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Author: G. Gregoriou
Publisher: Springer
Published: 2010-12-21
Total Pages: 216
ISBN-13: 0230295223
DOWNLOAD EBOOKThis book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Author: Greg N. Gregoriou
Publisher: Springer
Published: 2010-12-08
Total Pages: 214
ISBN-13: 0230295215
DOWNLOAD EBOOKThis book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Author: G. Gregoriou
Publisher: Springer
Published: 2010-12-13
Total Pages: 277
ISBN-13: 0230298109
DOWNLOAD EBOOKThis book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Author: G. Gregoriou
Publisher: Springer
Published: 2015-12-26
Total Pages: 229
ISBN-13: 0230295207
DOWNLOAD EBOOKThis book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.
Author: Siddhartha Chib
Publisher: Emerald Group Publishing
Published: 2008-12-18
Total Pages: 656
ISBN-13: 1848553099
DOWNLOAD EBOOKIllustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
Author: Andriëtte Bekker
Publisher: Springer Nature
Published: 2022-12-15
Total Pages: 434
ISBN-13: 3031139712
DOWNLOAD EBOOKMultivariate statistical analysis has undergone a rich and varied evolution during the latter half of the 20th century. Academics and practitioners have produced much literature with diverse interests and with varying multidisciplinary knowledge on different topics within the multivariate domain. Due to multivariate algebra being of sustained interest and being a continuously developing field, its appeal breaches laterally across multiple disciplines to act as a catalyst for contemporary advances, with its core inferential genesis remaining in that of statistics. It is exactly this varied evolution caused by an influx in data production, diffusion, and understanding in scientific fields that has blurred many lines between disciplines. The cross-pollination between statistics and biology, engineering, medical science, computer science, and even art, has accelerated the vast amount of questions that statistical methodology has to answer and report on. These questions are often multivariate in nature, hoping to elucidate uncertainty on more than one aspect at the same time, and it is here where statistical thinking merges mathematical design with real life interpretation for understanding this uncertainty. Statistical advances benefit from these algebraic inventions and expansions in the multivariate paradigm. This contributed volume aims to usher novel research emanating from a multivariate statistical foundation into the spotlight, with particular significance in multidisciplinary settings. The overarching spirit of this volume is to highlight current trends, stimulate a focus on, and connect multidisciplinary dots from and within multivariate statistical analysis. Guided by these thoughts, a collection of research at the forefront of multivariate statistical thinking is presented here which has been authored by globally recognized subject matter experts.
Author: Zhang, Ming
Publisher: IGI Global
Published: 2008-07-31
Total Pages: 542
ISBN-13: 1599048981
DOWNLOAD EBOOK"This book is the first book to provide opportunities for millions working in economics, accounting, finance and other business areas education on HONNs, the ease of their usage, and directions on how to obtain more accurate application results. It provides significant, informative advancements in the subject and introduces the HONN group models and adaptive HONNs"--Provided by publisher.
Author: Cars Hommes
Publisher: Elsevier
Published: 2018-06-27
Total Pages: 836
ISBN-13: 0444641327
DOWNLOAD EBOOKHandbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity. - Helps readers fully understand the dynamic properties of realistically rendered economic systems - Emphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositions - Provides broad assessments that can lead researchers to recognize new synergies and opportunities
Author: Nguyen Ngoc Thach
Publisher: Springer Nature
Published: 2022-05-28
Total Pages: 865
ISBN-13: 3030986896
DOWNLOAD EBOOKThis book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.
Author: Jimmy Shadbolt
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 266
ISBN-13: 1447101510
DOWNLOAD EBOOKThis volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.
