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