Fractional Order Systems / Ivo Petráš
| Fractional Order Systems / Ivo Petráš |
| Autore | Petráš Ivo |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (114 p.) |
| Soggetto non controllato |
complexity
cuckoo search magnetic resonance imaging fractional calculus musical signal pinning synchronization Fourier transform optimal randomness fractional-order system Mittag-Leffler function meaning parameter diffusion-wave equation anomalous diffusion Laplace transform time-varying delays mass absorption swarm-based search fractional adaptive control time series Hurst exponent fractional derivative control PID global optimization reaction–diffusion terms audio signal processing Caputo derivative harmonic impact fractional complex networks heavy-tailed distribution impulses long memory linear prediction |
| ISBN |
9783039216093
3039216090 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367749103321 |
Petráš Ivo
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Economics : Application of Fractional Calculus
| Mathematical Economics : Application of Fractional Calculus |
| Autore | Tarasov Vasily E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (278 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
business cycle model
Caputo fractional derivative continuous-time random walk (CTRW) deep assessment diffusion equation econometric modelling economic growth economic growth model economic theory economy econophysics efficient market hypothesis Einstein's evolution equation evolutionary computing financial time series analysis Fourier transform fractal market hypothesis fractional calculus fractional diffusion equation fractional dynamics fractional generalization fundamental solution GDP per capita generalized fractional derivatives Group of Twenty growth equation Hopf bifurcation identification Kolmogorov-Feller equation Laplace transform least squares least squares method long memory LSTM mathematical economics Mittag-Leffler function Mittag-Leffler functions modeling modelling n/a non-locality option pricing Phillips curve portfolio hedging prediction pseudo-phase space random market hypothesis risk sensitivities self-affine stochastic fields stability system modeling time delay time-fractional-order |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Mathematical Economics |
| Record Nr. | UNINA-9910557436903321 |
Tarasov Vasily E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| 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 |
Trinidad-Segovia J.E
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| 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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