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Efficiency and Anomalies in Stock Markets
| Efficiency and Anomalies in Stock Markets |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
anchoring
anomalies anomaly applications Asian market Autoregressive Model Behavioral Finance behavioral models BM effect bubbles calendar anomalies causality China stock market cointegration convertible bond copulas covariance Disposition Effect diversification dynamic models economic growth economic policy uncertainty efficient market emerging market emerging markets EMH Equity Premium Puzzle finance financial constraints financial development frequency-domain roiling causality future economic growth G7 market herd effect indifference curves KSE Pakistan liquidity proxy market efficiency Momentum Effect moving average news non-Gaussian error nonlinearity Omega ratio open interest ostrich effect overconfidence performance measures portfolio optimization portfolio selection price impact Put-Call Ratio random walk real exchange rate realized volatility risk averters risk measures risk seekers robust estimation size and value premiums stochastic dominance stock market stock performance technical analysis the size effect three-factor model Threshold Autoregressive Model trading rules transaction cost two-moment decision models unit root utility utility maximization value premium volatility volume Winner-Loser Effect |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
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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Mathematics and Engineering
| Mathematics and Engineering |
| Autore | Li Mingheng |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (306 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
agricultural division of labor
agro-hydrological systems amplitudes change anonymous signature artificial intelligence autonomous vehicle block methods cement chemical processes chemical reactor control comparative advantage control engineering control systems controller verification convergence analysis cyber-attacks digital computation direction cosines distillation column control economic model predictive control energy energy-based control ensemble kalman filter Euler angles extended kalman filter fusion Green's symmetry problem group signature homotopy analysis method industrial cyber-physical systems infra-marginal model interpretability kinematics kinetics larger Lipschitz constants linear matrix inequalities linear response eigenvalue problem mathematical model MATLAB simulation mechanics Micro Grid mining vibrating screen model predictive control moving horizon estimation multi-sensors nanofluids network classification network evolution network internal dynamics network invariants network symmetries neural network nonlinear chemical processes nonlinear processes opening capability optimization optimization theory parameter estimation payload swing attenuation Phoronomics power-law fluids process control propensities quadrotor real-time optimization responsive control richards equation seashore soft soil security smart grid space dynamics specialized production spring failures diagnosis state estimation stress-strain behavior sulfuric acid erosion symmetry ensembles target detection temperature-jump theoretical rigid body model thick restart transaction cost velocity-slip weighted Golub-Kahan-Lanczos algorithm YOLO |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557474903321 |
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Li Mingheng
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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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Solution Models based on Symmetric and Asymmetric Information
| Solution Models based on Symmetric and Asymmetric Information |
| Autore | Antuchevi?ien? Jurgita |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (202 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
2-tuple linguistic neutrosophic numbers set (2TLNNSs)
backward cloud transformation Bayes' theorem Bonferroni mean (BM) operator capital injection combining the weights control system criteria weight assessment criteria weights data envelopment analysis data logger dual generalized Bonferroni mean (DGBM) operator dual generalized geometric Bonferroni mean (DGGBM) operator economic decisions engineering problems evaluating the quality of distant courses excess-of-loss reinsurance FAHP full fuzzy environment fuzzy efficiency fuzzy sets generalized Bonferroni mean (GBM) operator green supplier selection green supply chain management group decision-making hybrid MCDM hybrid problem solution models IDOCRIW information theory interval type-2 fuzzy set (IT2FS) logistics MCDM MCGDM measurement multi-criteria decision-making (MCDM) multiple attribute decision making (MADM) multiple-criteria decision-making (MCDM) neutrosophic numbers nonlinear dynamics normal cloud optimal dividend oscillations pattern formation performance population sizes probabilistic systems analysis public management Pythagorean fuzzy set quadcopter resources distribution rough ARAS rough sets salvage value sensor stability Step-wise Weight Assessment Ratio Analysis (SWARA) subjective weights symmetry of the method the criteria of the weights thrust transaction cost transport Z-numbers |
| ISBN | 3-03921-007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346836403321 |
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Antuchevi?ien? Jurgita
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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