Download or read book Handbook of Asian Finance written by David Lee Kuo Chuen and published by Academic Press. This book was released on 2014-05-15 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: Participants in Asian financial markets have witnessed the unprecedented growth and sophistication of their investments since the 1997 crisis. Handbook of Asian Finance: REITs, Trading, and Fund Performance analyzes the forces behind these growth rates. Insights into banking, fund performance, and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues are all here, presented by expert scholars. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance: REITs, Trading, and Fund Performance explains what is going on in Asia today. - Presents the only micro- and market-related analysis of pan-Asian finance available today - Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries - Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes

Download or read book Advances in Collective Intelligence 2011 written by Jörn Altmann and published by Springer Science & Business Media. This book was released on 2012-01-12 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collective intelligence has become an attractive subject of interest for both academia and industry. More and more conferences and workshops discuss the impact of the users‘ motivation to participate in the value creation process, the enabling role of leading-edge information and communication technologies and the need for better algorithms to deal with the growing amount of shared data. There are many interesting and challenging topics that need to be researched and discussed with respect to knowledge creation, creativity and innovation processes carried forward in the emerging communities of practice. COLLIN is on the path to become the flagship conference in the areas of collective intelligence and ICT-enabled social networking. We were delighted to again receive contributions from different parts of the world including Australia, Europe, Asia, and the United States. Encouraged by the positive response, we plan COLLIN 2012 to be held next year end of August at FernUniverstität in Hagen. In order to guarantee the quality of the event, each paper went through a doubleblind review process. The reviews concentrated on originality, quality and relevance of the paper topic to the symposium. In addition, we invited a few renowned experts in the field to contribute to the success of the symposium with outstanding papers reporting on their most recent research. Our special thanks go to the authors for submitting their papers, to the international program committee members, and to numerous reviewers who did an excellent job in guaranteeing that the papers in this volume are of very high quality.

Download or read book Advanced Topics in Intelligent Information and Database Systems written by Dariusz Król and published by Springer. This book was released on 2017-03-25 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent research in intelligent information and database systems. The carefully selected contributions were initially accepted for presentation as posters at the 9th Asian Conference on Intelligent Information and Database Systems (ACIIDS 2017) held from to 5 April 2017 in Kanazawa, Japan. While the contributions are of an advanced scientific level, several are accessible for non-expert readers. The book brings together 47 chapters divided into six main parts: • Part I. From Machine Learning to Data Mining.• Part II. Big Data and Collaborative Decision Support Systems,• Part III. Computer Vision Analysis, Detection, Tracking and Recognition,• Part IV. Data-Intensive Text Processing,• Part V. Innovations in Web and Internet Technologies, and• Part VI. New Methods and Applications in Information and Software Engineering. The book is an excellent resource for researchers and those working in algorithmics, artificial and computational intelligence, collaborative systems, decision management and support systems, natural language processing, image and text processing, Internet technologies, and information and software engineering, as well as for students interested in such research areas.

Download or read book Data Science and Data Analytics written by Amit Kumar Tyagi and published by CRC Press. This book was released on 2021-09-22 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data science is a multi-disciplinary field that uses scientific methods, processes, algorithms, and systems to extract knowledge and insights from structured (labeled) and unstructured (unlabeled) data. It is the future of Artificial Intelligence (AI) and a necessity of the future to make things easier and more productive. In simple terms, data science is the discovery of data or uncovering hidden patterns (such as complex behaviors, trends, and inferences) from data. Moreover, Big Data analytics/data analytics are the analysis mechanisms used in data science by data scientists. Several tools, such as Hadoop, R, etc., are used to analyze this large amount of data to predict valuable information and for decision-making. Note that structured data can be easily analyzed by efficient (available) business intelligence tools, while most of the data (80% of data by 2020) is in an unstructured form that requires advanced analytics tools. But while analyzing this data, we face several concerns, such as complexity, scalability, privacy leaks, and trust issues. Data science helps us to extract meaningful information or insights from unstructured or complex or large amounts of data (available or stored virtually in the cloud). Data Science and Data Analytics: Opportunities and Challenges covers all possible areas, applications with arising serious concerns, and challenges in this emerging field in detail with a comparative analysis/taxonomy. FEATURES Gives the concept of data science, tools, and algorithms that exist for many useful applications Provides many challenges and opportunities in data science and data analytics that help researchers to identify research gaps or problems Identifies many areas and uses of data science in the smart era Applies data science to agriculture, healthcare, graph mining, education, security, etc. Academicians, data scientists, and stockbrokers from industry/business will find this book useful for designing optimal strategies to enhance their firm’s productivity.

Download or read book Forecasting the Volatility of Stock Market and Oil Futures Market written by Dexiang Mei and published by Scientific Research Publishing, Inc. USA. This book was released on 2020-12-17 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volatility has been one of the cores of the financial theory research, in addition to the stock markets and the futures market are an important part of modern financial markets. Forecast volatility of the stock market and oil futures market is an important part of the theory of financial markets research.

Download or read book Dividend Policy and Stock Price Volatility written by David E. Allen and published by . This book was released on 1993 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Robustness in Econometrics written by Vladik Kreinovich and published by Springer. This book was released on 2017-02-11 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

Download or read book The Essentials of Machine Learning in Finance and Accounting written by Mohammad Zoynul Abedin and published by Routledge. This book was released on 2021-06-20 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces machine learning in finance and illustrates how we can use computational tools in numerical finance in real-world context. These computational techniques are particularly useful in financial risk management, corporate bankruptcy prediction, stock price prediction, and portfolio management. The book also offers practical and managerial implications of financial and managerial decision support systems and how these systems capture vast amount of financial data. Business risk and uncertainty are two of the toughest challenges in the financial industry. This book will be a useful guide to the use of machine learning in forecasting, modeling, trading, risk management, economics, credit risk, and portfolio management.

Download or read book Advances in Accounting Behavioral Research written by Khondkar E. Karim and published by Emerald Group Publishing. This book was released on 2023-03-13 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 26 of Advances in Accounting Behavioral Research compiles innovative and new explorations into the behavioral aspects of accounting and auditing including the effects of organizational commitment, the impact of stressors on performance, the effects of auditor familiarity and the examination of personality traits.

Download or read book Handbook of Alternative Data in Finance Volume I written by Gautam Mitra and published by CRC Press. This book was released on 2023-07-12 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics Features chapters from many leading researchers and practitioners

Download or read book The Handbook of News Analytics in Finance written by Gautam Mitra and published by John Wiley & Sons. This book was released on 2011-07-13 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of News Analytics in Finance is a landmarkpublication bringing together the latest models and applications ofNews Analytics for asset pricing, portfolio construction, tradingand risk control. The content of the Hand Book is organised to provide arapid yet comprehensive understanding of this topic. Chapter 1 setsout an overview of News Analytics (NA) with an explanation of thetechnology and applications. The rest of the chapters are presentedin four parts. Part 1 contains an explanation of methods and modelswhich are used to measure and quantify news sentiment. In Part 2the relationship between news events and discovery of abnormalreturns (the elusive alpha) is discussed in detail by the leadingresearchers and industry experts. The material in this part alsocovers potential application of NA to trading and fund management.Part 3 covers the use of quantified news for the purpose ofmonitoring, early diagnostics and risk control. Part 4 is entirelyindustry focused; it contains insights of experts from leadingtechnology (content) vendors. It also contains a discussion oftechnologies and finally a compact directory of content vendor andfinancial analytics companies in the marketplace of NA. Thebook draws equally upon the expertise of academics andpractitioners who have developed these models and is supported bytwo major content vendors - RavenPack and Thomson Reuters - leadingproviders of news analytics software and machine readablenews. The book will appeal to decision makers in the banking, finance andinsurance services industry. In particular: asset managers;quantitative fund managers; hedge fund managers; algorithmictraders; proprietary (program) trading desks; sell-side firms;brokerage houses; risk managers and research departments willbenefit from the unique insights into this new and pertinent areaof financial modelling.

Download or read book Forecasting Expected Returns in the Financial Markets written by Stephen Satchell and published by Elsevier. This book was released on 2011-04-08 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

Download or read book A Monthly Effect in Stock Returns written by Robert A. Ariel and published by Palala Press. This book was released on 2018-03-03 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

Download or read book Big Data Analytics for Internet of Things written by Tausifa Jan Saleem and published by John Wiley & Sons. This book was released on 2021-04-20 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: BIG DATA ANALYTICS FOR INTERNET OF THINGS Discover the latest developments in IoT Big Data with a new resource from established and emerging leaders in the field Big Data Analytics for Internet of Things delivers a comprehensive overview of all aspects of big data analytics in Internet of Things (IoT) systems. The book includes discussions of the enabling technologies of IoT data analytics, types of IoT data analytics, challenges in IoT data analytics, demand for IoT data analytics, computing platforms, analytical tools, privacy, and security. The distinguished editors have included resources that address key techniques in the analysis of IoT data. The book demonstrates how to select the appropriate techniques to unearth valuable insights from IoT data and offers novel designs for IoT systems. With an abiding focus on practical strategies with concrete applications for data analysts and IoT professionals, Big Data Analytics for Internet of Things also offers readers: A thorough introduction to the Internet of Things, including IoT architectures, enabling technologies, and applications An exploration of the intersection between the Internet of Things and Big Data, including IoT as a source of Big Data, the unique characteristics of IoT data, etc. A discussion of the IoT data analytics, including the data analytical requirements of IoT data and the types of IoT analytics, including predictive, descriptive, and prescriptive analytics A treatment of machine learning techniques for IoT data analytics Perfect for professionals, industry practitioners, and researchers engaged in big data analytics related to IoT systems, Big Data Analytics for Internet of Things will also earn a place in the libraries of IoT designers and manufacturers interested in facilitating the efficient implementation of data analytics strategies.

Download or read book Applied Quantitative Finance written by Wolfgang Karl Härdle and published by Springer. This book was released on 2017-08-02 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Download or read book Advances in Neural Networks ISNN 2007 written by Derong Liu and published by Springer Science & Business Media. This book was released on 2007-07-16 with total page 1210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is part of a three volume set that constitutes the refereed proceedings of the 4th International Symposium on Neural Networks, ISNN 2007, held in Nanjing, China in June 2007. Coverage includes neural networks for control applications, robotics, data mining and feature extraction, chaos and synchronization, support vector machines, fault diagnosis/detection, image/video processing, and applications of neural networks.

Download or read book Modelling Financial Time Series written by Stephen J. Taylor and published by World Scientific. This book was released on 2008 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends. Sample Chapter(s). Chapter 1: Introduction (1,134 KB). Contents: Features of Financial Returns; Modelling Price Volatility; Forecasting Standard Deviations; The Accuracy of Autocorrelation Estimates; Testing the Random Walk Hypothesis; Forecasting Trends in Prices; Evidence Against the Efficiency of Futures Markets; Valuing Options; Appendix: A Computer Program for Modelling Financial Time Series. Readership: Academic researchers in finance & economics; quantitative analysts.