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AI and Financial Markets
| AI and Financial Markets |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (230 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
agent based simulation
algorithmic trading Artificial Intelligence artificial market asset allocation ATR autoencoder blockchain BlockCloud CAR regulation CfD community finances consensus algorithms contract for difference deep learning deep reinforcement learning economic policy exchange rates financial market simulation fiscal flexibility fundamentals hidden markov model individualized financial arrangements interpretability long short-term memory LSTM machine learning neural network neural networks portfolio prediction price momentum Q-learning random forest reinforcement learning RL simulation Stop Loss support vector machine sustainable financial services term structure of interest rates text mining topic model Turtle uncertainty yield curve |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557584903321 |
Hamori Shigeyuki
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Empirical Analysis of Natural Gas Markets
| Empirical Analysis of Natural Gas Markets |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (200 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
bodily injury
BRICS coal connectedness copula CPI crude oil dynamic approaches electricity electricity utilities sector index ESG exchange rates external cost extreme gradient boosting forecasting foresting frequency domain futures gas price GDP health insurance logistic regression logistical regression market integration moving window natural gas natural gas market neural networks oil futures prices crashes oil price pipelines property damage random forests renewable energy spillover effect spillover effects spot support vector machines SVAR time domain time frequency dynamics time-frequency dynamics transmission uncertainty US macroeconomic aggregates US natural gas crises value-at-risk XGboost |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557304503321 |
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Hamori Shigeyuki
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Empirical Finance / Shigeyuki Hamori
| Empirical Finance / Shigeyuki Hamori |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 2019 |
| Descrizione fisica | 1 online resource (1 p.) |
| Soggetto non controllato | text similarity; text mining; machine learning; SVM; neural network; LSTM; credit risk; ensemble learning; deep learning; bagging; random forest; boosting; deep neural network; causality-in-variance; cross-correlation function; housing and stock markets; algorithmic trading; take profit; stop loss; MACD; ATR; city banks; dependence structure; copula; n/a; market microstructure; price discovery; latency; currency crisis; random forests; wavelet transform; predictive accuracy; housing price; bank credit; housing loans; real estate development loans; TVP-VAR model; exchange rate; volatility; exports; ARDL; Vietnam; crude oil futures prices forecasting; convolutional neural networks; short-term forecasting; utility of international currency; inertia; liquidity risk premium; US dollar; Japanese yen; cointegration; statistical arbitrage; natural gas; wholesale electricity; futures market; spark spread; earnings management; earnings manipulation; earnings quality; initial public offering; IPO; asset pricing model; data mining; bankruptcy prediction; financial and non-financial variables; institutional investors' shareholdings; panel data model; piecewise regression model; global financial crisis; gold return; asymmetric dependence; financial market stress; robust regression; quantile regression; structural break; flight to quality |
| ISBN |
9783038977070
3038977071 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910765753003321 |
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Hamori Shigeyuki
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| Basel, Switzerland : , : MDPI, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical Finance
| Empirical Finance |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto non controllato |
algorithmic trading
ARDL asset pricing model asymmetric dependence ATR bagging bank credit bankruptcy prediction boosting causality-in-variance city banks cointegration convolutional neural networks copula credit risk cross-correlation function crude oil futures prices forecasting currency crisis data mining deep learning deep neural network dependence structure earnings management earnings manipulation earnings quality ensemble learning exchange rate exports financial and non-financial variables financial market stress flight to quality futures market global financial crisis gold return housing and stock markets housing loans housing price inertia initial public offering institutional investors' shareholdings IPO Japanese yen latency liquidity risk premium LSTM MACD machine learning market microstructure n/a natural gas neural network panel data model piecewise regression model predictive accuracy price discovery quantile regression random forest random forests real estate development loans robust regression short-term forecasting spark spread statistical arbitrage stop loss structural break SVM take profit text mining text similarity TVP-VAR model US dollar utility of international currency Vietnam volatility wavelet transform wholesale electricity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346675203321 |
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Hamori Shigeyuki
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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