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Alternative Assets and Cryptocurrencies
| Alternative Assets and Cryptocurrencies |
| Autore | Hafner Christian |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (218 p.) |
| Disciplina | 332 |
| Soggetto topico | Finance |
| Soggetto non controllato |
inflation propensity
realized volatility portfolio modelling diamond stocks systemic risk cryptocurrencies initial coin offering smooth transition investment asset GARCH risk management transaction costs liquidity costs time series Baltic dry index statistical arbitrage volume cryptocurrency Hashrate blockchain diamond prices pro-cyclical volatility capital asset pricing model Bitcoin volatility trend prediction collatz conjecture high-frequency finance sentiment geometric distribution speculative bubbles gold classification framework limit order book venture capital proof-of-work high frequency Bitcoin machine learning metric learning stylized fact digital currency crowdfunding HAR GARCH-MIDAS bitcoin |
| ISBN | 3-03897-979-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346835503321 |
Hafner Christian
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Blockchain and Cryptocurrencies
| Blockchain and Cryptocurrencies |
| Autore | Nadarajah Saralees |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (158 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
cryptocurrencies
connectedness spill overs spectral analysis time-frequency-dynamic Bitcoin cryptocurrency spillover risks Copulas Student’s-t survey bitcoin efficient market hypothesis ARIMA artificial neural network static forecast contagion effect detrended cross-correlation analysis liquidity Ethereum market liquidity Hurst exponent high frequency fraud algorithms correlations impact risks regulation blockchain autoregression time-series analysis simulation predictive modes endogenous exogenous variables Blockchain Cryptocurrencies Digital Currencies Risk management Financial analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557506503321 |
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Nadarajah Saralees
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| 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 electronic resource (120 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
cyber-physical systems
digital twin advanced manufacturing grinding process grinding wheel seismic event detection detection model seismology classification flexible unit systems degradation residual life distribution workload strategy upgradation predictive maintenance network sciences social network coauthorship networks methods for modeling digital twins system design of digital twins artificial intelligence methods quantitative trading cryptocurrencies blockchain |
| ISBN | 3-0365-5934-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637794403321 |
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Varela Leonilde
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| 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 electronic resource (534 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
volatility clustering
Baidu Index information demand generalized autoregressive conditional heteroscedasticity model (GARCH) mixture of distribution hypothesis speculation land acquisition motivation real estate development Ethiopia systemic risk macroprudential policy agent-based modelling inequality central-banking information transfer transfer entropy stock markets econophysics complexity science information theory economic complexity evolutionary dynamics network theory leveraged trading stock price crash risk threshold effect complexity in stock market entropy economics non-extensive cross-entropy econometrics non-ergodic ill-behaved inverse problems general system theory non-linear dynamics complex adaptive systems homo oeconomicus edge of chaos complexity economics pricing constraint IPO timing dynamic game model real option complexity of IPOs financial institution complex network jump volatility entropy weight TOPSIS structural entropy stock market EMD cluster-entropy Shannon-entropy financial markets time series dynamics Tsallis entropy copula functions cross-shareholding network finance cryptocurrencies multivariate transfer entropy complex networks liquidity proxy liquidity benchmark volatility estimate correlation coefficient partial determination mutual information forecasting market risk value at risk extreme returns peaks over threshold self-exciting point process discrete-time models generalized Pareto distribution dynamical complexity universal complexity measure irreversible processes entropies entropic susceptibilities complex systems multifractal analysis detrended cross-correlations minimal spanning tree wealth condensation agent-based computational economics bargaining gain function macroeconomics innovative activity manufacturing industry conjunctural movements cybernetics feedback loops correspondence analysis Polish Green Island effect Red Queen effect Kondratieff waves power law Zipf law gender productivity gap fake news rumor spreading Nash equilibrium evolutionarily stable strategies evolutionary information search dynamics nonlinear dynamics chaos time series analysis stock exchange market Lyapunov recurrence plots BDS correlation dimension GARCH model measure of economic development websites public administration sector municipality four-colour theorem prosumption platforms for participation location quotient dual graph Euler characteristic |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557397503321 |
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Drożdż Stanisław
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| 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 electronic resource (276 p.) |
| Soggetto topico |
Information technology industries
Computer science |
| Soggetto non controllato |
crowded trading
tail-risk financial stability entropy market microstructure dimensions of market liquidity market depth high-frequency data intra-day seasonality bond market fixed income security risk spillovers structural entropy generalized variance decomposition complex network credit-to-GDP gap coherence similarity synchronicity Central and Eastern European countries cryptocurrencies mutual information transfer entropy dynamic time warping interval numbers MCGDM TOPSIS objective weights financial markets monetary policy networks fuzzy c-means classification method COVID-19 epidemic states Europe stock market market connectedness crisis nonlinear dynamics chaos butterfly effect energy futures Mean Logarithmic Deviation Shannon entropy income inequality household income decomposition of income inequality EU-SILC Rényi entropy Rényi transfer entropy Rössler system multivariate time series Sample Entropy (SampEn) stock market index regularity predictability Global Financial Crisis rolling-window |
| ISBN | 3-0365-5806-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637783203321 |
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Olbryś Joanna
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| 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 electronic resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
forecasting
commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
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Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| 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 electronic resource (346 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
Bonferroni means
prioritized aggregation operators induced aggregation operators OWA operator transparency fuzzy sets fuzzy numbers linguistic variables fuzzy data analysis correlation between fuzzy variables poverty policy efficiency Debreu–Farrell productivity index cryptocurrencies bitcoin blockchain fintech unified theory of acceptance and use of technology intention to use fuzzy set qualitative comparative analysis bonus-malus system fuzzy number fuzzy transition probability fuzzy Markov chain fuzzy stationary state SDGs The Quintuple Helix of Innovation Model sustainability Latin America knowledge systems Forgotten Effects Theory Fuzzy Logic tourist destination competitiveness experton theory forgotten effects theory Hamming distance decision making expert group neuro-fuzzy assessment evaluation of specialists smart city assessment risk smart transport mobility transparent selection public financial resources recovery plan selection of quality methods manufacturing process intuitionistic fuzzy sets genetic algorithm adoption of environmental practices human resource costs organizational learning capability information technology support size education level experience university ranking unsupervised pattern recognition clustering techniques corruption perception corruption normalization gender entrepreneurial intention STEM family entrepreneurial background fsQCA household income pythagorean membership financial knowledge decision-making fuzzy logic fuzzy arithmetic extension principle economic models Harrod’s growth enhancement strategy brand attachment convenience stores fuzzy quality function deployment audit team leader audit risk assessment small- and medium-sized audit firms planification fuzzy theory |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557612703321 |
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de Andres Sanchez Jorge
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| 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 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 |
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Kutner Ryszard
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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