Blockchain and Cryptocurrencies
| Blockchain and Cryptocurrencies |
| Autore | Nadarajah Saralees |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (158 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
algorithms
ARIMA artificial neural network autoregression bitcoin Bitcoin blockchain Blockchain connectedness contagion effect Copulas correlations cryptocurrencies Cryptocurrencies cryptocurrency detrended cross-correlation analysis Digital Currencies efficient market hypothesis endogenous Ethereum exogenous variables Financial analysis fraud high frequency Hurst exponent impact liquidity market liquidity predictive modes regulation Risk management risks simulation spectral analysis spill overs spillover risks static forecast Student's-t survey time-frequency-dynamic time-series analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557506503321 |
Nadarajah Saralees
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Collaborative Networks, Decision Systems, Web Applications and Services for Supporting Engineering and Production Management
| Collaborative Networks, Decision Systems, Web Applications and Services for Supporting Engineering and Production Management |
| Autore | Varela Leonilde |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (120 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
advanced manufacturing
artificial intelligence methods blockchain classification coauthorship networks cryptocurrencies cyber-physical systems degradation detection model digital twin flexible unit systems grinding process grinding wheel methods for modeling digital twins n/a network sciences predictive maintenance quantitative trading residual life distribution seismic event detection seismology social network system design of digital twins upgradation workload strategy |
| ISBN | 3-0365-5934-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637794403321 |
Varela Leonilde
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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Complexity in Economic and Social Systems
| Complexity in Economic and Social Systems |
| Autore | Drożdż Stanisław |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (534 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
agent-based computational economics
agent-based modelling Baidu Index bargaining BDS central-banking chaos cluster-entropy complex adaptive systems complex network complex networks complex systems complexity economics complexity in stock market complexity of IPOs complexity science conjunctural movements copula functions correlation coefficient correlation dimension correspondence analysis cross-shareholding network cryptocurrencies cybernetics detrended cross-correlations development discrete-time models dual graph dynamic game model dynamical complexity dynamics economic complexity econophysics edge of chaos EMD entropic susceptibilities entropies entropy economics entropy weight TOPSIS Ethiopia Euler characteristic evolutionarily stable strategies evolutionary dynamics evolutionary information search dynamics extreme returns fake news feedback loops finance financial institution financial markets forecasting market risk four-colour theorem gain function GARCH model gender productivity gap general system theory generalized autoregressive conditional heteroscedasticity model (GARCH) generalized Pareto distribution homo oeconomicus inequality information demand information theory information transfer innovative activity IPO timing irreversible processes jump volatility Kondratieff waves land acquisition leveraged trading liquidity benchmark liquidity proxy location quotient Lyapunov macroeconomics macroprudential policy manufacturing industry measure of economic development minimal spanning tree mixture of distribution hypothesis motivation multifractal analysis multivariate transfer entropy municipality mutual information n/a Nash equilibrium network theory non-ergodic ill-behaved inverse problems non-extensive cross-entropy econometrics non-linear dynamics nonlinear dynamics partial determination peaks over threshold platforms for participation Polish Green Island effect power law pricing constraint prosumption public administration sector real estate real option recurrence plots Red Queen effect rumor spreading self-exciting point process Shannon-entropy speculation stock exchange market stock market stock markets stock price crash risk structural entropy systemic risk threshold effect time series time series analysis transfer entropy Tsallis entropy universal complexity measure value at risk volatility clustering volatility estimate wealth condensation websites Zipf law |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557397503321 |
Drożdż Stanisław
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Entropy-Based Applications in Economics, Finance, and Management
| Entropy-Based Applications in Economics, Finance, and Management |
| Autore | Olbryś Joanna |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto topico |
Computer science
Information technology industries |
| Soggetto non controllato |
bond market
butterfly effect Central and Eastern European countries chaos coherence complex network COVID-19 credit-to-GDP gap crisis crowded trading cryptocurrencies decomposition of income inequality dimensions of market liquidity dynamic time warping energy futures entropy epidemic states EU-SILC Europe financial markets financial stability fixed income security fuzzy c-means classification method generalized variance decomposition Global Financial Crisis high-frequency data household income income inequality interval numbers intra-day seasonality market connectedness market depth market microstructure MCGDM Mean Logarithmic Deviation monetary policy multivariate time series mutual information n/a networks nonlinear dynamics objective weights predictability regularity Rényi entropy Rényi transfer entropy risk spillovers rolling-window Rössler system Sample Entropy (SampEn) Shannon entropy similarity stock market stock market index structural entropy synchronicity tail-risk TOPSIS transfer entropy |
| ISBN | 3-0365-5806-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637783203321 |
Olbryś Joanna
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
abnormal returns
announcements asset pricing at-the-money bias adjustments Bitcoin carry cost rate clustered event days commodity market conditional hedge ratio cross-sectional correlation cryptocurrencies cumulated ranks deep-out-of-the-money direction earnings economics efficient market hypothesis efficient portfolios event study expectation-maximization (EM) regression finance forecasting free-boundary problem GARCH-jump hedge ratio informed trading latent variable market factor market index market volume metals momentum multifactors net buying pressure options out-of-the-money outliers pairs trading Poisson model portfolio profitability pricing rank test return dispersion risk factors S&P 500 index spectral analysis standardized abnormal returns stochastic control survivor stocks term structure time-varying jumps trading strategies transaction costs transaction regions unit root volatility yield spread zero-beta CAPM |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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Fuzzy Sets in Business Management, Finance, and Economics
| Fuzzy Sets in Business Management, Finance, and Economics |
| Autore | de Andres Sanchez Jorge |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (346 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
adoption of environmental practices
assessment risk audit risk assessment audit team leader bitcoin blockchain Bonferroni means bonus-malus system brand attachment clustering techniques convenience stores correlation between fuzzy variables corruption normalization corruption perception cryptocurrencies Debreu-Farrell productivity index decision making decision-making economic models education level efficiency enhancement strategy entrepreneurial intention evaluation of specialists experience expert group experton theory extension principle family entrepreneurial background financial knowledge fintech forgotten effects theory Forgotten Effects Theory fsQCA fuzzy arithmetic fuzzy data analysis fuzzy logic Fuzzy Logic fuzzy Markov chain fuzzy number fuzzy numbers fuzzy quality function deployment fuzzy set qualitative comparative analysis fuzzy sets fuzzy stationary state fuzzy theory fuzzy transition probability gender genetic algorithm Hamming distance Harrod's growth household income human resource costs induced aggregation operators information technology support intention to use intuitionistic fuzzy sets knowledge systems Latin America linguistic variables manufacturing process mobility neuro-fuzzy assessment organizational learning capability OWA operator planification poverty policy prioritized aggregation operators public financial resources pythagorean membership recovery plan SDGs selection of quality methods size small- and medium-sized audit firms smart city smart transport STEM sustainability The Quintuple Helix of Innovation Model tourist destination competitiveness transparency transparent selection unified theory of acceptance and use of technology university ranking unsupervised pattern recognition |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557612703321 |
de Andres Sanchez Jorge
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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Signatures of Maturity in Cryptocurrency Market
| Signatures of Maturity in Cryptocurrency Market |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (262 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
ADCC-GARCH
AI anomaly score automated market makers bitcoin Bitcoin carbon footprint Bitcoin mining blockchain blockchain technology bounded distance decoding business development collective dynamics community detection complex systems complexity correlations COVID-19 cross-correlations cryptocurrencies cryptocurrency DAO decentralized exchange DeFi diversifier econophysics edge computing electric vehicles energy consumption entropy error correcting code Ethereum FIGARCH financial crisis financial development financial markets fluctuations forex market hedge Hurst exponent information processing Kolmogorov entropy lending protocol long memory Mahalanobis distance market impact market maturity metaverse MFDFA minimum covariance determinant multifractal analysis multifractality multiscale network structure noise and trend effects oracle P2P charging permanent policy portfolio optimization precision public-key cryptosystem safe haven shrinkage estimators tick-by-tick data time series time series analysis volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910743270303321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Three Risky Decades: A Time for Econophysics?
| Three Risky Decades: A Time for Econophysics? |
| Autore | Kutner Ryszard |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (708 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
1/f noise
absolute value estimator agent-based models anomalous diffusion ARFIMA balanced budget basic income guarantee Bitcoin bond pricing bounded rationality calendar anomalies Cantor set cascading failure collective intelligence companies company market compartmental epidemic modelling complex systems complexity economics continuous time random walk copulas correlation coefficient correlation filtering correspondence analysis covariance matrices COVID-19 criticality cross-correlations cryptocurrencies currency crisis day-of-the-week effect decision-making deep learning detrended cross-correlation analysis detrended cross-correlations detrended fluctuation analysis discounting disordered systems dynamics of complex networks ecological economics economic complexity economic development Economic Freedom of the World index economic growth econophysics effective tax rate elastic tax emergent property emissions energy entropy entropy production exponential behaviour export readiness financial complexity financial market dynamics financial markets financial networks first-passage times flash crash forex market fractals fractional Lèvy stable motion FTSE100 Gini index globalisation Gompertz government dependency government transfer high frequency trading high-frequency trader high-frequency trading highway freight transportation Higuchi's method homeomorphism Hurst exponent income distribution income redistribution income tax Index of Economic Freedom information-theory internationalization intertrade times kinetic exchange model kinetic models Kolkata index Kolkata Paise Restaurant problem lexical evolution of econophysics local transfer entropy long-range memory long-short-term-memory market indices market microstructure market stability maximum entropy principle mean squared displacement minimal spanning tree MinMax minority game mobility indices mortality multifractal analysis multifractal detrended fluctuation analysis multiplicative point process multiscale analysis multiscale partition function multivariate Hawkes process n/a network analysis network diversity network science neural networks optimization options pricing output elasticities partial correlation phase transition planar graph planar maximally filtered graph portfolio optimization poverty line power law power law behaviour power law classification scheme power-law tails products and services q-Gaussians quantal response statistical equilibrium Quantum-Inspired Neural Network radiation model random geometry rank-size law technique real interest rates regularization relatedness renormalization replica theory return distributions risk measurement SGX simulated annealing technique speculative attacks start-up stock correlation stretched exponentials structural entropy survival probability distribution systemic risk TAIEX tax deduction text as data time series analysis topological data analysis transportation network traveling salesman problem urban-regional economics vaccination campaign volatility clustering wealth distribution wealth inequalities |
| 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 | ||
| Lo trovi qui: Univ. Federico II | ||
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