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Optimisation Models and Methods in Energy Systems

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ISBN: 9783039211180 9783039211197 Year: Pages: 192 DOI: 10.3390/books978-3-03921-119-7 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering
Added to DOAB on : 2019-12-09 11:49:15
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Abstract

Challenging problems arise in all segments of energy industries—generation, transmission, distribution and consumption. Optimization models and methods play a key role in offering decision/policy makers better information to assist them in making sounder decisions at different levels, ranging from operational to strategic planning.

Stochastic Processes: Theory and Applications

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ISBN: 9783039219629 9783039219636 Year: Pages: 216 DOI: 10.3390/books978-3-03921-963-6 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics --- Statistics
Added to DOAB on : 2020-01-07 09:08:26
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The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.

Keywords

measure of information --- cumulative inaccuracy --- mutual information --- lower record values --- parabolic equation --- Cauchy problem --- Monte Carlo method --- unbiased estimator --- von-Neumann–Ulam scheme --- compound poisson insurance risk model --- expected discounted penalty function --- estimation --- Fourier transform --- Fourier-cosine series --- multidimensional birth-death process --- inhomogeneous continuous-time Markov chain --- rate of convergence --- one dimensional projection --- Wiener–Poisson risk model --- survival probability --- Nonparametric threshold estimation --- wet periods --- total precipitation volume --- asymptotic approximation --- extreme order statistics --- random sample size --- testing statistical hypotheses --- queueing systems --- rate of convergence --- non-stationary --- Markovian queueing models --- limiting characteristics --- queuing network --- retrials --- state-dependent marked Markovian arrival process --- wireless telecommunication networks --- time-dependent queue-length probability --- discrete-time Geo/D/1 queue --- closed-form solution --- Monte Carlo method --- quasi-Monte Carlo method --- Koksma-Hlawka inequality --- quasi-random sequences --- stochastic processes --- processor heating and cooling --- markovian arrival process --- phase-type service time distribution --- impatience --- Quasi-Birth-and-Death process --- matrix-geometric solution --- truncated distribution --- Markovian arrival process --- multi-class arrival processes --- product form --- equity-linked death benefits --- Fourier cosine series expansion --- guaranteed minimum death benefit --- option --- valuation --- Lévy process --- compound Poisson risk model --- generalized Gerber–Shiu discounted penalty function --- Laplace transform --- Dickson–Hipp operator --- recursive formula

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: English
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

Iterative Methods for Solving Nonlinear Equations and Systems

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ISBN: 9783039219407 9783039219414 Year: Pages: 494 DOI: 10.3390/books978-3-03921-941-4 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics
Added to DOAB on : 2020-01-07 09:08:26
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Solving nonlinear equations in Banach spaces (real or complex nonlinear equations, nonlinear systems, and nonlinear matrix equations, among others), is a non-trivial task that involves many areas of science and technology. Usually the solution is not directly affordable and require an approach using iterative algorithms. This Special Issue focuses mainly on the design, analysis of convergence, and stability of new schemes for solving nonlinear problems and their application to practical problems. Included papers study the following topics: Methods for finding simple or multiple roots either with or without derivatives, iterative methods for approximating different generalized inverses, real or complex dynamics associated to the rational functions resulting from the application of an iterative method on a polynomial. Additionally, the analysis of the convergence has been carried out by means of different sufficient conditions assuring the local, semilocal, or global convergence. This Special issue has allowed us to present the latest research results in the area of iterative processes for solving nonlinear equations as well as systems and matrix equations. In addition to the theoretical papers, several manuscripts on signal processing, nonlinear integral equations, or partial differential equations, reveal the connection between iterative methods and other branches of science and engineering.

Keywords

point projection --- intersection --- parametric curve --- n-dimensional Euclidean space --- Newton’s second order method --- fixed point theorem --- nonlinear equations --- multiple zeros --- optimal iterative methods --- higher order of convergence --- nonlinear operator equation --- Fréchet derivative --- ?-continuity condition --- Newton-like method --- Frédholm integral equation --- nonlinear equations --- Padé approximation --- iterative method --- order of convergence --- numerical experiment --- fourth order iterative methods --- local convergence --- banach space --- radius of convergence --- nonlinear equation --- iterative process --- non-differentiable operator --- Lipschitz condition --- high order --- sixteenth order convergence method --- local convergence --- dynamics --- Banach space --- Newton’s method --- semi-local convergence --- Kantorovich hypothesis --- iterative methods --- Steffensen’s method --- R-order --- with memory --- computational efficiency --- non-linear equation --- basins of attraction --- optimal order --- higher order method --- computational order of convergence --- nonlinear equations --- multiple roots --- Chebyshev–Halley-type --- optimal iterative methods --- efficiency index --- Banach space --- semilocal convergence --- ?-continuity condition --- Jarratt method --- error bound --- Fredholm integral equation --- Newton’s method --- global convergence --- variational inequality problem --- split variational inclusion problem --- multi-valued quasi-nonexpasive mappings --- Hilbert space --- sixteenth-order optimal convergence --- multiple-root finder --- asymptotic error constant --- weight function --- purely imaginary extraneous fixed point --- attractor basin --- drazin inverse --- generalized inverse --- iterative methods --- higher order --- efficiency index --- integral equation --- efficiency index --- nonlinear models --- iterative methods --- higher order --- nonlinear equations --- optimal iterative methods --- multiple roots --- efficiency index --- iterative methods --- nonlinear equations --- Newton-type methods --- smooth and nonsmooth operators --- heston model --- Hull–White --- option pricing --- PDE --- finite difference (FD) --- iteration scheme --- Moore–Penrose --- rectangular matrices --- rate of convergence --- efficiency index --- nonlinear equations --- conjugate gradient method --- projection method --- convex constraints --- signal and image processing --- nonlinear monotone equations --- conjugate gradient method --- projection method --- signal processing --- nonlinear systems --- multipoint iterative methods --- divided difference operator --- order of convergence --- Newton’s method --- computational efficiency index --- system of nonlinear equations --- Newton method --- Newton-HSS method --- nonlinear HSS-like method --- Picard-HSS method --- convexity --- least square problem --- accretive operators --- signal processing --- point projection --- intersection --- planar algebraic curve --- Newton’s iterative method --- the improved curvature circle algorithm --- systems of nonlinear equations --- King’s family --- order of convergence --- multipoint iterative methods --- nonlinear equations --- Potra–Pták method --- optimal methods --- weight function --- basin of attraction --- engineering applications --- Kung–Traub conjecture --- multipoint iterations --- nonlinear equation --- optimal order --- basins of attraction

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MDPI - Multidisciplinary Digital Publishing Institute (4)


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CC by-nc-nd (4)


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english (4)


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2019 (4)