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There are still insufficient general theories on the law of diminishing returns, despite 100 years of development. Starting with intensive variables theory, and by utilizing tools of spatiotemporal correlation and intensive functions, moving on to the integrated curve of diminishing returns and intensive theory, and even more importantly, using a combination of static and dynamic GIS, and integrating numerical calculation and spatial optimization, this book not only creates a unique theoretical framework and methodology for the evaluation of land use effect, but also addresses the long-standing lack of universal theories and methods on the law of diminishing returns. It will have far-reaching impacts on the development of this area and its practical application. The book covers a wide range fields in geography, land science, geographic information science, management science and related areas. Novel theoretical perspectives illustrated with many detailed case studies offer an easier way for readers to expand their research, ensuring that both academic and business audiences will benefit. Prof. Xinqi Zheng works at the China University of Geosciences (Beijing), People’s Republic of China.

Economies of scale. --- Land use --- Research. --- Economic aspects. --- Land --- Land utilization --- Use of land --- Utilization of land --- Economics --- Land cover --- Landscape assessment --- NIMBY syndrome --- Economies of size --- Increasing returns --- Scale, Economies of --- Size, Economies of --- Big business --- Costs, Industrial --- Diminishing returns --- Geography. --- Econometrics. --- Geography, general. --- Monitoring/Environmental Analysis. --- Economics, Mathematical --- Statistics --- Cosmography --- Earth sciences --- World history --- Environmental monitoring. --- Biomonitoring (Ecology) --- Ecological monitoring --- Environmental quality --- Monitoring, Environmental --- Applied ecology --- Environmental engineering --- Pollution --- Measurement --- Monitoring

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Pioneering work on an important new approach to economics.

Economic development --- Economics, Mathematical. --- Economies of scale --- Mathematical models. --- Economies of scale -- Mathematical models. --- Economies of size --- Increasing returns --- Scale, Economies of --- Size, Economies of --- Economic development -- Mathematical models. --- Electronic books. -- local. --- Economics, Mathematical --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Growth models (Economics) --- Big business --- Costs, Industrial --- Diminishing returns --- Mathematical models --- Methodology --- 330.35 --- 330.35 Economische groei. Kwantitatieve toename. Technische vooruitgang --zie ook {338.09} --- Economische groei. Kwantitatieve toename. Technische vooruitgang --zie ook {338.09} --- Economies of scale - Mathematical models --- Economic development - Mathematical models

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This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.

academic cheating --- tax evasion --- informality --- pairs trading --- hurst exponent --- financial markets --- long memory --- co-movement --- cointegration --- risk --- delay --- decision-making process --- probability --- discount --- detection --- mean square error --- multicollinearity --- raise regression --- variance inflation factor --- derivation --- intertemporal choice --- decreasing impatience --- elasticity --- GARCH --- EGARCH --- VaR --- historical simulation approach --- peaks-over-threshold --- EVT --- student t-copula --- generalized Pareto distribution --- centered model --- noncentered model --- intercept --- essential multicollinearity --- nonessential multicollinearity --- commodity prices --- futures prices --- number of factors --- eigenvalues --- volatility cluster --- Hurst exponent --- FD4 approach --- volatility series --- probability of volatility cluster --- S&amp --- P500 --- Bitcoin --- Ethereum --- Ripple --- bitcoin --- deep learning --- deep recurrent convolutional neural networks --- forecasting --- asset pricing --- financial distress prediction --- unconstrained distributed lag model --- multiple periods --- Chinese listed companies --- cash flow management --- corporate prudential risk --- the financial accelerator --- financial distress --- induced risk aversion --- liquidity constraints --- liquidity risk --- macroeconomic propagation --- multiperiod financial management --- non-linear macroeconomic modelling --- Tobin’s q --- precautionary savings --- pharmaceutical industry --- scale economies --- profitability --- biotechnological firms --- non-parametric efficiency --- productivity --- DEA --- dispersion trading --- option arbitrage --- volatility trading --- correlation risk premium --- econometrics --- computational finance --- ensemble empirical mode decomposition (EEMD) --- autoregressive integrated moving average (ARIMA) --- support vector regression (SVR) --- genetic algorithm (GA) --- energy consumption --- cryptocurrency --- gold --- P 500 --- DCC --- copula --- copulas --- Markov Chain Monte Carlo simulation --- local optima vs. local minima --- SRA approach --- foreign direct investment --- bilateral investment treaties --- regional trade agreements --- structural gravity model --- policy uncertainty --- stock prices --- dynamically simulated autoregressive distributed lag (DYS-ARDL) --- threshold regression --- United States