Download or read book Macroeconomic Forecasting in the Era of Big Data written by Peter Fuleky and published by Springer Nature. This book was released on 2019-11-28 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Download or read book Empirical Finance written by Shigeyuki Hamori and published by MDPI. This book was released on 2019-03-25 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book International Financial Markets written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Download or read book Econometric Modelling and Forecasting of Tourism Demand written by Doris Chenguang Wu and published by Taylor & Francis. This book was released on 2022-10-27 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting. Written by a plethora of worldwide experts on this topic, this book offers a comprehensive approach to tourism econometrics. Accurate demand forecasts are crucial to decision-making in the tourism industry and this book provides real-life tourism applications and the corresponding R code alongside theoretical foundations, in order to enhance understanding and practice amongst its readers. The methodologies introduced include general to specific modelling, cointegration, vector autoregression, time-varying parameter modelling, spatiotemporal econometric models, mixed-frequency forecasting, hybrid forecasting models, forecasting combination techniques, density forecasting, judgemental forecasting, scenario forecasting under crisis, and web-based tourism forecasting. Embellished with insightful figures and tables throughout, this book is an invaluable resource for those using advanced econometric methodologies in their studies and research, including both undergraduate and postgraduate students, researchers, and practitioners.
Download or read book Financial Environment and Business Development written by Mehmet Huseyin Bilgin and published by Springer. This book was released on 2016-08-16 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume focuses on the latest findings concerning financial environment research and the effects on business. Major topics addressed range from finance-driven globalization, contagion risk transmission, financial sustainability, and bank efficiency, to oil price shocks and spot prices research. Further topics include family business, business valuation, public sector development and business organization in the globalized environment. This book features selected peer-reviewed articles from the 16th EBES conference in Istanbul, where over 270 papers were presented by 478 researchers from 56 countries.
Download or read book U MIDAS written by Claudia Foroni and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Role of Speculation in Oil Markets written by Bassam Fattouh and published by . This book was released on 2012 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Statistics and Data Analytics written by Shuangzhe Li and published by MDPI. This book was released on 2021-03-02 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book MIDAS Versus Mixed frequency VAR written by Vladimir Kuzin and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements and published by OUP USA. This book was released on 2011-07-08 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Download or read book Crude Existence written by Kristin Reed and published by Univ of California Press. This book was released on 2009-11-15 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: After decades of civil war and instability, the African country of Angola is experiencing a spectacular economic boom thanks to its most valuable natural resource: oil. Focusing on the everyday realities of people living in the extraction zones, Reed explores the exclusion, degradation, and violence that are the fruits of petrocapitalism in Angola.
Download or read book Multi Modal Sentiment Analysis written by Hua Xu and published by Springer Nature. This book was released on 2023-11-26 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: The natural interaction ability between human and machine mainly involves human-machine dialogue ability, multi-modal sentiment analysis ability, human-machine cooperation ability, and so on. To enable intelligent computers to have multi-modal sentiment analysis ability, it is necessary to equip them with a strong multi-modal sentiment analysis ability during the process of human-computer interaction. This is one of the key technologies for efficient and intelligent human-computer interaction. This book focuses on the research and practical applications of multi-modal sentiment analysis for human-computer natural interaction, particularly in the areas of multi-modal information feature representation, feature fusion, and sentiment classification. Multi-modal sentiment analysis for natural interaction is a comprehensive research field that involves the integration of natural language processing, computer vision, machine learning, pattern recognition, algorithm, robot intelligent system, human-computer interaction, etc. Currently, research on multi-modal sentiment analysis in natural interaction is developing rapidly. This book can be used as a professional textbook in the fields of natural interaction, intelligent question answering (customer service), natural language processing, human-computer interaction, etc. It can also serve as an important reference book for the development of systems and products in intelligent robots, natural language processing, human-computer interaction, and related fields.
Download or read book Time Series Econometrics written by Pierre Perron and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Part I. Unit roots and trend breaks -- Part II. Structural change
Download or read book Making the Most of Mess written by Emery Roe and published by Duke University Press. This book was released on 2013-03-27 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Making the Most of Mess, Emery Roe emphasizes that policy messes cannot be avoided or cleaned up; they need to be managed. He shows how policymakers and other professionals can learn these necessary skills from control operators who manage large critical infrastructures such as water supplies, telecommunications systems, and electricity grids. The ways in which they prevent major accidents and failures offer models for policymakers and other professionals to manage the messes they face. Throughout, Roe focuses on the global financial mess of 2008 and its ongoing aftermath, showing how mismanagement has allowed it to morph into other national and international messes. More effective management is still possible for this and many other policy messes but that requires better recognition of patterns and formulation of scenarios, as well as the ability to translate pattern and scenario into reliability. Developing networks of professionals who respond to messes is particularly important. Roe describes how these networks enable the avoidance of bad or worse messes, take advantage of opportunities resulting from messes, and address societal and professional challenges. In addition to finance, he draws from a wide range of case material in other policy arenas. Roe demonstrates that knowing how to manage policy messes is the best approach to preventing crises.
Download or read book The Weightless World written by Diane Coyle and published by MIT Press. This book was released on 1999 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. The Weightless World -- 2. Where Have All The Jobs Gone? -- 3. Weightless Work -- 4. Nourishing the Grass Roots -- 5. Fear of Flexibility -- 6. The End of Welfare -- 7. The Ageing of Nations -- 8. Globalism and Globaloney -- 9. Visible and Invisible Cities -- 10. Weightless Government.
Download or read book Natural Resources Neither Curse nor Destiny written by Daniel Lederman and published by World Bank Publications. This book was released on 2006-10-23 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Natural Resources: Neither Course nor Destiny' brings together a variety of analytical perspectives, ranging from econometric analyses of economic growth to historical studies of successful development experiences in countries with abundant natural resources. The evidence suggests that natural resources are neither a curse nor destiny. Natural resources can actually spur economic development when combined with the accumulation of knowledge for economic innovation. Furthermore, natural resource abundance need not be the only determinant of the structure of trade in developing countries. In fact, the accumulation of knowledge, infrastructure, and the quality of governance all seem to determine not only what countries produce and export, but also how firms and workers produce any good.
Download or read book In Search of Information Use of Google Trends Data to Narrow Information Gaps for Low income Developing Countries written by Mr.Futoshi Narita and published by International Monetary Fund. This book was released on 2018-12-14 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: Timely data availability is a long-standing challenge in policy-making and analysis for low-income developing countries. This paper explores the use of Google Trends’ data to narrow such information gaps and finds that online search frequencies about a country significantly correlate with macroeconomic variables (e.g., real GDP, inflation, capital flows), conditional on other covariates. The correlation with real GDP is stronger than that of nighttime lights, whereas the opposite is found for emerging market economies. The search frequencies also improve out-of-sample forecasting performance albeit slightly, demonstrating their potential to facilitate timely assessments of economic conditions in low-income developing countries.
