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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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Hamori Shigeyuki  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Energy trading and risk management : commentary on arbitrage, risk measurement, and hedging strategy / / Tadahiro Nakajima, Shigeyuki Hamori
Energy trading and risk management : commentary on arbitrage, risk measurement, and hedging strategy / / Tadahiro Nakajima, Shigeyuki Hamori
Autore Nakajima Tadahiro
Pubbl/distr/stampa Singapore : , : Springer, , [2022]
Descrizione fisica 1 online resource (145 pages)
Disciplina 332.644
Collana Kobe University monograph series in social science research
Soggetto topico Commodity exchanges
Energy industries - Risk management
Hedging (Finance)
ISBN 981-19-5603-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910629294403321
Nakajima Tadahiro  
Singapore : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
ESG Investment in the Global Economy [[electronic resource] /] / by Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang, Yulian Zhang, Tiantian Liu
ESG Investment in the Global Economy [[electronic resource] /] / by Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang, Yulian Zhang, Tiantian Liu
Autore Nakajima Tadahiro
Edizione [1st ed. 2021.]
Pubbl/distr/stampa Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2021
Descrizione fisica 1 online resource (VI, 102 p. 33 illus., 22 illus. in color.)
Disciplina 658.15
Collana Kobe University Social Science Research Series
Soggetto topico Business enterprises—Finance
Statistics
Environmental management
Sustainability
Corporate Finance
Applied Statistics
Environmental Management
ISBN 981-16-2990-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Chapter 1. ESG investment (by Tadahiro Nakajima) -- Chapter 2. Does ESG index have strong conditional correlations with sustainability related stock indices? (by Wenting Zhang, Tadahiro Nakajima, and Shigeyuki Hamori) -- Chapter 3. Measuring Tail dependencies Between ESG and Renewable Energy Stocks: A Copula Approach (by Xie He, Guizhou Liu, and Shigeyuki Hamori) -- Chapter 4. Which factors will affect the ESG index in the USA and Europe: stock, crude oil, or gold? (by Tiantian Liu, Tadahiro Nakajima, and Shigeyuki Hamori) -- Chapter 5. How does the environmental, social, and governance index impacts the financial market and macro-economy? (by Yulian Zhang, Tadahiro Nakajima, and Shigeyuki Hamori).
Record Nr. UNINA-9910495201103321
Nakajima Tadahiro  
Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Rural Labor Migration, Discrimination, and the New Dual Labor Market in China [[electronic resource] /] / by Guifu Chen, Shigeyuki Hamori
Rural Labor Migration, Discrimination, and the New Dual Labor Market in China [[electronic resource] /] / by Guifu Chen, Shigeyuki Hamori
Autore Chen Guifu
Edizione [1st ed. 2014.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014
Descrizione fisica 1 online resource (122 p.)
Disciplina 331.120951
Collana SpringerBriefs in Economics
Soggetto topico Labor economics
Social sciences
Statistics 
Labor Economics
Social Sciences, general
Statistics for Social Sciences, Humanities, Law
ISBN 3-642-41109-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Rural Migration and Sectoral Earning Differences in Urban China -- A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China -- Do Chinese Employers Discriminate against Females when Hiring Employees? -- An Empirical Analysis of Gender Wage Differentials in Urban China -- Bivariate Probit Analysis of the Differences between Male and Female Formal Employment in Urban China -- Formal and Informal Employment in Urban China – Income Differentials -- Economic Returns to Schooling in Urban China: OLS and the Instrumental Variables Approach -- First Publication.
Record Nr. UNINA-9910298536003321
Chen Guifu  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui