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 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Singapore : , : Springer, , [2022] | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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