Challenges and Opportunities for the Renewable Energy Economy |
Autore | Reboredo Juan Carlos |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (166 p.) |
Soggetto topico | Research & information: general |
Soggetto non controllato |
day-ahead market
balancing market gate closure forecast uncertainty wind power forecast agent-based simulation the MATREM system drying solar energy sustainable processing energy efficiency global heat production energy market energy conversion electricity carbon trading palm oil producer renewable energy economy sustainable development clean development mechanism Sustainable Development Goals (SDGs) Malaysia energy planning Modern Portfolio Theory (MPT) Capital Asset Pricing Model (CAPM) low-carbon economy renewable energy deployment environmental efficiency pumped hydro storage wind farm simulated annealing genetic algorithm pattern search Matlab optimization toolbox economic and environment feasibility renewables low carbon interdependence copulas conditional quantiles liquefied natural gas cold energy regasification chilled water techno economic coevolution the fuel ethanol industry history-friendly model entry regulation ethanol mandate production subsidy R& D subsidy |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557648003321 |
Reboredo Juan Carlos
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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Efficiency and Anomalies in Stock Markets |
Autore | Wong Wing-Keung |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (232 p.) |
Soggetto topico | Development economics & emerging economies |
Soggetto non controllato |
stochastic dominance
Omega ratio risk averters risk seekers utility maximization market efficiency anomaly emerging markets KSE Pakistan three-factor model size and value premiums future economic growth liquidity proxy emerging market transaction cost price impact efficient market economic policy uncertainty random walk news Asian market G7 market real exchange rate volatility financial development economic growth Put–Call Ratio volume open interest frequency-domain roiling causality convertible bond financial constraints stock performance Autoregressive Model non-Gaussian error realized volatility Threshold Autoregressive Model value premium technical analysis moving average China stock market stock market finance applications EMH anomalies Behavioral Finance Winner–Loser Effect Momentum Effect calendar anomalies BM effect the size effect Disposition Effect Equity Premium Puzzle herd effect ostrich effect bubbles trading rules overconfidence utility portfolio selection portfolio optimization risk measures performance measures indifference curves two-moment decision models dynamic models diversification behavioral models unit root cointegration causality nonlinearity covariance copulas robust estimation anchoring |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910674048203321 |
Wong Wing-Keung
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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Flood Risk and Resilience |
Autore | Fu Guangtao |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (214 p.) |
Soggetto topico | History of engineering & technology |
Soggetto non controllato |
nonstationarity
univariate model GAMLSS bivariate model copulas floodway optimization particle swarm optimization HEC-RAS flood mitigation hydraulic modeling flood risk perception natural flood management disaster mitigation flood-prone city questionnaire survey flood hazard land use urban growth Villahermosa architecture modelling flood resilience resilience engineering system-of-systems water systems multi-risk matrix resilience flood risk multi-hazard risk reduction flood resilience index flood resilience analysis urban floods flood risk assessment flood inundation modelling Artificial Intelligence machine learning flood preparedness flood resilience blue-green infrastructure flood risk management sustainable drainage systems systems flood control materials intelligent warehousing location allocation multi-objective optimization drone applications deployment time monitoring flood modelling evacuation rescue management strategy metrics |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557748403321 |
Fu Guangtao
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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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 | ||
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Lo trovi qui: Univ. Federico II | ||
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Numerical Simulation in Biomechanics and Biomedical Engineering |
Autore | Malvè Mauro |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (300 p.) |
Soggetto topico | Technology: general issues |
Soggetto non controllato |
finite element analysis
shoulder implant stability implant design reverse shoulder arthroplasty micromotion in-silico 3D model cardiac cell cardiac muscle tissue cardiomyocyte electrical stimulation copulas design of experiments glioblastoma multiforme mathematical modelling Morse theory topological data analysis machine learning time series smart driving fixed points manifolds divergence hemodynamics computational fluid dynamics overlap malapposition stent stenosis thrombosis radioembolization liver cancer hepatic artery computational cost analysis personalized medicine patient specific finite element method implicit FEM explicit FEM skeletal muscle biomechanics mathematical model cell dynamics bone physiology bone disorders aortic dissection delamination tests cohesive zone model porcine aorta vascular mechanics foot finite element method foot and ankle model shared nodes separated mesh plantar pressure finite element modelling bone tissue engineering 3D scaffold additive manufacturing potential swirling flow Navier–Stokes equations unsteady swirling flow tornado-like jets haemorheology blood flow modelling particle transport numerical fluid mechanics tracheobronchial stent parametric model 3D printing customized prosthesis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557314603321 |
Malvè Mauro
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods for Economics and Finance |
Autore | Trinidad-Segovia J.E |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (418 p.) |
Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
Soggetto non controllato |
academic cheating
tax evasion informality pairs trading hurst exponent financial markets long memory co-movement cointegration risk delay decision-making process probability discount detection mean square error multicollinearity raise regression variance inflation factor derivation intertemporal choice decreasing impatience elasticity GARCH EGARCH VaR historical simulation approach peaks-over-threshold EVT student t-copula generalized Pareto distribution centered model noncentered model intercept essential multicollinearity nonessential multicollinearity commodity prices futures prices number of factors eigenvalues volatility cluster Hurst exponent FD4 approach volatility series probability of volatility cluster S& P500 Bitcoin Ethereum Ripple bitcoin deep learning deep recurrent convolutional neural networks forecasting asset pricing financial distress prediction unconstrained distributed lag model multiple periods Chinese listed companies cash flow management corporate prudential risk the financial accelerator financial distress induced risk aversion liquidity constraints liquidity risk macroeconomic propagation multiperiod financial management non-linear macroeconomic modelling Tobin’s q precautionary savings pharmaceutical industry scale economies profitability biotechnological firms non-parametric efficiency productivity DEA dispersion trading option arbitrage volatility trading correlation risk premium econometrics computational finance ensemble empirical mode decomposition (EEMD) autoregressive integrated moving average (ARIMA) support vector regression (SVR) genetic algorithm (GA) energy consumption cryptocurrency gold P 500 DCC copula copulas Markov Chain Monte Carlo simulation local optima vs. local minima SRA approach foreign direct investment bilateral investment treaties regional trade agreements structural gravity model policy uncertainty stock prices dynamically simulated autoregressive distributed lag (DYS-ARDL) threshold regression United States |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557564003321 |
Trinidad-Segovia J.E
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Risk Analysis and Portfolio Modelling |
Autore | Allen David |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
Descrizione fisica | 1 electronic resource (224 p.) |
Soggetto non controllato |
risk assessment
mortgage portfolio insider trade contagion effect risk capital liquidity risk hedonic modeling rolling wavelet correlation inverse coefficient of variation exchange traded funds sovereign risk/debt securitized real estate and local stock markets portfolio optimization portfolio analysis risk premium performance measurement risk analysis contagion outperformance probability Sharpe ratio probability of default small and medium enterprises RAROC sovereign defaults risk attribution multiresolution analysis credit ratings debt maturity structure herding asset-backed securities modern portfolio theory housing segments analytic hierarchy process African countries Asian firms decentralization credit scoring dependence mutual funds spillover effect capital allocation copulas matched filter institutional holding crop insurance factor investing wavelet coherence and phase difference risk value-at-risk rearrangement algorithm |
ISBN | 3-03921-625-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910367752303321 |
Allen David
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MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Risk, Ruin and Survival: Decision Making in Insurance and Finance |
Autore | Ren Jiandong |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (210 p.) |
Soggetto non controllato |
insurance
multiplicative background risk model renewal process dual risk model collective risk model risk measure aggregate risk Laplace transform transfer function risk management risk theory maximal tail dependence constant interest rate partial integro-differential equation reinsurance financial time series spatial risk measures and corresponding axiomatic approach central limit theorem integral equation Markovian arrival process systematic risk information processing discounted aggregate claims surplus process weighted cuts rate of spatial diversification national culture operational risk covariance cumulative Parisian ruin spatial dependence background risk survival analysis Monte Carlo aggregate discounted claims stochastic orders order statistic max-stable random fields copulas hazard model multivariate gamma distribution copula advanced measurement approach concomitant archimedean copulas rating migrations ruin probability clustering confidence interval individual risk model numerical approximation value-at-risk |
ISBN | 3-03928-517-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Risk, Ruin and Survival |
Record Nr. | UNINA-9910404092203321 |
Ren Jiandong
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MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Classification of Arabic Dialects: Traditional Approaches, New Proposals, and Methodological Problems |
Autore | Bettega Simone |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (296 p.) |
Soggetto topico | Language |
Soggetto non controllato |
dialect classification
subgrouping Sudanic Arabic Egyptian Arabic definiteness indefiniteness specificity referentiality determination article systems phonological typology feature geometry contrastivity Arabic dialects consonant reflexes Mahdia Arabic Maghribi Arabic Tunisia Sahel urban dialects Bedouin dialects villageois dialects Arabic dialectology Sociolinguistics Arabic Baggara comparative dialectology historical dialectology historical linguistics dialectology nomadism methodology geography dialect geography Arabic epigraphy Tunisian Arabic Libyan Arabic copulas syntactic isoglosses cognate infinitive Lebanese Arabic typology Semitic languages palatalization nasal Cairene Arabic sociophonetics acoustic phonetics Moroccan Arabic Essaouira Tafilalt southern Morocco dialect contact urban rural gələt qəltu spoken Arabic classification Bedouin Arabic Jordan Masāʿīd spoken Arabic varieties Jordanian Arabic Arabic linguistics |
ISBN | 3-0365-6140-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Classification of Arabic Dialects |
Record Nr. | UNINA-9910639993703321 |
Bettega Simone
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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Three Risky Decades: A Time for Econophysics? |
Autore | Kutner Ryszard |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (708 p.) |
Soggetto topico |
Research & information: general
Mathematics & science |
Soggetto non controllato |
energy
economic growth output elasticities entropy production emissions optimization speculative attacks currency crisis neural networks deep learning Quantum-Inspired Neural Network traveling salesman problem simulated annealing technique kinetic exchange model Gini index Kolkata index minority game Kolkata Paise Restaurant problem time series analysis cross-correlations power law classification scheme network analysis globalisation entropy portfolio optimization regularization renormalization econophysics highway freight transportation radiation model transportation network network diversity power law economic development decision-making bounded rationality complexity economics information-theory maximum entropy principle quantal response statistical equilibrium correlation coefficient detrended cross-correlation analysis COVID-19 mobility indices random geometry risk measurement disordered systems replica theory return distributions power-law tails stretched exponentials q-Gaussians financial markets financial complexity collective intelligence emergent property stock correlation lexical evolution of econophysics text as data correspondence analysis long-range memory 1/f noise absolute value estimator anomalous diffusion ARFIMA first-passage times fractional Lèvy stable motion Higuchi's method mean squared displacement multiplicative point process correlation filtering minimal spanning tree planar maximally filtered graph topological data analysis SGX TAIEX complex systems ecological economics urban-regional economics income distribution financial market dynamics income tax tax deduction income redistribution government transfer government dependency poverty line basic income guarantee effective tax rate balanced budget elastic tax Cantor set fractals homeomorphism detrended fluctuation analysis Hurst exponent continuous time random walk intertrade times volatility clustering local transfer entropy long-short-term-memory Bitcoin cryptocurrencies multiscale analysis detrended cross-correlations covariance matrices copulas high-frequency trading market stability agent-based models structural entropy Economic Freedom of the World index Index of Economic Freedom rank-size law technique power law behaviour exponential behaviour multiscale partition function multifractal analysis company market export readiness internationalization options pricing mortality companies start-up FTSE100 Gompertz MinMax survival probability distribution high-frequency trader multivariate Hawkes process forex market wealth distribution kinetic models wealth inequalities compartmental epidemic modelling vaccination campaign flash crash systemic risk financial networks high frequency trading market microstructure phase transition criticality dynamics of complex networks cascading failure network science economic complexity relatedness products and services planar graph partial correlation discounting bond pricing real interest rates calendar anomalies day-of-the-week effect market indices multifractal detrended fluctuation analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Three Risky Decades |
Record Nr. | UNINA-9910585940703321 |
Kutner Ryszard
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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