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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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Stability Problems for Stochastic Models: Theory and Applications
| Stability Problems for Stochastic Models: Theory and Applications |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (370 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
continuous-time Markov chains
non-stationary Markovian queueing model stability perturbation bounds forward Kolmogorov system threshold processing random samples long-term dependence mean-square risk estimate integrals and sums rates of convergence conditional law of large numbers conditional central limit theorem stochastic differential observation system nonlinear filtering problem state-dependent observation noise numerical filtering algorithm filtering given time-discretized observations stable approximation approximation accuracy Rényi theorem Kantorovich distance zeta-metrics Stein’s method stationary renewal distribution equilibrium transform geometric random sum characteristic function precipitation limit theorems statistical test generalized negative binomial distribution generalized gamma distribution asymptotic approximations extreme order statistics random sample size slowly varying monotony in the Zygmund sense class Γa(g) self-neglecting function convergence rates citation distribution Hirsch index geometric distribution Sibuya distribution geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions multivariate stable distribution multivariate Linnik distribution generalized Mittag–Leffler distribution multivariate generalized Mittag–Leffler distribution stable distribution probability density function distribution function Hankel contours multivariate stable processes contour integrals fractional laplacian second order expansions high-dimensional low sample size Laplace distribution Student’s t-distribution pareto mixture distribution multiserver system uniform distance perfect simulation priority system marked Markov arrival process phase-type distribution change of the priority dispatching heterogeneous servers Markov decision process policy-iteration algorithm mean number of customers decomposable semi-regenerative process multiple power series distribution integral limit theorem local limit theorem Tauberian lemma R-weakly one-sided oscillation of the multiple sequence at infinity along the given multiple sequence pension schemes balance equation gross premium premium load lump sum defined contribution pension schemes decrement tables robustness minimax approach stable estimation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910557664703321 |
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Zeifman Alexander
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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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Uncertainty Quantification Techniques in Statistics
| Uncertainty Quantification Techniques in Statistics |
| Autore | Kim Jong-Min |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (128 p.) |
| Soggetto non controllato |
Kullback–Leibler divergence
geometric distribution accuracy AUROC allele read counts mixture model low-coverage entropy gene-expression data SCAD data envelopment analysis LASSO high-throughput sandwich variance estimator adaptive lasso semiparametric regression ?1 lasso Laplacian matrix elastic net feature selection sea surface temperature gene expression data Skew-Reflected-Gompertz distribution lasso next-generation sequencing BH-FDR stochastic frontier model ?2 ridge geometric mean resampling Gompertz distribution adapative lasso group efficiency comparison sensitive attribute MCP probability proportional to size (PPS) sampling randomization device SIS Yennum et al.’s model ensembles |
| ISBN | 3-03928-547-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404091103321 |
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Kim Jong-Min
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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