Bayesian Econometrics
| Bayesian Econometrics |
| Autore | Bernardi Mauro |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (146 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
Bayesian econometrics
Bayesian estimation Bayesian nonlinear mixed-effects regression Bayesian TVP-SV-VAR Bayesian VAR Bitcoin CES function cryptocurrency density forecast density forecasting DSGE model dynamic model averaging dynamic model selection ES fiscal policy forecasting forgetting factors macroeconomic and financial applications MCMC methods military and civilian spending monetary policy point forecast portfolio choice sentiments stock market predictability time-varying volatility transmission channel unconventional monetary policy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557102303321 |
Bernardi Mauro
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| 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 |
Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Lo trovi qui: Univ. Federico II | ||
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Wind Power Integration into Power Systems: Stability and Control Aspects
| Wind Power Integration into Power Systems: Stability and Control Aspects |
| Autore | Meegahapola Lasantha |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (264 p.) |
| Soggetto topico |
Energy industries & utilities
Technology: general issues |
| Soggetto non controllato |
3D aerodynamic model
active power output artificial neural network (ANN) capacity allocation capacity configuration of SCES collaborative capacity planning control parameters correction modules cumulant-based method (CBM) DFIG distributed wind power (DWP) doubly fed induction generator doubly fed induction generator (DFIG) eigenvalue analysis electromechanical dynamics electromechanical loop correlation ratio (ELCR) energy storage system (ESS) error following forget gate-based long short-term memory ES FCWG dynamic correlation ratio (FDCR) FCWG dynamics FORTRAN frequency control frequency response metrics full-converter wind fuzzy clustering fuzzy logic controller hybrid prediction model impedance modeling inertial response kinetic energy linear sensitivity-based method (LSM) load frequency control (LFC) long short-term memory low inertia low voltage ride through (LVRT) model-based operational planning multi-model predictive control n/a optimization particle swarm optimization permanent magnet synchronous generator (PMSG) PSS/E quasi- electromechanical loop correlation ratio (QELCR) regional RoCoF renewable energy sources (RESs) Reynolds-averaged Navier-Stokes method rotor overspeed control scenario analysis strong interaction sub-synchronous resonance subsynchronous oscillation supercapacitor energy storage (SCES) the center of inertia turbulence model ultra-short-term prediction variable-structure copula virtual inertia control virtual synchronous generator wavelet decomposition weak grids wind farm wind generation wind integration wind power wind power generation wind turbine wake model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Wind Power Integration into Power Systems |
| Record Nr. | UNINA-9910557761903321 |
Meegahapola Lasantha
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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