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Advanced Numerical Methods in Applied Sciences / Felice Lavernaro, Luigi Brugnano
Advanced Numerical Methods in Applied Sciences / Felice Lavernaro, Luigi Brugnano
Autore Lavernaro 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 9783038976677
3038976679
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346690203321
Lavernaro 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 online resource (132 p.)
Soggetto topico History of engineering & technology
Technology: general issues
Soggetto non controllato active suspension
adaptive power system control
algebraic identification
artificial neural networks
attraction sets
B-spline neural networks
B-splines
bending vibration
coordinated multiple controllers
data-driven control
ellipsoidal set
exact plate theory
finite element model
gauge condition
linear parameter varying
model predictive control
partial differential operator theory
particle swarm optimization
quadratic stability
quadrotor UAV
reactive power compensation
robust control
rotor-bearing system
rotordynamic coefficients
StatCom
STATCOM
Taylor series
thick plate
voltage control
voltage source converter
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 online resource (232 p.)
Soggetto topico Collecting coins, banknotes, medals and other related items
Soggetto non controllato ACD models
asymptotic
B-splines
banking competition
Bitcoin
bonds
Box-Cox transformation
capital asset pricing model
characteristic function-based estimator
convergence analysis
credit risk
efficiency
estimation
estimation of systematic risk
Euro-Dollar
financial incentives
financial models
fractal scaling
GARCH model
generalized Birnbaum-Saunders distributions
generalized method of moments
gold price
goodness-of-fit
Griddy-Gibs
HARCH model
heavy tails
high-frequency financial data
Hill estimator
Index parameter
intention to leave
interest rates
job performance
job satisfaction
Lerner index
long range dependence
multicollinearity
multifactor asset pricing model
multifractal processes
no-arbitrage
NPLs
oil price
PHARCH model
public service motivation
ridge regression
safe-haven assets
seemingly unrelated regression model
shrinkage estimator
stochastic frontiers
Swiss Franc exchange rate
t-distribution
tests of mean-variance efficiency
Theil index
time series
wrapped stable
yeld curve
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 online resource (258 p.)
Soggetto topico Mathematics & science
Research & information: general
Soggetto non controllato (α, h-m)-p-convex function
Abel-Gontscharoff Green's function
asymptotic behavior
B-splines
Beta function
boundary value problem
Caputo fractional derivative
Chebyshev inequality
convex function
data fitting
Dirichlet averages
dirichlet splines
dynamical systems
exact solution
existence and uniqueness
extended generalized fractional integrals
Fejér-Hadamard inequality
fixed point
Fox H function
Fox-Wright function
fractional calculus
fractional calculus operators
fractional derivative
fractional differential equations
fractional integral operators
fractional partial differential equation
gamma function
Gamma function
Gauss's summation theorem for 2F1(1)
generalized hypergeometric function
generalized hypergeometric functions tFu
generalized Kummer's summation theorem for 2F1(−1)
Generalized Mittag-Leffler functions
generalized Mittag-Leffler kernel (GMLK)
generalized Mittag-Leffler type function
Hermite-Hadamard inequalities
Hermite-Hadamard inequality
Hilfer-Hadamard fractional derivative
hypergeometric function 2F1
hypergeometric functions of one and several variables
inclusions
initial value problems
inverse subordinator
Kummer's summation theorem for 2F1(−1)
Lamperti law
Laplace transform
Lavoie-Trottier integral formula
Legendre polynomials
Legendre spectral collocation method
magnetic fluids
magnetization
Mittag-Leffler
Mittag-Leffler function
Mittag-Leffler functions
n/a
nonlocal boundary conditions
Oberhettinger integral formula
order statistic
Pochhammer symbol
Pólya-Szegö inequality
Psi function
random time change
recurrence relations
Riemann-Liouville fractional calculus operators
Riemann-Liouville fractional derivative
Riemann-Liouville fractional integrals
separation of variables
Srivastava-Daoust generalized Lauricella hypergeometric function
Srivastava's polynomials
Stirling numbers of the first kind
subordinator and inverse stable subordinator
Wright function
κ-Riemann-Liouville fractional integral
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 online resource (182 p.)
Soggetto topico Mathematics and Science
Research and information: general
Soggetto non controllato B-splines
Banach *-probability spaces
bearing capacity
crack growth behavior
deformed wave equation
dual tight framelets
dynamic models
failure probability
FCM fuel
Fourier-Legendre expansion
free probability
generalized Fourier transform
Gibbs phenomenon
holomorphic extension
Huygens' principle
initial-boundary value problem
intersecting flaws
mNLS equation
non-commutativity measure
non-Euclidean Fourier transform
oblique extension principle
optimization
p-adic number fields
particle model
particle swarm optimization
primes
prolongation structure
PSO
quantum discord
quasi-affine
reinforced concrete
representation of ??(2,ℝ)
retaining wall
Riemann-Hilbert problem
semicircular elements
shift-invariant system
silicon carbide
spherical Laplace transform
thermal-mechanical performance
truncated linear functionals
uniaxial compression
weighted-semicircular elements
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 online resource (226 p.)
Soggetto topico History of engineering and technology
Mechanical engineering and materials
Technology: general issues
Soggetto non controllato adaptive splines
archimedean copula
B-splines
change points
CIFE
CMI
conditional infomax feature extraction
conditional mutual information
consistency
consistent selection
entropy
estimation
extreme-value copula
gaussian mixture
generalized information criterion
generative tree model
high-dimensional regression
high-dimensional time series
influence functions
information measures
information theory
JMI
joint mutual information criterion
kernel estimation
learning systems
loss function
Markov blanket
maximum likelihood estimation
minimum distance estimation
misclassification risk
misspecification
model misspecification
multivariate analysis
n/a
network estimation
nonparametric variable selection criteria
nonstationarity
parameter estimation
penalized estimation
prediction methods
privacy
random predictors
right-censored data
robustness
semiparametric regression
statistical learning theory
subgaussianity
supervised classification
synthetic data transformation
tail dependency
time series
variable selection consistency
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 / Michael McAleer, Wing-Keung Wong
Risk Measures with Applications in Finance and Economics / Michael McAleer, Wing-Keung Wong
Autore McAleer Michael
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 9783038974444
3038974447
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346660703321
McAleer Michael  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui