Download or read book Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data written by Norman R. Swanson and published by MDPI. This book was released on 2021-08-31 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.

Download or read book The Asian Crisis and Stock Market Co movements written by Taiki Lee and published by . This book was released on 2004 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of HydroInformatics written by Saeid Eslamian and published by Elsevier. This book was released on 2022-11-30 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classic Soft-Computing Techniques is the first volume of the three, in the Handbook of HydroInformatics series.? Through this comprehensive, 34-chapters work, the contributors explore the difference between traditional computing, also known as hard computing, and soft computing, which is based on the importance given to issues like precision, certainty and rigor. The chapters go on to define fundamentally classic soft-computing techniques such as Artificial Neural Network, Fuzzy Logic, Genetic Algorithm, Supporting Vector Machine, Ant-Colony Based Simulation, Bat Algorithm, Decision Tree Algorithm, Firefly Algorithm, Fish Habitat Analysis, Game Theory, Hybrid Cuckoo–Harmony Search Algorithm, Honey-Bee Mating Optimization, Imperialist Competitive Algorithm, Relevance Vector Machine, etc.?It is a fully comprehensive handbook providing all the information needed around classic soft-computing techniques. This volume is a true interdisciplinary work, and the audience includes postgraduates and early career researchers interested in Computer Science, Mathematical Science, Applied Science, Earth and Geoscience, Geography, Civil Engineering, Engineering, Water Science, Atmospheric Science, Social Science, Environment Science, Natural Resources, and Chemical Engineering. - Key insights from global contributors in the fields of data management research, climate change and resilience, insufficient data problem, etc. - Offers applied examples and case studies in each chapter, providing the reader with real world scenarios for comparison. - Introduces classic soft-computing techniques, necessary for a range of disciplines.

Download or read book Stock Market Modeling and Forecasting written by Xiaolian Zheng and published by Springer. This book was released on 2013-04-05 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.

Download or read book Stock Market Volatility written by Greg N. Gregoriou and published by CRC Press. This book was released on 2009-04-08 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel

Download or read book Green Finance Renewable and Non Renewable Energy and COVID 19 written by Syed Jawad Hussain Shahzad and published by Frontiers Media SA. This book was released on 2022-11-25 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Emerging Markets and the Global Economy written by Mohammed El Hedi Arouri and published by Academic Press. This book was released on 2013-12-26 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely. Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics. Foreword by Ali M. Kutan - Concentrates on post-crisis roles of emerging markets in the global economy - Reports on key theoretical and technical developments in emerging financial markets - Forecasts future developments in linkages among developed and emerging economies

Download or read book Financial Integration written by Marga Peeters and published by Springer Science & Business Media. This book was released on 2013-09-21 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Arab upheaval and the world's biggest financial crisis after the Great Depression were almost simultaneous in their occurrence. The Mediterranean economies now face a dual challenge of a political and financial restructuring in the light of a shaky economic pedestal on which they stand. In light of this socio-political and economic shift in both inland and in world markets, this book offers a thorough analysis on problems, prospects and the way ahead for the financial integration of the South-Mediterranean region. Several perspectives on financial integration and policy recommendations are put forward from a leading group of researchers specializing on the Mediterranean region.

Download or read book Financial Risk Management written by Jimmy Skoglund and published by John Wiley & Sons. This book was released on 2015-09-08 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: A global banking risk management guide geared toward the practitioner Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. Chapters devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas. Risk management is one of the fastest growing segments of the banking industry, fueled by banks' fundamental intermediary role in the global economy and the industry's profit-driven increase in risk-seeking behavior. This book is the product of the authors' experience in developing and implementing risk analytics in banks around the globe, giving you a comprehensive, quantitative-oriented risk management guide specifically for the practitioner. Compute and manage market, credit, asset, and liability risk Perform macroeconomic stress testing and act on the results Get up to date on regulatory practices and model risk management Examine the structure and construction of financial risk systems Delve into funds transfer pricing, profitability analysis, and more Quantitative capability is increasing with lightning speed, both methodologically and technologically. Risk professionals must keep pace with the changes, and exploit every tool at their disposal. Financial Risk Management is the practitioner's guide to anticipating, mitigating, and preventing risk in the modern banking industry.

Download or read book Inflation Targeting written by and published by . This book was released on 2002 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Knowledge Based Intelligent Information and Engineering Systems written by Robert J. Howlett and published by Springer Science & Business Media. This book was released on 2005-08-30 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation The four volume set LNAI 3681, LNAI 3682, LNAI 3683, and LNAI 3684 constitute the refereed proceedings of the 9th International Conference on Knowledge-Based Intelligent Information and Engineering Systems, KES 2005, held in Melbourne, Australia in September 2005. The 716 revised papers presented were carefully reviewed and selected from nearly 1400 submissions. The papers present a wealth of original research results from the field of intelligent information processing in the broadest sense; topics covered in the first volume are intelligent design support systems, data engineering, knowledge engineering and ontologies, knowledge discovery and data mining, advanced network application, approaches and methods of security engineering, chance discovery, information hiding and multimedia signal processing, soft computing techniques and their applications, intelligent agent technology and applications, smart systems, knowledge - based interface systems, intelligent information processing for remote sensing, intelligent human computer€ interaction systems, experience management and knowledge management, network (security) real-time and fault tolerant systems, advanced network application and real-time systems, and intelligent watermarking algorithms.

Download or read book Handbook of the Economics of Finance SET Volumes 2A 2B written by George M. Constantinides and published by Newnes. This book was released on 2013-01-21 with total page 1732 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set of 23 articles authoritatively describes recent scholarship in corporate finance and asset pricing. Volume 1 concentrates on corporate finance, encompassing topics such as financial innovation and securitization, dynamic security design, and family firms. Volume 2 focuses on asset pricing with articles on market liquidity, credit derivatives, and asset pricing theory, among others. Both volumes present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek insightful perspectives and important details, they demonstrate how corporate finance studies have interpreted recent events and incorporated their lessons. - Covers core and newly-developing fields - Explains how the 2008 financial crises affected theoretical and empirical research - Exposes readers to a wide range of subjects described and analyzed by the best scholars

Download or read book Journal of International Money and Finance written by and published by . This book was released on 2002 with total page 1152 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modelling Irregularly Spaced Financial Data written by Nikolaus Hautsch and published by Springer Science & Business Media. This book was released on 2011-01-07 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time.

Download or read book Handbook of the Economics of Finance written by George M. Constantinides and published by Newnes. This book was released on 2013-02-08 with total page 873 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 12 articles in this second of two parts condense recent advances on investment vehicles, performance measurement and evaluation, and risk management into a coherent springboard for future research. Written by world leaders in asset pricing research, they present scholarship about the 2008 financial crisis in contexts that highlight both continuity and divergence in research. For those who seek authoritative perspectives and important details, this volume shows how the boundaries of asset pricing have expanded and at the same time have grown sharper and more inclusive. - Offers analyses by top scholars of recent asset pricing scholarship - Explains how the 2008 financial crises affected theoretical and empirical research - Covers core and newly developing fields

Download or read book Economic Papers written by and published by . This book was released on 2002 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Emerging Trends in Banking and Finance written by Sruthi.S, Dr.Harbans Lal Sharma and published by Archers & Elevators Publishing House. This book was released on with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: