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Asset Pricing, Investment, and Trading Strategies
| Asset Pricing, Investment, and Trading Strategies |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (154 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
agricultural commodity future prices
ARDL backwardation capitalization competitiveness correlogram dependence economic regimes extreme value GMM growth high-frequency data integrated volatility investment jumps identification market efficiency market liquidity momentum strategy Newton-optimal method NON-stationary Extreme Value Analysis (NEVA) nonlinearity predictability quantile realized volatility risk-taking behavior sovereign bonds spillover state ownership stock exchange sustainability swap variance systematic trading trade-offs trading strategy transport operations turnover value traded Vietnam |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance with Applications
| Mathematical Finance with Applications |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Collecting coins, banknotes, medals and other related items |
| Soggetto non controllato |
applications
artificial neural network auto-regressive integrated moving average bivariate first-degree stochastic dominance (BFSD) capital structure causality tests chi-square test Chinese stock market crash cluster analysis conditional value-at-risk copulas correlation loving (CL) CVaR CVaR estimation density functions dependence structures deviation distribution functions equity index networks equity option pricing error ES expected shortfall factor models finance financial models firm performance hedge ratios investment home bias (IHB) jumps keeping up with the Joneses (KUJ) leverage linear programming linear regression long-term debt machine learning mathematics minimization multi-factor model OLS and ridge regression model optimal weights portfolio safeguard probability PSG python quadrangle quantile quotient of random variables regression regret return spillover risk risk factors shock spillover statistics stochastic process-geometric Brownian motion stochastic volatility stock price prediction superquantile US financial crisis VaR volatility spillover |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
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Wong Wing-Keung
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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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Sustainable Assessment in Supply Chain and Infrastructure Management
| Sustainable Assessment in Supply Chain and Infrastructure Management |
| Autore | Kabir Golam |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (274 p.) |
| Soggetto topico |
History of engineering and technology
Technology: general issues |
| Soggetto non controllato |
academic buildings
barge transport Bayesian Bayesian belief network boosting optimization can-order policy carbon tax and cap complex systems conditional value-at-risk construction COVID-19 data envelopment analysis economic analysis efficiency assessment energy efficiency environmental performance financial analysis flexibility flood hazard and sensitivity analysis fuzzy clustering analysis fuzzy constraints fuzzy QFD geoadditive green supply chain green supply chain management healthcare systems higher educational institutions housing infrastructure importance‒performance analysis innovation ecosystem investment projects IT flexibility literature review logistics MCDM methods metabolic flows mixed-integer programming multi-criteria decision-making multi-sided platforms n/a operations strategy matrix P-splines partial least squared structured equation modelling performance benchmarking performance gap performance measurement pipelines Port of Rotterdam public buildings quantile resilience risk assessment and management serious games shipping cost simulation games small- and medium-sized enterprises (SMEs) social cost social sustainability social sustainability awareness SSCM stakeholder support sustainability sustainable growth sustainable supply chain management transport networks trenchless technologies truck platooning |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910580206603321 |
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Kabir Golam
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Symmetric and Asymmetric Data in Solution Models
| Symmetric and Asymmetric Data in Solution Models |
| Autore | Kazimieras Zavadskas Edmundas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (359 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
aerial imagery
Analytic Hierarchy Process ARAS artificial neural networks (ANNs) asymmetric data asymmetric underactuated bibliometric analysis Big Data Big Data analysis Bowden cable buckling burst detection analysis civil engineering co-citation combined compromise solution (CoCoSo) construction project cost overrun COVID-19 criteria importance through inter-criteria correlation (CRITIC) criteria weighting DANP-mV model decision making direct rating e-commerce development strategies e-learning courses earned value management (EVM) electromyogram entropy EOQ Euclidean distance failure probability feature extraction fuzzy Analytic Hierarchy Process fuzzy sets gray values Hamming distance interval-valued triangular fuzzy numbers land Big Data land price landscape limit states location selection lossy compression lot size macro factor mathematical model matrix question MCDM micro factor multiple regression analysis multiple-criteria decision-making neutrosophic neutrosophic set neutrosophic sets pattern recognition performance analysis quadripartitioned bipolar neutrosophic sets qualitative evaluation quantile R and Python real estate market rehabilitation rehabilitation device reliability reordering time road industry robotic exoskeleton safety sensitivity analysis similarity measure single-valued neutrosophic sets solution models stability subquantile superquantile supply chain survey symmetric and asymmetric fuzzy numbers symmetric and asymmetric trajectory symmetric data symmetry Symmetry temporary hospital TOPSIS uncertainty video processing data visual analogue scales (VAS) WASPAS WASPAS-SVNS Web of Science Wilson's formulation window parameters |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557693203321 |
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Kazimieras Zavadskas Edmundas
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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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