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Analysis of Sensory Properties in Foods / Edgar Chambers
| Analysis of Sensory Properties in Foods / Edgar Chambers |
| Autore | Chambers Edgar |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (132 p.) |
| Soggetto topico | Biology, life sciences |
| Soggetto non controllato |
mayonnaise
Choquet integral multi-attribute time-intensity (MATI) data foods fuzzy measure specialty food monosodium glutamate (MSG) food label plant breeding consumer test perception multi-criteria decision-making interaction indices multicollinearity unique food products sensory thresholds natural quality control Shapley value processing thermosensing willingness to pay esophageal cancer cross-cultural affective test carryover effects Prunus dulcis hot beverages sensory acceptability mixed models chicken soup sensory bias product development temperature methodological study relative importance of attributes to liking product improvement nonlinear models consumer lexicon descriptive sensory analysis emulsification ingredient hydroSOStainable products temporal drivers of liking (TDOL) texture MSG substitutes functional data analysis food ethnic food descriptive analysis LMG statistic shelf life sensory evaluation sensory coffee fruit chews descriptive |
| ISBN |
9783039214341
3039214349 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367565903321 |
Chambers Edgar
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Big Data Analytics and Information Science for Business and Biomedical Applications II
| Big Data Analytics and Information Science for Business and Biomedical Applications II |
| Autore | Ahmed S. Ejaz |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (196 p.) |
| Soggetto topico |
Computer science
Information technology industries |
| Soggetto non controllato |
asymptotic bias and risk
bandwidth selection Bayesian modeling big data adaptation brain network cancer causal structure learning chest X-ray images consistency correlation deep learning dividend estimation edge-preserving image denoising FCI algorithm fMRI functional connectivity functional predictor functional principal component analysis functional regression gestational weight high dimensionality high-dimensional data Human Connectome Project image sequence infant birth weight joint modeling jump regression analysis LASSO estimation linear mixed model linear mixed-effects model local smoothing longitudinal data lung diseases maternal weight gain mobile device multicollinearity network analysis nonparametric regression nonparametric testing online health community options markets PC algorithm pretest and shrinkage estimation pretrained neural networks ridge estimation social support sparse group regularization spatio-temporal data statistics transfer learning wearable device data weighted least squares |
| ISBN | 3-0365-5550-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637784003321 |
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Ahmed S. Ejaz
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Statistics and Data Analytics
| Financial Statistics and Data Analytics |
| Autore | Liu Shuangzhe |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
ACD models
asymptotic B-splines banking competition Bitcoin bonds Box-Cox transformation capital asset pricing model characteristic function-based estimator convergence analysis credit risk efficiency estimation estimation of systematic risk Euro-Dollar financial incentives financial models fractal scaling GARCH model generalized Birnbaum-Saunders distributions generalized method of moments gold price goodness-of-fit Griddy-Gibs HARCH model heavy tails high-frequency financial data Hill estimator Index parameter intention to leave interest rates job performance job satisfaction Lerner index long range dependence multicollinearity multifactor asset pricing model multifractal processes no-arbitrage NPLs oil price PHARCH model public service motivation ridge regression safe-haven assets seemingly unrelated regression model shrinkage estimator stochastic frontiers Swiss Franc exchange rate t-distribution tests of mean-variance efficiency Theil index time series wrapped stable yeld curve |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557128703321 |
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Liu Shuangzhe
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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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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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