Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market

Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market PDF Author: Professor Lu
Publisher:
ISBN:
Category : Stock index futures
Languages : en
Pages : 0

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Book Description

Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market

Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market PDF Author: Professor Lu
Publisher:
ISBN:
Category : Stock index futures
Languages : en
Pages : 0

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Book Description


Multifractal Detrended Analysis Method and Its Application in Financial Markets

Multifractal Detrended Analysis Method and Its Application in Financial Markets PDF Author: Guangxi Cao
Publisher: Springer
ISBN: 9811079161
Category : Business & Economics
Languages : en
Pages : 258

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Book Description
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.

The World Scientific Handbook of Futures Markets

The World Scientific Handbook of Futures Markets PDF Author: Anastasios G. E. T. Al MALLIARIS
Publisher: World Scientific
ISBN: 9814566926
Category : Business & Economics
Languages : en
Pages : 844

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Book Description
"The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of futures markets that make them worthy of a special volume. In our judgment, futures markets are currently undergoing remarkable changes as trading is shifting from open outcry to electronic and as the traditional functions of hedging and speculation are extended to include futures as an alternative investment vehicle in traditional portfolios. The unique feature of this volume is the selection of five classic papers that lay the foundations of the futures markets and the invitation to the leading academics who do work in the area to write critical surveys in a dozen important topics."--$cProvided by publisher.

Information Technology for Education, Science, and Technics

Information Technology for Education, Science, and Technics PDF Author: Emil Faure
Publisher: Springer Nature
ISBN: 3031354672
Category : Technology & Engineering
Languages : en
Pages : 772

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Book Description
This book gathers selected high-quality full-text papers presented at the VI International Scientific and Practical Conference on Information Technology for Education, Science and Technics (ITEST 2022). The book deals with issues related to mathematical and computer modeling of physical, chemical, and economic processes, with information security, as well as the use of information and communication technology in scientific research, automation of technological processes, and management of complex systems. In this book, the authors explore various aspects of the development of information technology and systems and its application in education, science, engineering, economics, and management. A part of the book is devoted to the application of information and communication technology in higher education, in particular, the creation and implementation of scientific and educational resources in higher education institutions as part of the process of education digital transformation.

Research on Volatility and Contagion Effect in Stock Market

Research on Volatility and Contagion Effect in Stock Market PDF Author: Dexiang Mei
Publisher: Scientific Research Publishing, Inc. USA
ISBN: 1649970536
Category : Art
Languages : en
Pages : 131

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Book Description
The volatility has been one of the cores of the financial theory research, in addition to the stock markets is an important part of modern financial markets. Research on volatility and contagion effect in stock market is an important part of the theory of financial markets research. This book in-cludes the following four parts.

Advanced Models of Energy Forecasting

Advanced Models of Energy Forecasting PDF Author: Xun Zhang
Publisher: Frontiers Media SA
ISBN: 283250681X
Category : Technology & Engineering
Languages : en
Pages : 200

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Book Description


The Oxford Handbook of Computational Economics and Finance

The Oxford Handbook of Computational Economics and Finance PDF Author: Shu-Heng Chen
Publisher: Oxford University Press
ISBN: 0190877502
Category : Business & Economics
Languages : en
Pages : 785

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Book Description
The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Fractal Market Analysis

Fractal Market Analysis PDF Author: Edgar E. Peters
Publisher: John Wiley & Sons
ISBN: 9780471585244
Category : Business & Economics
Languages : en
Pages : 352

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Book Description
A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.

Artificial Intelligence and Soft Computing

Artificial Intelligence and Soft Computing PDF Author: Leszek Rutkowski
Publisher: Springer Nature
ISBN: 3031234928
Category : Computers
Languages : en
Pages : 449

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Book Description
The two-volume set LNAI 13588 and 13589 constitutes the refereed post-conference proceedings of the 21st International Conference on Artificial Intelligence and Soft Computing, ICAISC 2022, held in Zakopane, Poland, during June 19–23, 2022. The 69 revised full papers presented in these proceedings were carefully reviewed and selected from 161 submissions. The papers are organized in the following topical sections: Volume I: Neural networks and their applications; fuzzy systems and their applications; evolutionary algorithms and their applications; pattern classification; artificial intelligence in modeling and simulation. Volume II: Computer vision, image and speech analysis; data mining; various problems of artificial intelligence; bioinformatics, biometrics and medical applications.

Financial Statistics and Data Analytics

Financial Statistics and Data Analytics PDF Author: Shuangzhe Li
Publisher: MDPI
ISBN: 3039439758
Category : Business & Economics
Languages : en
Pages : 232

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Book Description
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.