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Advances in Optimization and Nonlinear Analysis
| Advances in Optimization and Nonlinear Analysis |
| Autore | Treanţă Savin |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (334 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
(p,s)-convex fuzzy-interval-valued function
advances of SDO applications of SDO Arzelà-Ascoli Theorem basin of attraction Caputo-Fabrizio fractional integral chaos constrained variational control problem constraint qualifications convex function convexificators convexity of matrix crowing distance deformed exponential discount electrical vehicles emission reduction engineering design problem fractal fractional derivative of Riemann-Liouville type fractional differential equations fractional integral operator fractional transportation problem fuzzy Riemann integral Green's functions Guo-Krasnosel'skii fixed point theorem in cones h-convex function hemicontinuity Hermite-Hadamard inequality Hermite-Hadamard type inequalities Hermite-Hadamard type inequality Hermite-Hadamard-Fejér type inequality hidden attractor improved chaos game optimization integral boundary value problems interval Hermite-Hadamard inequality interval Hermite-Hadamard-Fejér inequality interval-valued function intuitionistic fuzzy set inverse geometric problem Jensen inequality Jensen type inequality Jensen-Mercer inequality Laplace equation least-square problem Lieb concavity theorem load frequency control low carbon inventory lower semicontinuity LR-convex interval-valued function LR-Harmonically convexity manta ray foraging optimizer metaheuristic optimization method of fundamental solution micro resonator monotonicity multi-objective programming multimodal multi-objective optimization multiobjective programs with vanishing constraints multiple integral functional multistability n/a nature-inspired algorithms non-dominated solution nonsmooth analysis optimal power flow optimization problems parametric programming payment in advance Pick function price-sensitive demand pseudomonotonicity renewable energy sources Riemann integral safe jump Schur type inequality semidefinite programming spiral dynamics optimization spiral paths spiral-inspired optimization algorithms sublinearity and superlinearity TD-TI controller well posedness |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910585943003321 |
Treanţă Savin
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods for Economics and Finance
| 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 online resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
asset pricing autoregressive integrated moving average (ARIMA) bilateral investment treaties biotechnological firms bitcoin Bitcoin cash flow management centered model Chinese listed companies co-movement cointegration commodity prices computational finance copula copulas corporate prudential risk correlation risk premium cryptocurrency DCC DEA decision-making process decreasing impatience deep learning deep recurrent convolutional neural networks delay derivation detection discount dispersion trading dynamically simulated autoregressive distributed lag (DYS-ARDL) econometrics EGARCH eigenvalues elasticity energy consumption ensemble empirical mode decomposition (EEMD) essential multicollinearity Ethereum EVT FD4 approach financial distress financial distress prediction financial markets forecasting foreign direct investment futures prices GARCH generalized Pareto distribution genetic algorithm (GA) gold historical simulation approach hurst exponent Hurst exponent induced risk aversion informality intercept intertemporal choice liquidity constraints liquidity risk local optima vs. local minima long memory macroeconomic propagation Markov Chain Monte Carlo simulation mean square error multicollinearity multiperiod financial management multiple periods non-linear macroeconomic modelling non-parametric efficiency noncentered model nonessential multicollinearity number of factors option arbitrage P 500 P500 pairs trading peaks-over-threshold pharmaceutical industry policy uncertainty precautionary savings probability probability of volatility cluster productivity profitability raise regression regional trade agreements Ripple risk S& scale economies SRA approach stock prices structural gravity model student t-copula support vector regression (SVR) tax evasion the financial accelerator threshold regression Tobin's q unconstrained distributed lag model United States VaR variance inflation factor volatility cluster volatility series volatility trading |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
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Trinidad-Segovia J.E
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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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