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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|
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 | ||
|