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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 | ||
| 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 online resource (214 p.) |
| Soggetto topico |
History of engineering and technology
Technology: general issues |
| Soggetto non controllato |
attention mechanism
attentional mechanism capacity configuration carbon emission climate factors CNN community integrated energy system comprehensive framework conditional value-at-risk convolutional neural network correlation analysis critical technology DC series arc fault denoising auto-encoder distributionally robust optimization (DRO) electric heating electric vehicle energy management high-quality operation and maintenance inertia security region integrated energy system (IES) joint chance constraints lightweight convolutional neural network linear decision rules (LDRs) load disaggregation load forecasting LSTM neural network machine learning multi-objective optimization n/a photovoltaic (PV) system power spectrum estimation power-to-hydrogen receding horizon optimization REDD dataset secondary equipment short text classification short-term load forecasting situation awareness smart distribution network storage sustainable wind-PV-hydrogen-storage microgrid temporal convolutional network thermal comfort TraceBase dataset user dominated demand side response Wasserstein distance wind-photovoltaic-thermal power system |
| 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 online resource (274 p.) |
| Soggetto topico |
History of engineering and technology
Technology: general issues |
| Soggetto non controllato |
academic buildings
barge transport Bayesian Bayesian belief network boosting optimization can-order policy carbon tax and cap complex systems conditional value-at-risk construction COVID-19 data envelopment analysis economic analysis efficiency assessment energy efficiency environmental performance financial analysis flexibility flood hazard and sensitivity analysis fuzzy clustering analysis fuzzy constraints fuzzy QFD geoadditive green supply chain green supply chain management healthcare systems higher educational institutions housing infrastructure importance‒performance analysis innovation ecosystem investment projects IT flexibility literature review logistics MCDM methods metabolic flows mixed-integer programming multi-criteria decision-making multi-sided platforms n/a operations strategy matrix P-splines partial least squared structured equation modelling performance benchmarking performance gap performance measurement pipelines Port of Rotterdam public buildings quantile resilience risk assessment and management serious games shipping cost simulation games small- and medium-sized enterprises (SMEs) social cost social sustainability social sustainability awareness SSCM stakeholder support sustainability sustainable growth sustainable supply chain management transport networks trenchless technologies truck platooning |
| 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 online resource (146 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
capital insurance
capital requirement for premium risk collective risk model community structure complex networks conditional value-at-risk contagion deltaCoVaR equilibrium financial conglomerate financial markets general risk measure insurance sector interconnectedness mean-CVaR portfolio optimization minimum spanning trees-topological indicators Neyman-Pearson problem optimal reinsurance reinsurance strategies risk minimization risk sharing Solvency II systemic risk tail dependence welfare |
| 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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