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Kinetic Theory and Swarming Tools to Modeling Complex Systems-Symmetry problems in the Science of Living Systems
| Kinetic Theory and Swarming Tools to Modeling Complex Systems-Symmetry problems in the Science of Living Systems |
| Autore | Bellomo Nicola |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (118 p.) |
| Soggetto non controllato |
active particles
boundary conditions cell movement complex systems conformist society crowd dynamics Crowd dynamics CVaR Efficient frontier haptotaxis individualistic society integro-differential equations kinetic equations kinetic models kinetic theory learning learning dynamics living systems multiscale modeling opinion dynamics pattern formation safety scaling short- and long-range interactions social dynamics stress conditions symmetric interactions vehicular traffic |
| ISBN | 3-03928-880-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404075503321 |
Bellomo Nicola
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance with Applications
| Mathematical Finance with Applications |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
applications
artificial neural network auto-regressive integrated moving average bivariate first-degree stochastic dominance (BFSD) capital structure causality tests chi-square test Chinese stock market crash cluster analysis conditional value-at-risk copulas correlation loving (CL) CVaR CVaR estimation density functions dependence structures deviation distribution functions equity index networks equity option pricing error ES expected shortfall factor models finance financial models firm performance hedge ratios investment home bias (IHB) jumps keeping up with the Joneses (KUJ) leverage linear programming linear regression long-term debt machine learning mathematics minimization multi-factor model OLS and ridge regression model optimal weights portfolio safeguard probability PSG python quadrangle quantile quotient of random variables regression regret return spillover risk risk factors shock spillover statistics stochastic process-geometric Brownian motion stochastic volatility stock price prediction superquantile US financial crisis VaR volatility spillover |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
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Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Review Papers for Journal of Risk and Financial Management (JRFM)
| Review Papers for Journal of Risk and Financial Management (JRFM) |
| Autore | McAleer Michael |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (206 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
adaptive market efficiency
adaptive market hypothesis applications bank regulation bank regulatory capital requirements big data capital adequacy standards computational science Copula country equity returns country-level stock market anomalies covariance matrix estimation cross section of country equity returns CVaR data snooping econometric and statistical models economics efficient market hypothesis empirical asset pricing excess returns factors fat tail finance international equity markets investment and capital markets management market efficiency marketing n/a optimisation outcomes portfolio risk measurement portfolio selection price-volume price-volume relationship psychology regulatory complexity return predictability risk measure semi-variance shrinkage solutions stock investment supply chain finance supply chain management theoretical models time-varying or adaptive market efficiency US banking crises working capital |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Review Papers for Journal of Risk and Financial Management |
| Record Nr. | UNINA-9910557764503321 |
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McAleer Michael
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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