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
![]() |
||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Selected Topics in Gravity, Field Theory and Quantum Mechanics |
Autore | Duplij Steven |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (348 p.) |
Soggetto topico |
Research & information: general
Physics |
Soggetto non controllato |
semiheaps
ternary algebras para-associativity quantum mechanics gravity Clairaut equation Cho-Duan-Ge decomposition constraintless formalism canonical gravity covariance black holes quantum foundations non-axiomaticity detector clicks ensembles superposition principle arithmetic numbers vector space abstracting interpretations self-referentiality direct product direct power polyadic semigroup arity polyadic ring polyadic field Maxwell's vacuum equations Hamilton-Jacobi equation Klein-Gordon-Fock equation algebra of symmetry operators separation of variables linear partial differential equations Einstein field equation recursion operator Noether symmetry master symmetry conformable differential Poisson manifold diffeomorphism group current algebra symmetry current Lie algebra representation fock space generating functional distribution functions Lie-Poisson structure coherent states Lie-Poisson action Hilbert space linearization hamiltonian systems symmetry reduction integrability idiabatic states factorization heavenly type dynamical systems integrable dynamical systems dirac reduction hydrodynamic flows entropy vortex flows asymptotic conditions Kirchhoff's integral theorem quantum gravity and the problem of the Big Bang hidden Hermitian formulations of quantum mechanics stationary Wheeler-DeWitt system physical Hilbert space metric non-stationary Wheeler-DeWitt system |
ISBN | 3-0365-5906-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910639990903321 |
Duplij Steven
![]() |
||
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|