Applications of Stochastic Optimal Control to Economics and Finance |
Autore | Federico Salvatore |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (210 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
debt crisis
government debt management optimal government debt ceiling government debt ratio stochastic control decision analysis risk management Bayesian learning Markowitz problem optimal portfolio portfolio selection Markov additive processes Markov regime switching market Markovian jump securities asymptotic arbitrage complete market multiple optimal stopping general diffusion real option analysis energy imbalance market optimal reinsurance excess-of-loss reinsurance Hamilton-Jacobi-Bellman equation stochastic factor model American options least square method derivatives pricing binomial tree stochastic interest rates quadrinomial tree insurance unemployment optimal stopping geometric Brownian motion martingale free boundary problem American call option utility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557761803321 |
Federico Salvatore
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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Clinical Utility of Applying PGx and Deprescribing-Based Decision Support in Polypharmacy : Future Perspectives |
Autore | Vermehren Charlotte |
Pubbl/distr/stampa | Basel, : MDPI Books, 2022 |
Descrizione fisica | 1 electronic resource (224 p.) |
Soggetto topico |
Medicine
Pharmaceutical industries |
Soggetto non controllato |
acute kidney injury
early biomarker plasma neutrophil gelatinase-associated lipocalin soluble urokinase plasminogen activator receptor medication optimization older patients emergency department multimorbidity polypharmacy potentially inappropriate medication use older adults prevalence determinants chronic outpatient 2019 Beers criteria Ethiopia pharmacogenomics persons with diabetes drug–drug interactions drug–gene interactions cytochrome P450 SLCO1B1 drug interaction checkers adverse drug reactions pharmacogenetics personalized medicine phenprocoumon DOACs bleeding thromboembolism HLA drug hypersensitivity abacavir allopurinol flucloxacillin antiepileptic drugs cost-effectiveness shared medication record medication reconciliation drug information service hospital pharmacy service electronic prescribing electronic medical record clinical pharmacist CYP2D6 CYP2D7P CYP2D8P copy number variation CNV genotyping 5’nuclease assay HRM high resolution melting drug metabolization extracellular vesicles exosomes microvesicles pharmacogene expression medication review deprescriptions quality of life aged aged, 80 and over nursing homes deprescribing medication-based risk score health outcomes cytochromes CYP1A2 adverse drug reaction antipsychotics olanzapine clozapine loxapine children youth digital decision-support health services research general practice process evaluation antidepressants utility population-based appropriateness medication adherence digital health |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Clinical Utility of Applying PGx and Deprescribing-Based Decision Support in Polypharmacy |
Record Nr. | UNINA-9910595072903321 |
Vermehren Charlotte
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Basel, : MDPI Books, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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Economic Equilibrium : Model Formulation and Solution / edited by Alan S. Manne |
Pubbl/distr/stampa | Amsterdam, : North-Holland, 1985 |
Descrizione fisica | 258 p. ; 24 cm |
Soggetto topico |
68-XX - Computer science [MSC 2020]
90-XX - Operations research, mathematical programming [MSC 2020] |
Soggetto non controllato |
Algorithms
Computation Finite Mathematical programming Models Optimization Techniques Trade utility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0263489 |
Amsterdam, : North-Holland, 1985 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Economic Equilibrium : Model Formulation and Solution / edited by Alan S. Manne |
Pubbl/distr/stampa | Amsterdam, : North-Holland, 1985 |
Descrizione fisica | 258 p. ; 24 cm |
Soggetto topico |
68-XX - Computer science [MSC 2020]
90-XX - Operations research, mathematical programming [MSC 2020] |
Soggetto non controllato |
Algorithms
Computation Finite Mathematical programming Models Optimization Techniques Trade utility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00263489 |
Amsterdam, : North-Holland, 1985 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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 | ||
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Lo trovi qui: Univ. Federico II | ||
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Emergencies and Public Health Crisis Management- Current Perspectives on Risks and Multiagency Collaboration |
Autore | Khorram-Manesh Amir |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (188 p.) |
Soggetto topico | Medicine |
Soggetto non controllato |
disasters
healthcare workers hospital preparedness hospitals coronavirus (COVID-19) public-private partnerships (PPPs) triage crisis management resilience exercises learning inter-organisational off-shore on-shore emergencies collaboration cycle of expansive learning full-scale exercises major incident organizational learning preparedness underground mine capacity community crisis disaster flexible surge management flexible surge capacity leadership Thailand 3LC utility ecoterrorism environmental extremism animal-rights extremism deep ecology ecologically motivated violence critical infrastructure drinking water risk management risk reduction interaction concurrent learning exercise unforeseen COVID-19 nurse job engagement social support emergency healthcare readiness public health urgent care centre emergency department length of stay surge capacity Sweden |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557584403321 |
Khorram-Manesh Amir
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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Graphical Exploratory Data Analysis / S. H. C. du Toit, A. G. W. Steyn, R. H. Stumpf |
Autore | Du Toit, Stephen H. C. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
Descrizione fisica | ix, 314 p. : ill. ; 24 cm |
Altri autori (Persone) |
Steyn, A. Gert W.
Stumpf, Rolf H. |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62H25 - Factor analysis and principal components; correspondence analysis [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] |
Soggetto non controllato |
Analysis of variance
Cluster analysis Correspondence analysis Data analysis Multidimensional Scaling Principal component analysis Probability Regression analysis Sets Statistics Time series Variance utility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268863 |
Du Toit, Stephen H. C.
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New York, : Springer-Verlag, 1986 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Graphical Exploratory Data Analysis / S. H. C. du Toit, A. G. W. Steyn, R. H. Stumpf |
Autore | Du Toit, Stephen H. C. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
Descrizione fisica | ix, 314 p. : ill. ; 24 cm |
Altri autori (Persone) |
Steyn, A. Gert W.
Stumpf, Rolf H. |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62H25 - Factor analysis and principal components; correspondence analysis [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
Soggetto non controllato |
Analysis of variance
Cluster analysis Correspondence analysis Data analysis Multidimensional Scaling Principal component analysis Probability Regression analysis Sets Statistics Time series Variance utility |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00268863 |
Du Toit, Stephen H. C.
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New York, : Springer-Verlag, 1986 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Information Retrieval and Social Media Mining |
Autore | Moreno García María N |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (144 p.) |
Soggetto topico | History of engineering & technology |
Soggetto non controllato |
music recommender systems
social influence social trust homophily collaborative filtering streaming services ego network events network dynamics hybrid recommender systems feedback collection digital libraries information retrieval real-world data open-access social capital social media operationalization measurement scoping review graph convolutional neural network recommender system cross-sales pharmacy popularity bias opinion mining opinion summarization topic modeling semantic similarity measures word embeddings text mining sentiment analysis Web-based questionnaire telemedicine telemonitoring telehomecare recommender systems utility multi-criteria penalty over-expectation under-expectation |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557432203321 |
Moreno García María N
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Linear programming and its applications / James K. Strayer |
Autore | Strayer, James K. |
Pubbl/distr/stampa | New York, : Springer, 1989 |
Descrizione fisica | XI, 265 p. : ill. ; 25 cm |
Soggetto topico |
90C05 - Linear programming [MSC 2020]
90B10 - Deterministic network models in operations research [MSC 2020] 91A05 - 2-person games [MSC 2020] 90C08 - Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
Soggetto non controllato |
Acquisition
Actuarial sciences Algorithms Computer Science Duality Economics Game Theory Graph theory Linear optimization Maxima Probability Transport Transportation Value at risk utility |
ISBN | 978-03-87969-30-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0050839 |
Strayer, James K.
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New York, : Springer, 1989 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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