Download or read book Price Forecasting Models for USD JPY JPY X Stock written by Ton Viet Ta and published by Independently Published. This book was released on 2021-03 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: https: //www.dinhxa.com One-Week Free Trial (subject to change) Do you want to earn up to a 216% annual return on your money by two trades per day on USD_JPY JPY=X Stock? Reading this book is the only way to have a specific strategy. This book offers you a chance to trade JPY=X Stock at predicted prices. Eight methods for buying and selling JPY=X Stock at predicted low/high prices are introduced. These prices are very close to the lowest and highest prices of the stock in a day. All methods are explained in a very easy-to-understand way by using many examples, formulas, figures, and tables. The BIG DATA of the 6274 consecutive trading days (from October 30, 1996 to February 26, 2021) are utilized. The methods do not require any background on mathematics from readers. Furthermore, they are easy to use. Each takes you no more than 30 seconds for calculation to obtain a specific predicted price. The methods are not transient. They cannot be beaten by Mr. Market in several years, even until the stock doubles its current age. They are traits of Mr. Market. The reason is that the author uses the law of large numbers in the probability theory to construct them. In other words, you can use the methods in a long time without worrying about their change. The efficiency of the methods can be checked easily. Just compare the predicted prices with the actual price of the stock while referring to the probabilities of success which are shown clearly in the book (click the LOOK INSIDE button to read more information before buying this book). The book is very useful for Investors who have decided to buy the stock and keep it for a long time (as the strategy of Warren Buffett), or to sell the stock and pay attention to other stocks. The methods will help them to maximize profits for their decision. Day traders who buy and sell the stock many times in a day. Although each method is valid one time per day, the information from the methods will help the traders buy/sell the stock in the second time, third time or more in a day. Beginners to JPY=X Stock. The book gives an insight about the behavior of the stock. They will surely gain their knowledge of JPY=X Stock after reading the book. Everyone who wants to know about the U.S. stock market. https: //www.dinhxa.com includes a software (app) for stock price forecasting using the methods in this book. The software gives 114 predictions while this book gives 16. One-Week Free Trial (subject to change)

Download or read book Advances and Innovations in Systems Computing Sciences and Software Engineering written by Khaled Elleithy and published by Springer Science & Business Media. This book was released on 2007-08-28 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes a set of rigorously reviewed world-class manuscripts addressing and detailing state-of-the-art research projects in the areas of Computing Sciences, Software Engineering and Systems. The book presents selected papers from the conference proceedings of the International Conference on Systems, Computing Sciences and Software Engineering (SCSS 2006). All aspects of the conference were managed on-line.

Download or read book Financial Decision Making Using Computational Intelligence written by Michael Doumpos and published by Springer Science & Business Media. This book was released on 2012-07-23 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides an arsenal of particularly useful techniques. These techniques include new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems. Computational intelligence has also evolved rapidly over the past few years and it is now one of the most active fields in operations research and computer science. This volume presents the recent advances of the use of computation intelligence in financial decision making. The book covers all the major areas of computational intelligence and a wide range of problems in finance, such as portfolio optimization, credit risk analysis, asset valuation, financial forecasting, and trading.

Download or read book Computational Methods in Finance written by Ali Hirsa and published by CRC Press. This book was released on 2024-08-30 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Methods in Finance is a book developed from the author’s courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives. This new edition has been thoroughly revised throughout to bring it up to date with recent developments. It features numerous new exercises and examples, as well as two entirely new chapters on machine learning. Features Explains how to solve complex functional equations through numerical methods Includes dozens of challenging exercises Suitable as a graduate-level textbook for financial engineering and financial mathematics or as a professional resource for working quants.

Download or read book Advances on P2P Parallel Grid Cloud and Internet Computing written by Leonard Barolli and published by Springer Nature. This book was released on 2019-10-19 with total page 963 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest research findings, innovative research results, methods and development techniques related to P2P, grid, cloud and Internet computing from both theoretical and practical perspectives. It also reveals the synergies among such large-scale computing paradigms. P2P, grid, cloud and Internet computing technologies have rapidly become established as breakthrough paradigms for solving complex problems by enabling aggregation and sharing of an increasing variety of distributed computational resources at large scale. Grid computing originated as a paradigm for high-performance computing, as an alternative to expensive supercomputers through different forms of large-scale distributed computing. P2P computing emerged as a new paradigm after client–server and web-based computing and has proved useful in the development of social networking, B2B (business to business), B2C (business to consumer), B2G (business to government), and B2E (business to employee). Cloud computing has been defined as a “computing paradigm where the boundaries of computing are determined by economic rationale rather than technical limits,” and it has fast become a computing paradigm with applicability and adoption in all application domains and which provides utility computing at a large scale. Lastly, Internet computing is the basis of any large-scale distributed computing paradigms; it has developed into a vast area of flourishing fields with enormous impact on today’s information societies, and serving as a universal platform comprising a large variety of computing forms such as grid, P2P, cloud and mobile computing.

Download or read book Modeling Complexity In Economic And Social Systems written by Frank Schweitzer and published by World Scientific. This book was released on 2002-12-09 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economics and the social sciences are, in fact, the “hard” sciences, as Herbert Simon argued, because the complexity of the problems dealt with cannot simply be reduced to analytically solvable models or decomposed into separate subprocesses. Nevertheless, in recent years, the emerging interdisciplinary “sciences of complexity” have provided new methods and tools for tackling these problems, ranging from complex data analysis to sophisticated computer simulations. In particular, advanced methods developed in the natural sciences have recently also been applied to social and economic problems.The twenty-one chapters of this book reflect this modern development from various modeling perspectives (such as agent-based models, evolutionary game theory, reinforcement learning and neural network techniques, time series analysis, non-equilibrium macroscopic dynamics) and for a broad range of socio-economic applications (market dynamics, technological evolution, spatial dynamics and economic growth, decision processes, and agent societies). They jointly demonstrate a shift of perspective in economics and the social sciences that is allowing a new outlook in this field to emerge.

Download or read book Multi Asset Risk Modeling written by Morton Glantz and published by Academic Press. This book was released on 2013-12-03 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. - Covers all asset classes - Provides mathematical theoretical explanations of risk as well as practical examples with empirical data - Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

Download or read book Advances in Financial Machine Learning written by Marcos Lopez de Prado and published by John Wiley & Sons. This book was released on 2018-02-21 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Download or read book International Financial Issues in the Pacific Rim written by Takatoshi Ito and published by University of Chicago Press. This book was released on 2008-09-15 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: The imbalanced, yet mutually beneficial, trading relationship between the United States and Asia has long been one of international finance’s most perplexing mysteries. Although the United States continues to post a substantial trade deficit—and China reaps the benefits of a surplus—the dollar has yet to sink in the face of ever-increasing account disparities. International Financial Issues in the Pacific Rim explains why the United States enjoys a seemingly symbiotic relationship with its trading partners despite stark inequities in the trade balance, especially with Asia. This timely and well-informed study also debunks the assumed link between economic openness and low inflation in the region, identifies the serious gap between academic and private-sector researchers’ understanding of exchange rate volatility, and analyzes the liberalization of Asian capital accounts. International Financial Issues in the Pacific Rim will have broad implications for global trade and economic policy issues in Asia and beyond.

Download or read book Forex Trading Using Intermarket Analysis written by Louis B. Mendelsohn and published by Market Technologies. This book was released on 2006-03 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today's global marketplace, currency values fluctuate every day and foreign exchange is the biggest market of them all, trading well over $1 trillion a day--more than all other markets combined! Master this market that never sleeps, and you could be a big winner. Just to survive in the hottest marketplace in the world, you will have to learn how to stay one step ahead of the game. This book is intended for traders and investors who use technology to win.

Download or read book Issues in Modeling Forecasting and Decision making in Financial Markets written by Władysław Milo and published by . This book was released on 2005 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book My Dissertation written by Vasilios Plakandaras and published by Lulu.com. This book was released on 2015-12-06 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ιn this dissertation I forecast financial time series with machine learning methodologies.During my research I propose various novel forecasting schemes and attack four problems in a machine learning approach: short and long-term exchange rate, housing prices and bank insolvencies forecasting. More specifically, I propose a novel forecasting methodology in short-term exchange rate forecasting that couples a machine learning with a signal processing technique. In the same field I consider machine learning in long-term forecasting, that has rarely been used before in the relevant literature. The machine learning models outperform all the econometric models examined in this dissertation in terms of forecasting error and directional forecasting accuracy Overall, the empirical findings reveal the superiority of machine learning to econometric models in forecasting the selected financial time series examined in this dissertation.

Download or read book The Nature of Statistical Learning Theory written by Vladimir Vapnik and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. This second edition contains three new chapters devoted to further development of the learning theory and SVM techniques. Written in a readable and concise style, the book is intended for statisticians, mathematicians, physicists, and computer scientists.

Download or read book Journal of Economic Literature written by and published by . This book was released on 2003 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rule Based Investing written by Chiente Hsu and published by Pearson Education. This book was released on 2014 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Use rule-based investment strategies to maintain trading and investment discipline, and protect yourself from fear, greed, pride, and other costly emotions! Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying these sophisticated strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones. Unlike any other guide, it systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; as well as the construction of portfolios of rule-based strategies that support diversification. Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance.

Download or read book Forecasting Extreme Financial Risk written by Jón Daníelsson and published by . This book was released on 2000 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Machine Learning and Data Science Blueprints for Finance written by Hariom Tatsat and published by O'Reilly Media. This book was released on 2020-10-01 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You’ll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You’ll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations