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Copular Clauses and Focus Marking in Sumerian

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ISBN: 9783110401691 9783110427349 Year: Pages: 212 DOI: 10.2478/9783110401691 Language: English
Publisher: De Gruyter
Subject: Linguistics
Added to DOAB on : 2014-11-17 10:36:30
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This work is the first comprehensive description of Sumerian constructions involving a copula. Using around 400 fully glossed examples, it gives a thorough analysis of all uses of the copula, which is one of the least understood and most frequently misinterpreted and consequently mistranslated morphemes in Sumerian. It starts with a concise introduction into the grammatical structure of Sumerian, followed by a study that is accessible to both linguists and sumerologists, as it applies the terminology of modern descriptive linguistics. It provides the oldest known and documented example of the path of grammaticalization that leads from a copula to a focus marker. It gives the description of Sumerian copular paratactic relative clauses, which make use of an otherwise only scarcely attested relativization strategy. At the end of the book, the reader will have a clear picture about the morphological and syntactic devices used to mark identificational, polarity and sentence focus in Sumerian, one of the oldest documented languages in the world.

Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

Authors: --- --- --- --- et al.
ISBN: 9789813272569 Year: DOI: 10.1142/11051 Language: ENG
Publisher: World Scientific Publishing Co.
Added to DOAB on : 2019-01-23 02:22:36
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This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

Nonparametric Econometric Methods and Application

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ISBN: 9783038979647 / 9783038979654 Year: Pages: 224 DOI: 10.3390/books978-3-03897-965-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics
Added to DOAB on : 2019-06-26 08:44:06
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The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.

Empirical Finance

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ISBN: 9783038977063 Year: Pages: 276 DOI: 10.3390/books978-3-03897-707-0 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics
Added to DOAB on : 2019-04-05 10:34:31
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There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.

Keywords

text similarity --- text mining --- machine learning --- SVM --- neural network --- LSTM --- credit risk --- ensemble learning --- deep learning --- bagging --- random forest --- boosting --- deep neural network --- causality-in-variance --- cross-correlation function --- housing and stock markets --- algorithmic trading --- take profit --- stop loss --- MACD --- ATR --- city banks --- dependence structure --- copula --- n/a --- market microstructure --- price discovery --- latency --- currency crisis --- random forests --- wavelet transform --- predictive accuracy --- housing price --- bank credit --- housing loans --- real estate development loans --- TVP-VAR model --- exchange rate --- volatility --- exports --- ARDL --- Vietnam --- crude oil futures prices forecasting --- convolutional neural networks --- short-term forecasting --- utility of international currency --- inertia --- liquidity risk premium --- US dollar --- Japanese yen --- cointegration --- statistical arbitrage --- natural gas --- wholesale electricity --- futures market --- spark spread --- earnings management --- earnings manipulation --- earnings quality --- initial public offering --- IPO --- asset pricing model --- data mining --- bankruptcy prediction --- financial and non-financial variables --- institutional investors’ shareholdings --- panel data model --- piecewise regression model --- global financial crisis --- gold return --- asymmetric dependence --- financial market stress --- robust regression --- quantile regression --- structural break --- flight to quality

Entropy Applications in Environmental and Water Engineering

Authors: --- ---
ISBN: 9783038972228 Year: Pages: 512 DOI: 10.3390/books978-3-03897-223-5 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Environmental Engineering --- General and Civil Engineering --- Technology (General)
Added to DOAB on : 2019-03-21 15:50:41
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Entropy theory has wide applications to a range of problems in the fields of environmental and water engineering, including river hydraulic geometry, fluvial hydraulics, water monitoring network design, river flow forecasting, floods and droughts, river network analysis, infiltration, soil moisture, sediment transport, surface water and groundwater quality modeling, ecosystems modeling, water distribution networks, environmental and water resources management, and parameter estimation. Such applications have used several different entropy formulations, such as Shannon, Tsallis, Reacutenyi Burg, Kolmogorov, Kapur, configurational, and relative entropies, which can be derived in time, space, or frequency domains. More recently, entropy-based concepts have been coupled with other theories, including copula and wavelets, to study various issues associated with environmental and water resources systems. Recent studies indicate the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering, including establishing and explaining physical connections between theory and reality. The objective of this Special Issue is to provide a platform for compiling important recent and current research on the applications of entropy theory in environmental and water engineering. The contributions to this Special Issue have addressed many aspects associated with entropy theory applications and have shown the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering.

Keywords

complexity --- streamflow --- water level --- composite multiscale sample entropy --- trend --- Poyang Lake basin --- four-parameter exponential gamma distribution --- principle of maximum entropy --- precipitation frequency analysis --- methods of moments --- maximum likelihood estimation --- flood frequency analysis --- generalized gamma (GG) distribution --- principle of maximum entropy (POME) --- entropy theory --- principle of maximum entropy (POME) --- GB2 distribution --- flood frequency analysis --- non-point source pollution --- ANN --- entropy weighting method --- data-scarce --- multi-events --- spatio-temporal variability --- soil water content --- entropy --- arid region --- joint entropy --- NDVI --- temperature --- precipitation --- groundwater depth --- Hei River basin --- turbulent flow --- canopy flow --- randomness --- coherent structures --- Shannon entropy --- Kolmogorov complexity --- entropy --- information transfer --- optimization --- radar --- rainfall network --- water resource carrying capacity --- forewarning model --- entropy of information --- fuzzy analytic hierarchy process --- projection pursuit --- accelerating genetic algorithm --- entropy production --- conditional entropy production --- stochastic processes --- scaling --- climacogram --- turbulence --- water resources vulnerability --- connection entropy --- changing environment --- set pair analysis --- Anhui Province --- cross-entropy minimization --- land suitability evaluation --- spatial optimization --- monthly streamflow forecasting --- Burg entropy --- configurational entropy --- entropy spectral analysis time series analysis --- entropy --- water monitoring --- network design --- hydrometric network --- information theory --- entropy applications --- hydrological risk analysis --- maximum entropy-copula method --- uncertainty --- Loess Plateau --- entropy --- water engineering --- Tsallis entropy --- principle of maximum entropy --- Lagrangian function --- probability distribution function --- flux concentration relation --- uncertainty --- information --- informational entropy --- variation of information --- continuous probability distribution functions --- confidence intervals --- precipitation --- variability --- marginal entropy --- crop yield --- Hexi corridor --- flow duration curve --- Shannon entropy --- entropy parameter --- modeling --- spatial and dynamics characteristic --- hydrology --- tropical rainfall --- statistical scaling --- Tsallis entropy --- multiplicative cascades --- Beta-Lognormal model --- rainfall forecast --- cross entropy --- ant colony fuzzy clustering --- combined forecast --- information entropy --- mutual information --- kernel density estimation --- ENSO --- nonlinear relation --- scaling laws --- power laws --- water distribution networks --- robustness --- flow entropy --- entropy theory --- frequency analysis --- hydrometeorological extremes --- Bayesian technique --- rainfall --- entropy ensemble filter --- ensemble model simulation criterion --- EEF method --- bootstrap aggregating --- bagging --- bootstrap neural networks --- El Niño --- ENSO --- neural network forecast --- sea surface temperature --- tropical Pacific --- entropy --- cross elasticity --- mean annual runoff --- water resources --- resilience --- quaternary catchment --- complement --- substitute --- entropy theory --- complex systems --- hydraulics --- hydrology --- water engineering --- environmental engineering

Risk Measures with Applications in Finance and Economics

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ISBN: 9783038974437 / 9783038974444 Year: Pages: 536 DOI: 10.3390/books978-3-03897-444-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2019-08-28 11:21:27
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Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.

Keywords

falsified products --- medication --- health risk --- low-income country --- regular vine copulas --- tree structures --- co-dependence modelling --- European stock markets --- carbon emissions --- fossil fuels --- crude oil --- coal --- low carbon targets --- green energy --- spot and futures prices --- Granger causality --- volatility spillovers --- quasi likelihood ratio (QLR) test --- diagonal BEKK --- full BEKK --- dynamic hedging --- socially responsible investment --- multivariate regime-switching --- time-varying correlations --- volatility transmission --- conscientiousness --- openness to experience --- perceived ease of use --- perceived usefulness --- online purchase intention --- dynamic conditional correlation --- generalized autoregressive score functions --- time-varying copula function --- CoVaR --- utility --- credit derivatives --- stochastic volatility --- asymptotic approximation --- risk aversion --- portfolio selection --- need hierarchy theory --- two-level optimization --- variance --- coherent risk measures --- probability of default --- bank risk --- banking regulation --- SYMBOL --- financial stability --- China’s food policy --- sustainable food security system --- japonica rice production --- two-level CES function --- technological progress --- Project Financing --- Mezzanine Financing --- option value --- Monte Carlo Simulations --- probabilistic cash flow --- optimizing financial model --- risks mitigation --- investment profitability --- financial hazard map --- random forests --- early warning system --- bank failure --- B-splines --- inflation forecast --- monthly CPI data --- out-of-sample forecast --- the sudden stop of capital inflow --- financial security --- the optimal scale of foreign exchange reserve --- utility maximization --- finance risk --- liquidity premium --- uncertainty termination --- investment horizon --- Amihud’s illiquidity ratio --- factor models --- diversification --- bank profitability --- bank risk --- dynamic panel --- European banking system --- sustainability of economic recovery --- Bayesian approach --- conjugate prior --- cartel --- leniency program --- policy simulation --- S&P 500 index options --- gain-loss ratio --- risk-neutral distribution --- binomial tree --- risk management --- market timing --- moving averages --- risk-free rate --- returns and volatility --- financial risk --- bankruptcy --- regression model --- sustainable development --- Slovak enterprises --- sentiment analysis --- polarity --- scientific verification --- emotion --- joy --- sadness --- climate change --- GMC --- VIX --- RV5MIN --- causal path --- ANN --- sovereign credit default swap (SCDS) --- emerging market --- markov regime switching --- credit risk --- risk assessment --- risk measures --- IPO underpricing --- financial crisis --- information asymmetry --- financial risks --- business groups --- financial performance --- group-affiliated --- institutional voids --- production frontier function --- stochastic frontier model --- specification testing --- wild bootstrap --- smoothing process --- empirical process --- simulations --- stakeholder theory --- sustainability --- risk --- social efficiency --- banking --- cooperative banks --- Data Envelopment Analysis (DEA) --- corporate sustainability --- news release --- stakeholder theory --- stock return volatility --- EGARCH-m --- life insurance --- term life insurance --- whole life insurance --- self-perceived health --- objective health status --- future health risk --- SHARE --- national health system

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