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Computational Methods for Risk Management in Economics and Finance
| Computational Methods for Risk Management in Economics and Finance |
| Autore | Resta Marina |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (234 p.) |
| Soggetto non controllato |
growth optimal portfolio
Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit |
| ISBN | 3-03928-499-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404091803321 |
Resta Marina
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Einfluss von Instationarität auf die Wartezeit an Knotenpunkten mit und ohne Lichtsignalanlage
| Einfluss von Instationarität auf die Wartezeit an Knotenpunkten mit und ohne Lichtsignalanlage |
| Autore | Leyn Ulrike |
| Pubbl/distr/stampa | KIT Scientific Publishing, 2017 |
| Descrizione fisica | 1 electronic resource (IX, 155 p. p.) |
| Collana | Schriftenreihe des Instituts für Verkehrswesen, Karlsruher Institut für Technologie |
| Soggetto non controllato |
non-stationarity
delay Lichtsignalanlage traffic signal Kapazität Wartezeit Instationarität Verkehr traffic capacity |
| ISBN | 1000069797 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNINA-9910346761503321 |
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Leyn Ulrike
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| KIT Scientific Publishing, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fractal and Multifractal Facets in the Structure and Dynamics of Physiological Systems and Applications to Homeostatic Control, Disease Diagnosis and Integrated Cyber-Physical Platforms
| Fractal and Multifractal Facets in the Structure and Dynamics of Physiological Systems and Applications to Homeostatic Control, Disease Diagnosis and Integrated Cyber-Physical Platforms |
| Autore | Bogdan Paul |
| Pubbl/distr/stampa | Frontiers Media SA, 2020 |
| Descrizione fisica | 1 electronic resource (180 p.) |
| Soggetto topico |
Science: general issues
Physiology |
| Soggetto non controllato |
complexity
fractality non-stationarity fractional calculus homeostasis smart medical devices critical phenomena and its implications emergence self-organization robustness physiological resiliency quality-of-life physiological control cyber-physical systems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557738703321 |
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Bogdan Paul
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| Frontiers Media SA, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Intelligent Biosignal Analysis Methods
| Intelligent Biosignal Analysis Methods |
| Autore | Jović Alan |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (256 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
sleep stage scoring
neural network-based refinement residual attention T-end annotation signal quality index tSQI optimal shrinkage emotion EEG DEAP CNN surgery image disgust autonomic nervous system electrocardiogram galvanic skin response olfactory training psychophysics smell wearable sensors wine sensory analysis accuracy convolution neural network (CNN) classifiers electrocardiography k-fold validation myocardial infarction sensitivity sleep staging electroencephalography (EEG) brain functional connectivity frequency band fusion phase-locked value (PLV) wearable device emotional state mental workload stress heart rate eye blinks rate skin conductance level emotion recognition electroencephalogram (EEG) photoplethysmography (PPG) machine learning feature extraction feature selection deep learning non-stationarity individual differences inter-subject variability covariate shift cross-participant inter-participant drowsiness detection EEG features drowsiness classification fatigue detection residual network Mish spatial transformer networks non-local attention mechanism Alzheimer's disease fall detection event-centered data segmentation accelerometer window duration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557354803321 |
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Jović Alan
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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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Urbanization under a Changing Climate : Impacts on Urban Hydrology
| Urbanization under a Changing Climate : Impacts on Urban Hydrology |
| Autore | Valeo Caterina |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (180 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
permeable asphalt
heavy metal leaching behavior MSWI-BAA stormwater low impact development sustainable urban drainage systems stormwater modelling urban development GIS SAW decision-making strategic planning spatial analysis stormwater quality fecal coliforms Vancouver Island nearshore areas bacteria loading multinomial logistic regression periodicity analysis land use impacts climate impacts green roof energy performance heat island effect bio-retention green infrastructure runoff control performance storm inlet hydraulics flow distribution hydraulics climate change urbanization urban runoff Toronto Montreal Vancouver flooding geospatial modeling groundwater level trends non-stationarity climate variability land use/land cover change developing cities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Urbanization under a Changing Climate |
| Record Nr. | UNINA-9910557533703321 |
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Valeo Caterina
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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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