
financial risks
simulations
life insurance
emotion
finance risk
markov regime switching
diversification
production frontier function
Granger causality
health risk
risks mitigation
returns and volatility
sadness
low-income country
the sudden stop of capital inflow
bank failure
China’s food policy
objective health status
IPO underpricing
polarity
climate change
stock return volatility
sentiment analysis
empirical process
full BEKK
stochastic frontier model
perceived ease of use
volatility transmission
openness to experience
sustainability
low carbon targets
quasi likelihood ratio (QLR) test
banking regulation
sustainable development
specification testing
fossil fuels
time-varying copula function
tree structures
monthly CPI data
coal
cartel
regular vine copulas
sustainability of economic recovery
ANN
EGARCH-m
financial security
leniency program
financial hazard map
uncertainty termination
causal path
stakeholder theory
technological progress
banking
investment horizon
regression model
two-level CES function
joy
the optimal scale of foreign exchange reserve
carbon emissions
stochastic volatility
B-splines
self-perceived health
sovereign credit default swap (SCDS)
RV5MIN
utility maximization
credit risk
policy simulation
socially responsible investment
portfolio selection
scientific verification
European banking system
risk-free rate
wild bootstrap
medication
investment profitability
Amihud’s illiquidity ratio
multivariate regime-switching
inflation forecast
risk aversion
market timing
need hierarchy theory
variance
diagonal BEKK
conjugate prior
risk
moving averages
financial risk
risk measures
ISBN 3-03897-444-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346660703321
Wong Wing-Keung  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui