Download or read book Missing Data Methods written by David M. Drukker and published by Emerald Group Publishing. This book was released on 2011-11-30 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.
Download or read book Big Data written by Kuan-Ching Li and published by CRC Press. This book was released on 2015-02-23 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: As today's organizations are capturing exponentially larger amounts of data than ever, now is the time for organizations to rethink how they digest that data. Through advanced algorithms and analytics techniques, organizations can harness this data, discover hidden patterns, and use the newly acquired knowledge to achieve competitive advantages.Pre
Download or read book Business Periodicals Index written by and published by . This book was released on 2005 with total page 2838 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Alphanomics written by Charles Lee and published by Now Publishers. This book was released on 2015-12-16 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alphanomics: The Informational Underpinnings of Market Efficiency is intended to be a compact introduction to academic research on market efficiency, behavioral finance, and fundamental analysis and is dedicated to the kind of decision-driven and prospectively-focused research that is much needed in a market constantly seeking to become more efficient. The authors refer to this type of research as Alphanomics, the informational economics behind market efficiency. Alpha refers to the abnormal returns, which provide the incentive for some subpopulation of investors to engage in information acquisition and costly arbitrage activities. Nomics refers to the economics of alpha extraction, which encompasses the costs and incentives of informational arbitrage as a sustainable business proposition. Some of the questions that are addressed include: why do we believe markets are efficient?; what problems have this belief engendered?; what factors can impede and/or facilitate market efficiency?; what roles do investor sentiment and costly arbitrage play in determining an equilibrium level of informational efficiency?; what is the essence of value investing?; how is it related to fundamental analysis (the study of historical financial data)?; and how might we distinguish between risk and mispricing based explanations for predictability patterns in returns? The first two sections review the evolution of academic thinking on market efficiency and introduce the noise trader model as a rational alternative. Section 3 surveys the literature on investor sentiment and its role as a source of both risks and returns. Section 4 discusses the role of fundamental analysis in value investing. Section 5 reviews the literature on limits to arbitrage, and section 6 discusses research methodology issues associated with the need to distinguish mispricing from risk.
Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Download or read book Handbook of the Fundamentals of Financial Decision Making written by Leonard C. MacLean and published by World Scientific. This book was released on 2013 with total page 941 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2 nd edition published in 2006).
Download or read book Machine Learning in Finance written by Matthew F. Dixon and published by Springer Nature. This book was released on 2020-07-01 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance.
Download or read book Econophysics written by Sitabhra Sinha and published by John Wiley & Sons. This book was released on 2010-12-06 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensive introduction. Based on extensive teaching experience, it includes numerous worked examples and highlights in special biographical boxes some of the most outstanding personalities and their contributions to both physics and economics. The whole is rounded off by several appendices containing important background material.
Download or read book Self Reference written by S.J. Bartlett and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-reference, although a topic studied by some philosophers and known to a number of other disciplines, has received comparatively little explicit attention. For the most part the focus of studies of self-reference has been on its logical and linguistic aspects, with perhaps disproportionate emphasis placed on the reflexive paradoxes. The eight-volume Macmillan Encyclopedia of Philosophy, for example, does not contain a single entry in its index under "self-reference", and in connection with "reflexivity" mentions only "relations", "classes", and "sets". Yet, in this volume, the introductory essay identifies some 75 varieties and occurrences of self-reference in a wide range of disciplines, and the bibliography contains more than 1,200 citations to English language works about reflexivity. The contributed papers investigate a number of forms and applications of self-reference, and examine some of the challenges posed by its difficult temperament. The editors hope that readers of this volume will gain a richer sense of the sti11largely unexplored frontiers of reflexivity, and of the indispensability of reflexive concepts and methods to foundational inquiries in philosophy, logic, language, and into the freedom, personality and intelligence of persons.
Download or read book Agricultural Biomass Based Potential Materials written by Khalid Rehman Hakeem and published by Springer. This book was released on 2015-04-01 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Agricultural biomass is abundant worldwide and it can be considered as alternative source of renewable and sustainable materials which can be used as potential materials for different applications. Despite this enormous production of agricultural biomass, only a small fraction of the total biomass is utilized for different applications. Industry must be prepared to take advantage of the situation and utilize the available biomass in the best possible manner. Agricultural biomass such as natural fibres has been successfully investigated as a great potential to be used as a renewable and sustainable materials for the production of composite materials. Natural fibres offer excellent specific properties and have potential as outstanding reinforcing fillers in the matrix and can be used as an alternative material for biocomposites, hybrid composites, pulp, and paper industries. Natural fibre based polymer composites made of jute, oil palm, flex, hemp, kenaf have a low market cost, attractive with respect to global sustainability and find increasing commercial use in different applications. Agricultural biomass based composites find applications in a number of fields viz., automotive industry and construction industry. Future research on agricultural biomass-natural fibre based composites should not only be limited to its automotive applications but can be explored for its application in aircraft components, construction industry, rural housing and biomedical applications. In this book we will cover the chemical, physical, thermal, electrical, and biodegradability properties of agricultural biomass based composite materials and its different potential applications. The main goal of this volume is to familiarize researchers, scientists and engineers with the unique research opportunities and potentials of agricultural biomass based materials. Up-to-date information on alternative biomass utilization Academic and industry leaders discuss unique properties of biomass based composite materials Direct application of agricultural biomass materials as sustainable and renewable alternatives
Download or read book Society and Discourse written by Teun A. van Dijk and published by Cambridge University Press. This book was released on 2009-01-22 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory is applied to the domain of politics, including the debate about the war in Iraq, where political leaders' speeches serve as a case study for detailed contextual analysis."--BOOK JACKET.
Download or read book Large Dimensional Factor Analysis written by Jushan Bai and published by Now Publishers Inc. This book was released on 2008 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical work. The authors focus on the development of the static factor models and on the use of estimated factors in subsequent estimation and inference. Large Dimensional Factor Analysis discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit root tests and common trends, and how to estimate panel cointegration models.
Download or read book Blackwell Handbook of Judgment and Decision Making written by Derek J. Koehler and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Blackwell Handbook of Judgment and Decision Making is a state-of-the art overview of current topics and research in the study of how people make evaluations, draw inferences, and make decisions under conditions of uncertainty and conflict. Contains contributions by experts from various disciplines that reflect current trends and controversies on judgment and decision making. Provides a glimpse at the many approaches that have been taken in the study of judgment and decision making and portrays the major findings in the field. Presents examinations of the broader roles of social, emotional, and cultural influences on decision making. Explores applications of judgment and decision making research to important problems in a variety of professional contexts, including finance, accounting, medicine, public policy, and the law.
Download or read book Financial Markets Tick By Tick written by Pierre Lequeux and published by Wiley. This book was released on 1999-03-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Markets Tick by Tick Insights in Financial Markets Microstructure Edited by Pierre Lequeux "Financial Markets Tick by Tick is an in-depth and unique collection of analyses of the behaviour of the financial markets at the micro level. Its publication is particularly timely, given the current period of high volatility in the financial markets. LIFFE are proud to be associated with a text which features so many leading quantitative analysts, risk managers, academics and experts in this highly specialized field." Brian Williamson Executive Chairman, LIFFE The editor has brought together some of the acknowledged experts in the field to contribute on a subject of great timeliness across the finance sector. One could go as far as to say we are experiencing a renaissance in terms of how market players work on a day-to-day basis due to the high intra-day volatility of financial markets and the greater emphasis put on risk management. This book will provide essential reading matter for all those using high frequency data, in both the practitioner and academic markets alike.
Download or read book Behavioural and Experimental Economics written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Download or read book The Cambridge Handbook of Personality Psychology written by Philip J. Corr and published by Cambridge University Press. This book was released on 2020-07-31 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research on personality psychology is making important contributions to psychological science and applied psychology. This second edition of The Cambridge Handbook of Personality Psychology offers a one-stop resource for scientific personality psychology. It summarizes cutting-edge personality research in all its forms, including genetics, psychometrics, social-cognitive psychology, and real-world expressions, with informative and lively chapters that also highlight some areas of controversy. The team of renowned international authors, led by two esteemed editors, ensures a wide range of theoretical perspectives. Each research area is discussed in terms of scientific foundations, main theories and findings, and future directions for research. The handbook also features advances in technology, such as molecular genetics and functional neuroimaging, as well as contemporary statistical approaches. An invaluable aid to understanding the central role played by personality in psychology, it will appeal to students, researchers, and practitioners in psychology, behavioral neuroscience, and the social sciences.
Download or read book Market Microstructure Theory written by Maureen O'Hara and published by John Wiley & Sons. This book was released on 1998-03-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.