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