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  • MDPI - Multidisciplinary Digital Publishing Institute  (2,381)
  • American Physical Society
  • Periodicals Archive Online (PAO)
  • English  (2,381)
  • 2020-2024  (2,381)
  • 1940-1944
  • 1935-1939
  • 2021  (2,381)
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  • English  (2,381)
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  • 2020-2024  (2,381)
  • 1940-1944
  • 1935-1939
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  • 1
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Shape memory alloys (SMAs) have special property of the shape memory effect. After thermal treatment above the martensitic transition temperature, the alloys come back to the original shape when the alloys heat again after having cooled it to the temperature that is lower than the martensitic transition temperature. By means of this property, many industrial parts and systems were produced. This Special Issue "Shape Memory Alloys 2017" is constructed articles reporting new and progressive research results, as well as reviews of particular classes of fundamental physics of the materials and their applications of SMAs. Through its 17 efficient articles, the reader will approach to researches related to SMAs with their peculiar magnetic, thermo-mechanical properties, superelasticity, plastic deformation and compression under pressure. These physical properties introduce a large number of applications as faster SMA actuators, application of medical devices, industrial joining parts, volts, and magnetic/mechanical/thermal sensors. These articles are intended scientific researchers, professional engineers, students to obtain a better understanding in this field lately.
    Keywords: TN1-997 ; QC501-766 ; Spectroscopy ; Superelasticity ; Thin SMA film ; Plasticity ; Ferromagnetic shape memory alloys ; Martensitic transformation ; SMA applications ; Lattice softening ; thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TT Other technologies and applied sciences
    Language: English
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  • 2
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Credit risk remains one of the major risks faced by most financial and credit institutions. It is deeply connected to the real economy due to the systemic nature of some banks, but also because well-managed lending facilities are key for wealth creation and technological innovation. This book is a collection of innovative papers in the field of credit risk management. Besides the probability of default (PD), the major driver of credit risk is the loss given default (LGD). In spite of its central importance, LGD modeling remains largely unexplored in the academic literature. This book proposes three contributions in the field. Ye & Bellotti exploit a large private dataset featuring non-performing loans to design a beta mixture model. Their model can be used to improve recovery rate forecasts and, therefore, to enhance capital requirement mechanisms. François uses instead the price of defaultable instruments to infer the determinants of market-implied recovery rates and finds that macroeconomic and long-term issuer specific factors are the main determinants of market-implied LGDs. Cheng & Cirillo address the problem of modeling the dependency between PD and LGD using an original, urn-based statistical model. Fadina & Schmidt propose an improvement of intensity-based default models by accounting for ambiguity around both the intensity process and the recovery rate. Another topic deserving more attention is trade credit, which consists of the supplier providing credit facilities to his customers. Whereas this is likely to stimulate exchanges in general, it also magnifies credit risk. This is a difficult problem that remains largely unexplored. Kanapickiene & Spicas propose a simple but yet practical model to assess trade credit risk associated with SMEs and microenterprises operating in Lithuania. Another topical area in credit risk is counterparty risk and all other adjustments (such as liquidity and capital adjustments), known as XVA. Chataignier & Crépey propose a genetic algorithm to compress CVA and to obtain affordable incremental figures. Anagnostou & Kandhai introduce a hidden Markov model to simulate exchange rate scenarios for counterparty risk. Eventually, Boursicot et al. analyzes CoCo bonds, and find that they reduce the total cost of debt, which is positive for shareholders. In a nutshell, all the featured papers contribute to shedding light on various aspects of credit risk management that have, so far, largely remained unexplored.
    Keywords: recovery rates ; beta regression ; credit risk ; contingent convertible debt ; financial modelling ; risk management ; financial crisis ; recovery rate ; loss given default ; model ambiguity ; default time ; no-arbitrage ; reduced-form HJM models ; recovery process ; Counterparty Credit Risk ; Hidden Markov Model ; Risk Factor Evolution ; Backtesting ; FX rate ; Geometric Brownian Motion ; trade credit ; small and micro-enterprises ; financial non-financial variables ; risk assessment ; logistic regression ; probability of default ; wrong-way risk ; dependence ; urn model ; counterparty risk ; credit valuation adjustment (CVA) ; XVA (X-valuation adjustments) compression ; genetic algorithm ; n/a ; thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
    Language: English
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  • 3
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
    Keywords: Index parameter ; estimation ; wrapped stable ; Hill estimator ; characteristic function-based estimator ; asymptotic ; efficiency ; GARCH model ; HARCH model ; PHARCH model ; Griddy-Gibs ; Euro-Dollar ; safe-haven assets ; gold price ; Swiss Franc exchange rate ; oil price ; generalized Birnbaum–Saunders distributions ; ACD models ; Box-Cox transformation ; high-frequency financial data ; goodness-of-fit ; banking competition ; credit risk ; NPLs ; Theil index ; convergence analysis ; interest rates ; yeld curve ; no-arbitrage ; bonds ; B-splines ; time series ; multifractal processes ; fractal scaling ; heavy tails ; long range dependence ; financial models ; Bitcoin ; capital asset pricing model ; estimation of systematic risk ; tests of mean-variance efficiency ; t-distribution ; generalized method of moments ; multifactor asset pricing model ; Lerner index ; stochastic frontiers ; shrinkage estimator ; seemingly unrelated regression model ; multicollinearity ; ridge regression ; financial incentives ; public service motivation ; job performance ; job satisfaction ; intention to leave ; thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
    Language: English
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  • 4
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
    Keywords: cluster analysis ; equity index networks ; machine learning ; copulas ; dependence structures ; quotient of random variables ; density functions ; distribution functions ; multi-factor model ; risk factors ; OLS and ridge regression model ; python ; chi-square test ; quantile ; VaR ; quadrangle ; CVaR ; conditional value-at-risk ; expected shortfall ; ES ; superquantile ; deviation ; risk ; error ; regret ; minimization ; CVaR estimation ; regression ; linear regression ; linear programming ; portfolio safeguard ; PSG ; equity option pricing ; factor models ; stochastic volatility ; jumps ; mathematics ; probability ; statistics ; finance ; applications ; investment home bias (IHB) ; bivariate first-degree stochastic dominance (BFSD) ; keeping up with the Joneses (KUJ) ; correlation loving (CL) ; return spillover ; volatility spillover ; optimal weights ; hedge ratios ; US financial crisis ; Chinese stock market crash ; stock price prediction ; auto-regressive integrated moving average ; artificial neural network ; stochastic process-geometric Brownian motion ; financial models ; firm performance ; causality tests ; leverage ; long-term debt ; capital structure ; shock spillover ; thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
    Language: English
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  • 5
    Publication Date: 2024-04-14
    Description: Optimization is considered as a decision-making process for getting the most out of available resources for the best attainable results. Many real-world problems are multi-objective or multi-attribute problems that naturally involve several competing objectives that need to be optimized simultaneously, while respecting some constraints or involving selection among feasible discrete alternatives. In this Reprint of the Special Issue, 19 research papers co-authored by 88 researchers from 14 different countries explore aspects of multi-objective or multi-attribute modeling and optimization in crisp or uncertain environments by suggesting multiple-attribute decision-making (MADM) and multi-objective decision-making (MODM) approaches. The papers elaborate upon the approaches of state-of-the-art case studies in selected areas of applications related to sustainable development decision aiding in engineering and management, including construction, transportation, infrastructure development, production, and organization management.
    Keywords: QA75.5-76.95 ; T58.5-58.64 ; artificial neural network ; sustainability hierarchy ; expert ; Rough Hamy aggregator ; sustainable solution ; crank–slider ; technology selection problem ; AHP ; bus pass ; optimization ; discrete time/cost trade-off ; Rough WASPAS ; hybrid multi-criteria decision making (MCDM) ; travel times ; extended Tomada de Decisão Interativa Multicritério (TODIM) ; bi-level programming ; multi-objective evolutionary algorithms ; project scheduling ; WASPAS ; port scheduling ; rehydration ; sustainable transport policy ; gold mines ; hybrid mathematical model ; sustainable developments ; straw bales ; group decision making ; contractor ; Total Interpretive Structural Modeling (TISM) ; MULTIMOORA ; building investment project ; heuristics ; cleaner production (CP) ; particle swarm optimization (PSO) ; optimization study ; critical information infrastructures ; bi-objective optimization ; dynamic analysis ; location-allocation problem ; probabilistic linguistic term sets (PLTSs) ; drying ; multiple objective optimization ; multi-objective decision-making (MODM) ; ranking ; hierarchical SWARA ; choice ; linguistic hesitant fuzzy set and Standard variance ; multiple-attribute decision-making (MADM) ; project ; sustainable energy evaluation ; emission of pollutants ; genetic algorithm ; ARAS-G ; multi-purpose system ; renewable energy ; assessment ; hospital evaluation ; bat algorithm ; multiple-criteria decision-making ; comfort of use of buildings ; energy efficiency ; healthcare facility ; conceptual framework ; hybrid expert system ; engineering ; sustainability ; verbal analysis ; sustainable energy developments ; sustainable development ; hybrid ; public transport ; water resource management ; compacted clay ; multiple criteria decision making (MCDM) ; MCDM ; particle swarm optimization algorithm ; sustainable traffic ; single-cylinder engine ; Rough BWM ; policy measures ; apple ; clay blocks ; historic buildings ; hesitant fuzzy set ; construction ; TOPSIS-GM ; roundabout ; fuzzy ; sustainable transport ; surface transport ; grey ; Multiple Attribute Decision Making (MADM) ; WSM ; ecological building ; management ; Geomean ; SWARA ; vibration suppression ; organizations ; innovation in transport ; risk ; berth-quay crane joint scheduling ; cost calculation ; multiple criteria decision aid ; thema EDItEUR::U Computing and Information Technology::UY Computer science
    Language: English
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  • 6
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
    Keywords: omnichannel (omni-channel) sales ; sales funnel ; cost of sales ; customer relationship management (CRM), Big Data ; robo-advisor ; financial innovations ; diffusion ; exchange traded funds ; stock index futures ; stock index options ; stock market indexes ; business finance ; earnings management ; EBIT ; financial modelling ; homogeneity ; stationarity ; time series methods ; unit root ; loan pricing ; RAROC ; loan origination ; exchange-rate risk ; long-range dependency ; wavelets ; multi-frequency analysis ; AUD–USD exchange rate ; π-option ; American-type option ; optimal stopping ; Monte Carlo simulation ; economic security of companies ; valuation of intangible assets and intellectual property ; International Valuation Standards (IVS) ; legal disputes over intellectual rights ; time series ; prediction ; exchange rate ; artificial neural networks ; radial basis function ; multi-layer perceptron ; seasonal fluctuations ; global economy ; thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
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  • 7
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Neutron and Synchrotron radiation methods have matured to become powerful techniques for the study of a vast range of materials, including metals. The characterization methods comprise the categories of diffraction, spectroscopy and imaging, which themselves can alter greatly in detail, to include hundreds of variants, problems and sample environments. In a similar way, their applications to metals and hard condensed matter materials cover disciplines spanning engineering, physics, chemistry, materials science and their derivatives such as geology, energy storage, etc. … The present book, “Metals Challenged by Neutron and Synchrotron Radiation” is a first compilation in Metals of 20 original and review works on research utilizing or designing those state-of-the-art techniques at modern facilities. The Editorial reviews the context of and identifies thematic links between these papers, grouping them into five interwoven themes, namely Sintering Techniques and Microstructure Evolution, Titanium Aluminides and Titanium Alloys Under Extreme Conditions, Metallic Glass and Disordered Crystals, In Situ and Time-Resolved Response to Mechanical Load and Shock, and Thin Films and Layers. This book represents a good cross-section of the status quo of neutron and synchrotron radiation with respect to questions in the metallurgical field, which by far is not exhaustive. Nor are the methods and other materials, which motivated me to the creation of a new sister-journal, entitled Quantum Beam Science. With this, I would like to thank all authors, reviewers and contributors behind the scene for the creation of this work, presenting to you a piece of interesting reading and reference literature.
    Keywords: TN1-997 ; thermo-mechanical processing ; steel ; sintering techniques ; metallic glass ; in-situ studies ; titanium ; X-rays ; microstructure evolution ; high pressure ; high temperature ; thin films ; shock wave ; disorder ; Neutron scattering ; hydrogen storage. ; phase transformation ; extreme conditions ; titanium aluminide ; synchrotron radiation ; zirconium alloy ; thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TT Other technologies and applied sciences
    Language: English
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  • 8
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: The development of kernel methods and hybrid evolutionary algorithms (HEAs) to support experts in energy forecasting is of great importance to improving the accuracy of the actions derived from an energy decision maker, and it is crucial that they are theoretically sound. In addition, more accurate or more precise energy demand forecasts are required when decisions are made in a competitive environment. Therefore, this is of special relevance in the Big Data era. These forecasts are usually based on a complex function combination. These models have resulted in over-reliance on the use of informal judgment and higher expense if lacking the ability to catch the data patterns. The novel applications of kernel methods and hybrid evolutionary algorithms can provide more satisfactory parameters in forecasting models. We aimed to attract researchers with an interest in the research areas described above. Specifically, we were interested in contributions towards the development of HEAs with kernel methods or with other novel methods (e.g., chaotic mapping mechanism, fuzzy theory, and quantum computing mechanism), which, with superior capabilities over the traditional optimization approaches, aim to overcome some embedded drawbacks and then apply these new HEAs to be hybridized with original forecasting models to significantly improve forecasting accuracy.
    Keywords: QA75.5-76.95 ; TA1-2040 ; hybrid models ; energy forecasting ; empirical mode decomposition ; evolutionary algorithms ; wavelet transform ; quantum computing mechanism ; support vector regression / support vector machines ; chaotic mapping mechanism ; extreme learning machine ; fuzzy time series ; kernel methods ; spiking neural networks ; thema EDItEUR::U Computing and Information Technology::UY Computer science
    Language: English
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  • 9
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: Accurate energy forecasting is important to facilitate the decision-making process in order to achieve higher efficiency and reliability in power system operation and security, economic energy use, contingency scheduling, the planning and maintenance of energy supply systems, and so on. In recent decades, many energy forecasting models have been continuously proposed to improve forecasting accuracy, including traditional statistical models (e.g., ARIMA, SARIMA, ARMAX, multi-variate regression, exponential smoothing models, Kalman filtering, Bayesian estimation models, etc.) and artificial intelligence models (e.g., artificial neural networks (ANNs), knowledge-based expert systems, evolutionary computation models, support vector regression, etc.). Recently, due to the great development of optimization modeling methods (e.g., quadratic programming method, differential empirical mode method, evolutionary algorithms, meta-heuristic algorithms, etc.) and intelligent computing mechanisms (e.g., quantum computing, chaotic mapping, cloud mapping, seasonal mechanism, etc.), many novel hybrid models or models combined with the above-mentioned intelligent-optimization-based models have also been proposed to achieve satisfactory forecasting accuracy levels. It is important to explore the tendency and development of intelligent-optimization-based modeling methodologies and to enrich their practical performances, particularly for marine renewable energy forecasting.
    Keywords: QA75.5-76.95 ; T58.5-58.64 ; Ensemble Empirical Mode Decomposition ; Brain Storm Optimization ; asset management ; institutional investors ; state transition algorithm ; kernel ridge regression ; energy price hedging ; multi-objective grey wolf optimizer ; five-year project ; complementary ensemble empirical mode decomposition (CEEMD) ; active investment ; portfolio management ; Long Short Term Memory ; time series forecasting ; LEM2 ; improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) ; feature selection ; Markov-switching GARCH ; condition-based maintenance ; substation project cost forecasting model ; Gaussian processes regression ; deep convolutional neural network ; individual ; wind speed ; empirical mode decomposition (EMD) ; crude oil prices ; artificial intelligence techniques ; intrinsic mode function (IMF) ; multi-step wind speed prediction ; support vector regression (SVR) ; short term load forecasting ; energy futures ; General Regression Neural Network ; metamodel ; sparse Bayesian learning (SBL) ; commodities ; ensemble ; comparative analysis ; crude oil price forecasting ; electrical power load ; differential evolution (DE) ; fuzzy time series ; kernel learning ; short-term load forecasting ; data inconsistency rate ; renewable energy consumption ; long short-term memory ; energy forecasting ; modified fruit fly optimization algorithm ; forecasting ; combination forecasting ; Markov-switching ; weighted k-nearest neighbor (W-K-NN) algorithm ; hybrid model ; interpolation ; particle swarm optimization (PSO) algorithm ; regression ; diversification ; thema EDItEUR::U Computing and Information Technology::UY Computer science
    Language: English
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  • 10
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    MDPI - Multidisciplinary Digital Publishing Institute
    Publication Date: 2024-04-14
    Description: This Special Issue covers the topic of timely vital risk management - systemic risk - from many important perspectives. It includes novel and scientific approaches from the network with topological indicators on systemic risk, community analysis of the global financial system, welfare analysis of capital insurance and the impact of capital requirement, risk measures, and optimal portfolio and optimal reinsurance under risk constraint. Most articles study the financial sector and insurance companies after the financial crisis of 2008–2009 circa ten years prior. The COVID-19 global pandemic in 2020 has caused similar or even greater challenges for the entire economy. Therefore, this Special Issue will be useful for anyone interested in systemic risk management.
    Keywords: optimal reinsurance ; general risk measure ; risk sharing ; systemic risk ; capital insurance ; welfare ; equilibrium ; conditional value-at-risk ; mean-CVaR portfolio optimization ; risk minimization ; Neyman–Pearson problem ; interconnectedness ; financial conglomerate ; contagion ; capital requirement for premium risk ; collective risk model ; reinsurance strategies ; Solvency II ; community structure ; complex networks ; financial markets ; insurance sector ; deltaCoVaR ; minimum spanning trees—topological indicators ; tail dependence ; thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
    Language: English
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