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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 online resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
abnormal returns
announcements asset pricing at-the-money bias adjustments Bitcoin carry cost rate clustered event days commodity market conditional hedge ratio cross-sectional correlation cryptocurrencies cumulated ranks deep-out-of-the-money direction earnings economics efficient market hypothesis efficient portfolios event study expectation-maximization (EM) regression finance forecasting free-boundary problem GARCH-jump hedge ratio informed trading latent variable market factor market index market volume metals momentum multifactors net buying pressure options out-of-the-money outliers pairs trading Poisson model portfolio profitability pricing rank test return dispersion risk factors S&P 500 index spectral analysis standardized abnormal returns stochastic control survivor stocks term structure time-varying jumps trading strategies transaction costs transaction regions unit root volatility yield spread zero-beta CAPM |
| 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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Intelligent Soft Sensors
| Intelligent Soft Sensors |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (230 p.) |
| Soggetto topico |
History of engineering and technology
Technology: general issues |
| Soggetto non controllato |
affective computing
bioprocess monitoring BIS index computerized adaptive testing (CAT) D-S evidence theory depth of hypnosis early fire warning EDA electrical resistance executive functions extended Kalman filter extreme learning machine frequency analysis general anesthesia hybrid feature fusion image feature extraction improved mathematical model improved particle swarm algorithm intelligent building system joule heating effect keyframe extraction kinetic model least squares support vector machine modelling multi-source data fusion n/a neurodevelopmental disorders non-linear models nonlinear regression model nonlinear systems observability outliers physiological signals Pichia pastoris population-data-based model prognostic and health management propofol Raman residual model robust observer self-sensing actuation sensor selection shape memory coil simulator sintering quality prediction soft sensor soft sensors soft-sensor based diagnosis spectroscopy state estimation stress detection support vector machine regression model target-controlled infusion total intravenous anesthesia transfer learning variable selection variable stiffness actuation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910743269003321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| 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 online resource (184 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
accelerated Lawson-Hanson solver
Banach space boundary singularities Burgers' equation Caputo fractional derivative Caratheodory-Tchakaloff discrete measure compression Clenshaw-Curtis-Filon composite method coupled Burgers' equation D-optimality derivative-free method extreme values finite integration method Fréchet-derivative G-efficiency G-optimality graph drawing high oscillation local convergence matrix norm maxmin methods of quasi-Newton type Monte Carlo simulation multiobjective programming multiple root solvers multiplicative algorithms multivariate polynomial regression designs Network Non-Negative Least Squares nonlinear equations optimal convergence optimal geolocation order statistics outliers Pareto optimality planar visualizations probability computing q-calculus rate of convergence shifted Chebyshev polynomial singular integral equations supporting vector TMS coil uniform 3D grid volume preserving map wavelets on 3D ball weight-function |
| 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 online resource (98 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
abnormal data
battery storage deep deterministic policy gradient deep reinforcement learning electricity consumption representative profiles electromagnetic transient (EMT)-transient stability (TS) hybrid simulation emergency control strategy energy communities forecasting impedance determination lithium-ion lossy compression algorithms machine learning model uncertainties multi-infeed HVDCs outliers peak demand pricing peak shaving receiving-end system security assessment self-consumption singular value decomposition tariff structure voltage control wavelet transformation wind power |
| 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 online resource (372 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
anomaly detection
bank failures Bell distribution bivariate Poisson INGARCH model cointegration count data count time series counting series CUSUM control chart dispersion test electric power entropy based particle filter estimation ETS extended binomial distribution finance forecasting accuracy Holt-Winters INAR INAR-type time series INGACRCH integer-valued moving average model integer-valued threshold models integer-valued time series Julia programming language kernel density estimation limit theorems local field potential long-range dependence machine learning minimum density power divergence estimator missing data models multivariate count data multivariate data analysis multivariate time series neural network autoregression nonstationary ordinal patterns outliers overdispersion parameter estimation periodic autoregression random survival rate relative entropy robust estimation Romania SARIMA seasonality SETAR spectral matrix state-space model statistical process monitoring Student's t-process subspace algorithms thinning operator time series time series analysis time series of counts transactions unemployment rate unsupervised learning VARMA models volatility fluctuation zero-inflation |
| 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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