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Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
forecasting
commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Methods
| Numerical Methods |
| Autore | Jäntschi Lorentz |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (184 p.) |
| Soggetto topico |
Research & information: general
Mathematics & science |
| Soggetto non controllato |
Clenshaw–Curtis–Filon
high oscillation singular integral equations boundary singularities local convergence nonlinear equations Banach space Fréchet-derivative finite integration method shifted Chebyshev polynomial Caputo fractional derivative Burgers’ equation coupled Burgers’ equation maxmin supporting vector matrix norm TMS coil optimal geolocation probability computing Monte Carlo simulation order statistics extreme values outliers multiobjective programming methods of quasi-Newton type Pareto optimality q-calculus rate of convergence wavelets on 3D ball uniform 3D grid volume preserving map Network graph drawing planar visualizations multiple root solvers composite method weight-function derivative-free method optimal convergence multivariate polynomial regression designs G-optimality D-optimality multiplicative algorithms G-efficiency Caratheodory-Tchakaloff discrete measure compression Non-Negative Least Squares accelerated Lawson-Hanson solver |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557285103321 |
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Jäntschi Lorentz
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Steady-State Operation, Disturbed Operation and Protection of Power Networks
| Steady-State Operation, Disturbed Operation and Protection of Power Networks |
| Autore | Vallée François |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (98 p.) |
| Soggetto topico | History of engineering & technology |
| Soggetto non controllato |
peak shaving
battery storage peak demand pricing lithium-ion tariff structure receiving-end system multi-infeed HVDCs security assessment emergency control strategy electromagnetic transient (EMT)-transient stability (TS) hybrid simulation impedance determination lossy compression algorithms singular value decomposition wavelet transformation voltage control deep deterministic policy gradient deep reinforcement learning model uncertainties energy communities machine learning forecasting abnormal data wind power outliers electricity consumption representative profiles self-consumption |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557141603321 |
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Vallée François
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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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Time Series Modelling
| Time Series Modelling |
| Autore | Weiss Christian H |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (372 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
time series
anomaly detection unsupervised learning kernel density estimation missing data multivariate time series nonstationary spectral matrix local field potential electric power forecasting accuracy machine learning extended binomial distribution INAR thinning operator time series of counts unemployment rate SARIMA SETAR Holt–Winters ETS neural network autoregression Romania integer-valued time series bivariate Poisson INGARCH model outliers robust estimation minimum density power divergence estimator CUSUM control chart INAR-type time series statistical process monitoring random survival rate zero-inflation cointegration subspace algorithms VARMA models seasonality finance volatility fluctuation Student’s t-process entropy based particle filter relative entropy count data time series analysis Julia programming language ordinal patterns long-range dependence multivariate data analysis limit theorems integer-valued moving average model counting series dispersion test Bell distribution count time series estimation overdispersion multivariate count data INGACRCH state-space model bank failures transactions periodic autoregression integer-valued threshold models parameter estimation models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557541003321 |
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Weiss Christian H
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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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