1.

Record Nr.

UNINA9910140046603321

Titolo

2008 Seventh International Conference on Machine Learning and Applications : 11-13 December 2008

Pubbl/distr/stampa

New York : , : IEEE, , 2009

ISBN

1-5090-8064-3

Descrizione fisica

1 online resource (911 pages)

Soggetti

Data mining

Machine learning

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910557610603321

Autore

Wong Wing-Keung

Titolo

Asset Pricing, Investment, and Trading Strategies

Pubbl/distr/stampa

Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022

Descrizione fisica

1 online resource (154 p.)

Soggetti

Development economics and emerging economies

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

Asset pricing, investment, and trading strategies are very important in finance. They are useful in various situations, for example, supporting the decision-making process of choosing investments; determining the asset-specific required rate of return on the investment; pricing derivatives for trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse



portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies" will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.