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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 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
cluster analysis
equity index networks machine learning copulas dependence structures quotient of random variables density functions distribution functions multi-factor model risk factors OLS and ridge regression model python chi-square test quantile VaR quadrangle CVaR conditional value-at-risk expected shortfall ES superquantile deviation risk error regret minimization CVaR estimation regression linear regression linear programming portfolio safeguard PSG equity option pricing factor models stochastic volatility jumps mathematics probability statistics finance applications investment home bias (IHB) bivariate first-degree stochastic dominance (BFSD) keeping up with the Joneses (KUJ) correlation loving (CL) return spillover volatility spillover optimal weights hedge ratios US financial crisis Chinese stock market crash stock price prediction auto-regressive integrated moving average artificial neural network stochastic process-geometric Brownian motion financial models firm performance causality tests leverage long-term debt capital structure shock 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Situation Awareness for Smart Distribution Systems
| Situation Awareness for Smart Distribution Systems |
| Autore | Ge Leijiao |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (214 p.) |
| Soggetto topico |
Technology: general issues
History of engineering & technology |
| Soggetto non controllato |
community integrated energy system
energy management user dominated demand side response conditional value-at-risk electric heating load forecasting thermal comfort attention mechanism LSTM neural network smart distribution network situation awareness high-quality operation and maintenance critical technology comprehensive framework distributionally robust optimization (DRO) integrated energy system (IES) joint chance constraints linear decision rules (LDRs) Wasserstein distance load disaggregation denoising auto-encoder REDD dataset TraceBase dataset machine learning secondary equipment CNN short text classification electric vehicle short-term load forecasting convolutional neural network temporal convolutional network climate factors correlation analysis sustainable wind-PV-hydrogen-storage microgrid power-to-hydrogen receding horizon optimization storage photovoltaic (PV) system DC series arc fault power spectrum estimation attentional mechanism lightweight convolutional neural network capacity configuration wind-photovoltaic-thermal power system carbon emission multi-objective optimization inertia security region |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910580204303321 |
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Ge Leijiao
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sustainable Assessment in Supply Chain and Infrastructure Management
| Sustainable Assessment in Supply Chain and Infrastructure Management |
| Autore | Kabir Golam |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (274 p.) |
| Soggetto topico |
Technology: general issues
History of engineering & technology |
| Soggetto non controllato |
green supply chain
performance measurement Bayesian belief network sustainability trenchless technologies pipelines construction social cost fuzzy QFD flexibility IT flexibility importance‒performance analysis partial least squared structured equation modelling performance gap sustainable growth higher educational institutions academic buildings environmental performance performance benchmarking fuzzy clustering analysis metabolic flows green supply chain management carbon tax and cap can-order policy mixed-integer programming fuzzy constraints social sustainability small- and medium-sized enterprises (SMEs) stakeholder support social sustainability awareness transport networks logistics simulation games serious games innovation ecosystem Port of Rotterdam complex systems truck platooning barge transport multi-sided platforms Bayesian geoadditive quantile P-splines boosting optimization resilience housing infrastructure flood hazard and sensitivity analysis shipping cost risk assessment and management conditional value-at-risk investment projects financial analysis economic analysis energy efficiency public buildings literature review multi-criteria decision-making MCDM methods sustainable supply chain management SSCM efficiency assessment operations strategy matrix data envelopment analysis healthcare systems COVID-19 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910580206603321 |
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Kabir Golam
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Risk and Reinsurance
| Systemic Risk and Reinsurance |
| Autore | Tian Weidong |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (146 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
optimal reinsurance
general risk measure risk sharing systemic risk capital insurance welfare equilibrium conditional value-at-risk mean-CVaR portfolio optimization risk minimization Neyman–Pearson problem interconnectedness financial conglomerate contagion capital requirement for premium risk collective risk model reinsurance strategies Solvency II community structure complex networks financial markets insurance sector deltaCoVaR minimum spanning trees—topological indicators tail dependence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557134003321 |
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Tian Weidong
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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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