Author: Paramsothy Silvapulle
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48
Book Description
Testing of Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
Nonlinear Time Series Analysis of Economic and Financial Data
Author: Philip Rothman
Publisher: Springer Science & Business Media
ISBN: 1461551293
Category : Business & Economics
Languages : en
Pages : 379
Book Description
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Publisher: Springer Science & Business Media
ISBN: 1461551293
Category : Business & Economics
Languages : en
Pages : 379
Book Description
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Bubbles and Contagion in Financial Markets, Volume 2
Author: Eva R. Porras
Publisher: Springer
ISBN: 1137524421
Category : Business & Economics
Languages : en
Pages : 283
Book Description
This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.
Publisher: Springer
ISBN: 1137524421
Category : Business & Economics
Languages : en
Pages : 283
Book Description
This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.
Research in Finance
Author: John W. Kensinger
Publisher: Emerald Group Publishing
ISBN: 0857245422
Category : Business & Economics
Languages : en
Pages : 323
Book Description
Deals with the theme of Recovering from Financial Crisis. This book offers insight into: the surge in going-private transactions; hedge fund failures; the controversial aspects of private equity arrangements; why commodity producers (such as oil companies) choose not to hedge; and, trends in IPO activity.
Publisher: Emerald Group Publishing
ISBN: 0857245422
Category : Business & Economics
Languages : en
Pages : 323
Book Description
Deals with the theme of Recovering from Financial Crisis. This book offers insight into: the surge in going-private transactions; hedge fund failures; the controversial aspects of private equity arrangements; why commodity producers (such as oil companies) choose not to hedge; and, trends in IPO activity.
Human Interface and the Management of Information: Applications in Complex Technological Environments
Author: Sakae Yamamoto
Publisher: Springer Nature
ISBN: 3031065093
Category : Computers
Languages : en
Pages : 464
Book Description
This two-volume set LNCS 13305 - 13306 constitutes the thoroughly refereed proceedings of the thematic area Human Interface and the Management of Information, HIMI 2022, which was held as part of HCI International 2022 and took place virtually during June 26-July 1, 2022. The total of 1271 papers and 275 poster papers included in the 39 HCII 2022 proceedings volumes was carefully reviewed and selected from 5487 submissions. The papers included in the HCII-HIMI volume set were organized in topical sections as follows: Part I: Human-centered design approaches; information design and quality; visual design; visualization and big data; Information, cognition and learning. Part II: Recommender systems; robots and avatars appearance and embodiment; information in virtual and augmented reality; information in complex technological environments.
Publisher: Springer Nature
ISBN: 3031065093
Category : Computers
Languages : en
Pages : 464
Book Description
This two-volume set LNCS 13305 - 13306 constitutes the thoroughly refereed proceedings of the thematic area Human Interface and the Management of Information, HIMI 2022, which was held as part of HCI International 2022 and took place virtually during June 26-July 1, 2022. The total of 1271 papers and 275 poster papers included in the 39 HCII 2022 proceedings volumes was carefully reviewed and selected from 5487 submissions. The papers included in the HCII-HIMI volume set were organized in topical sections as follows: Part I: Human-centered design approaches; information design and quality; visual design; visualization and big data; Information, cognition and learning. Part II: Recommender systems; robots and avatars appearance and embodiment; information in virtual and augmented reality; information in complex technological environments.
Artificial Intelligence Trends in Systems
Author: Radek Silhavy
Publisher: Springer Nature
ISBN: 3031090764
Category : Technology & Engineering
Languages : en
Pages : 627
Book Description
This book covers themes related to artificial intelligence in systems and networks application. Selected papers explore modern neural networks application, optimization and hybrid and bio-inspired algorithms are covered too. The refereed proceedings of the Artificial Intelligence Trends in Systems part of the 11th Computer Science On-line Conference 2022 (CSOC 2022), conducted online in April 2022, are included in this volume.
Publisher: Springer Nature
ISBN: 3031090764
Category : Technology & Engineering
Languages : en
Pages : 627
Book Description
This book covers themes related to artificial intelligence in systems and networks application. Selected papers explore modern neural networks application, optimization and hybrid and bio-inspired algorithms are covered too. The refereed proceedings of the Artificial Intelligence Trends in Systems part of the 11th Computer Science On-line Conference 2022 (CSOC 2022), conducted online in April 2022, are included in this volume.
Economic Growth: Theory and Practice
Author: Gökhan Karhan
Publisher: Eğitim Yayınevi
ISBN: 6057557506
Category : Business & Economics
Languages : en
Pages : 129
Book Description
Although the subject of economic growth is tried to be expressed mathematically, the contribution of growth to social and cultural life is indisputable. Since economic growth has become the focal point of countries, many studies have been carried out on this issue. In this sense, we are pleased to bring this book which we believe will contribute to the literature to our esteemed readers. Hope to be useful...
Publisher: Eğitim Yayınevi
ISBN: 6057557506
Category : Business & Economics
Languages : en
Pages : 129
Book Description
Although the subject of economic growth is tried to be expressed mathematically, the contribution of growth to social and cultural life is indisputable. Since economic growth has become the focal point of countries, many studies have been carried out on this issue. In this sense, we are pleased to bring this book which we believe will contribute to the literature to our esteemed readers. Hope to be useful...
Financial Market Regulations and Legal Challenges in South Asia
Author: Kashyap, Amit K.
Publisher: IGI Global
ISBN: 1522500057
Category : Business & Economics
Languages : en
Pages : 369
Book Description
South Asia has experienced a long period of robust economic growth. While many regulatory policies have helped usher in this prosperous growth, some markets have plateaued due to hardships such as the decline in foreign remittance and international credit lines, and a contraction of exports. To continue to grow, the nations in this region must begin to integrate into the globalized world economy. Financial Market Regulations and Legal Challenges in South Asia addresses the difficulties and challenges of the regulatory environment in South Asia. This research-based publication outlines the apparent issues and resolutions as these developing nations transition into global economic players. This book is an excellent resource for policy makers, researchers and students in the financial field, government officials, bankers, and financial market regulators.
Publisher: IGI Global
ISBN: 1522500057
Category : Business & Economics
Languages : en
Pages : 369
Book Description
South Asia has experienced a long period of robust economic growth. While many regulatory policies have helped usher in this prosperous growth, some markets have plateaued due to hardships such as the decline in foreign remittance and international credit lines, and a contraction of exports. To continue to grow, the nations in this region must begin to integrate into the globalized world economy. Financial Market Regulations and Legal Challenges in South Asia addresses the difficulties and challenges of the regulatory environment in South Asia. This research-based publication outlines the apparent issues and resolutions as these developing nations transition into global economic players. This book is an excellent resource for policy makers, researchers and students in the financial field, government officials, bankers, and financial market regulators.
Machine Learning for Factor Investing
Author: Guillaume Coqueret
Publisher: CRC Press
ISBN: 1000912809
Category : Mathematics
Languages : en
Pages : 358
Book Description
a detailed presentation of the key machine learning tools use in finance a large scale coding tutorial with easily reproducible examples realistic applications on a large publicly available dataset all the key ingredients to perform a full portfolio backtest
Publisher: CRC Press
ISBN: 1000912809
Category : Mathematics
Languages : en
Pages : 358
Book Description
a detailed presentation of the key machine learning tools use in finance a large scale coding tutorial with easily reproducible examples realistic applications on a large publicly available dataset all the key ingredients to perform a full portfolio backtest
Growth Theory, Nonlinear Dynamics, and Economic Modelling
Author: William A. Brock
Publisher: Edward Elgar Publishing
ISBN: 9781782543046
Category : Business & Economics
Languages : en
Pages : 488
Book Description
'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.
Publisher: Edward Elgar Publishing
ISBN: 9781782543046
Category : Business & Economics
Languages : en
Pages : 488
Book Description
'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.