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1995 Conference on Computational Intelligence for Financial Engineering
| 1995 Conference on Computational Intelligence for Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 1995 |
| Descrizione fisica | 1 online resource |
| Soggetto topico | Finance - Data processing |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910872702403321 |
| [Place of publication not identified], : IEEE, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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2010 2nd IEEE International Conference on Information and Financial Engineering
| 2010 2nd IEEE International Conference on Information and Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 2010 |
| Descrizione fisica | 1 online resource (930 pages) |
| Disciplina | 332 |
| Soggetto topico |
Financial engineering
Finance - Data processing |
| ISBN | 1-4244-6928-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996213752603316 |
| [Place of publication not identified], : IEEE, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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2010 2nd IEEE International Conference on Information and Financial Engineering
| 2010 2nd IEEE International Conference on Information and Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 2010 |
| Descrizione fisica | 1 online resource (930 pages) |
| Disciplina | 332 |
| Soggetto topico |
Financial engineering
Finance - Data processing |
| ISBN | 1-4244-6928-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910140920503321 |
| [Place of publication not identified], : IEEE, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910454902303321 |
Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910779830003321 |
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Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance / / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance / / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- Preface -- 1 Introduction -- 2 Linear Equations and Computer Basics -- 3 Nonlinear Equations and Complementarity Problems -- 4 Finite-Dimensional Optimization -- 5 Numerical Integration and Differentiation -- 6 Function Approximation -- 7 Discrete Time, Discrete State Dynamic Models -- 8 Discrete Time, Continuous State Dynamic Models: Theory and Examples -- 9 Discrete Time, Continuous State Dynamic Models: Methods -- 10 Continuous Time Models: Theory and Examples -- 11 Continuous Time Models: Solution Methods -- Appendix A: Mathematical Background -- Appendix B: A MATLAB Primer -- References -- Index. |
| Record Nr. | UNINA-9910813330103321 |
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Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied quantitative finance : using Python for financial analysis / / Mauricio Garita
| Applied quantitative finance : using Python for financial analysis / / Mauricio Garita |
| Autore | Garita Mauricio |
| Pubbl/distr/stampa | Cham, Switzerland : , : Palgrave Macmillan, , [2021] |
| Descrizione fisica | 1 online resource (257 pages) |
| Disciplina | 332.0285 |
| Collana | Palgrave Pivot |
| Soggetto topico | Finance - Data processing |
| ISBN | 3-030-29141-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910497086603321 |
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Garita Mauricio
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| Cham, Switzerland : , : Palgrave Macmillan, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Automated Market Makers : A Practical Guide to Decentralized Exchanges and Cryptocurrency Trading / / by Miguel Ottina, Peter Johannes Steffensen, Jesper Kristensen
| Automated Market Makers : A Practical Guide to Decentralized Exchanges and Cryptocurrency Trading / / by Miguel Ottina, Peter Johannes Steffensen, Jesper Kristensen |
| Autore | Ottina Miguel |
| Edizione | [1st edition 2023] |
| Pubbl/distr/stampa | Berkeley, CA : , : Apress : , : Imprint : Apress, , 2023 |
| Descrizione fisica | 1 online resource (301 pages) |
| Disciplina | 296 |
| Soggetto topico |
Electronic trading of securities
Cryptocurrencies Finance - Data processing Blockchains (Databases) |
| ISBN |
1-4842-8616-2
9781484286159 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to AMMs -- 2. Uniswap v2 -- 3. Balancer -- 4. Curve Finance -- 5. Uniswap v3. . |
| Record Nr. | UNINA-9910639886703321 |
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Ottina Miguel
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| Berkeley, CA : , : Apress : , : Imprint : Apress, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Big data in finance : opportunities and challenges of financial digitalization / / Thomas Walker, Frederick Davis, Tyler Schwartz, editors
| Big data in finance : opportunities and challenges of financial digitalization / / Thomas Walker, Frederick Davis, Tyler Schwartz, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Palgrave Macmillan, , [2022] |
| Descrizione fisica | 1 online resource (283 pages) : illustrations |
| Disciplina | 332 |
| Soggetto topico |
Finance - Data processing
Big data Financial services industry - Technological innovations |
| ISBN | 3-031-12240-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Acknowledgments -- Contents -- Notes on Contributors -- List of Figures -- List of Tables -- Introduction -- Big Data in Finance: An Overview -- 1 Introduction -- 2 Overview of Content -- 2.1 Part I: Big Data in the Financial Markets -- 2.2 Part II: Big Data in Financial Services -- 2.3 Part III: Case Studies and Applications -- References -- Big Data in the Financial Markets -- Alternative Data -- 1 Introduction -- 2 Characteristics of Alternative Data -- 2.1 Less Commonly Used by Market Participants -- 2.2 Tend to Be More Costly to Collect and Purchase -- 2.3 Typically Outside of Financial Markets -- 2.4 Tend to Lack Historical Data -- 2.5 More Challenging to Use -- 3 Catalysts of the Growth in Alternative Data -- 4 Sources of Alternative Data -- 5 Types of Alternative Data -- 5.1 Text Data -- 5.2 Job Postings and Other Economic Activity Indicators -- 5.3 Mandatory Disclosures -- 5.4 Social Media Data: Use Cases, Methods, Applications -- 5.5 Transaction Data -- 5.6 Satellite Imagery and Weather Data -- 6 Processing Alternative Data -- 7 Evaluating Alternative Data -- 8 Conclusion -- References -- An Algorithmic Trading Strategy to Balance Profitability and Risk -- 1 Introduction -- 2 Algorithmic Trading: Concept, Methods, and Influence -- 3 Proposed AT Strategy -- 4 Empirical Evidence of Proposed AT Strategies -- 4.1 Empirical Analysis -- 5 Comparison of Proposed AT Strategy with Other Benchmarks -- 5.1 Empirical Evidence of AT Strategy Using IBEX-35 Exchange -- 5.2 Evidence of AT Strategy Using Fictional Data and Other AT Strategies -- 6 Discussion and Applicability of Big Data to Proposed AT Strategy -- 7 Conclusion -- References -- High-Frequency Trading and Market Efficiency in the Moroccan Stock Market -- 1 Introduction -- 2 Literature Review -- 3 Methodology and Data -- 3.1 Methodology -- 3.2 Data -- 4 Results.
5 Conclusion -- References -- Ensemble Models Using Symbolic Regression and Genetic Programming for Uncertainty Estimation in ESG and Alternative Investments -- 1 Introduction -- 2 Background -- 2.1 Stocks and ETFs -- 2.1.1 Levi Strauss -- 2.1.2 British American Tobacco (BATS) -- 2.1.3 How ETFs Integrate ESG Factors into Stock Selections -- 3 Modeling and Data Collection -- 3.1 Modeling -- 3.1.1 Symbolic Regression (SR) -- 3.1.2 Symbolic Regression Versus Regression Models -- 3.1.3 Trustable Model Ensembles -- 3.1.4 Estimating (and Reducing) Uncertainty -- 3.2 Data Collection -- 3.2.1 Publicly Traded Private Equity Stocks -- 3.2.2 Sustainable ETFs -- 4 Results -- 4.1 Publicly Traded Private Equity Stocks -- 4.2 Sustainable ETFs -- 5 Discussion -- 5.1 Publicly Traded Private Equity Stocks -- 5.2 Sustainable ETFs -- 5.3 Ensemble Models Using Big Data -- 6 Conclusion -- 6.1 Publicly Traded Private Equity Stocks -- 6.2 Sustainable ETFs -- Appendix -- References -- Big Data in Financial Services -- Consumer Credit Assessments in the Age of Big Data -- 1 Introduction -- 2 Overview of Traditional Credit Assessment Data and Techniques -- 3 FinTech Lenders and Data Evolution -- 3.1 P2P Lending and Resulting Data Creation -- 3.2 The Expanding Scope of Alternative Data -- 4 Advancements in Methodologies and Technologies -- 4.1 Common Classification Methodologies in ML -- 4.2 Model Performance and Evaluation -- 5 Challenges, Biases, and Ethics -- 6 Conclusions and Areas for Future Research -- References -- Robo-Advisors: A Big Data Challenge -- 1 Introduction -- 2 Robo-Advisor Features, Benefits, and Drawbacks -- 2.1 Generalities and Recent Trends in the Financial Industry -- 2.2 Robo-Advisor Benefits -- 2.3 Robo-Advisor Drawbacks -- 3 Big Data and Artificial Intelligence in Robo-Advisory -- 3.1 Humanization Inspired by Artificial Intelligence. 3.2 Big Data for Robo-Advisor Customization -- 3.3 Opening the Black Box -- 4 Conclusion -- References -- Bitcoin: Future or Fad? -- 1 Introduction -- 2 Is Bitcoin the Future of Payment Systems? -- 2.1 Bitcoin as a Cash Proxy -- 2.1.1 Stablecoins -- 2.2 Bitcoin vs Gold: A Store of Value? -- 2.3 Bitcoin: Investment and Diversification Role -- 2.3.1 Bitcoin: Political Uncertainty and Dictatorial Regimes -- 2.4 Is Bitcoin a Collectible Asset? -- 3 Discussion -- 3.1 What is Bitcoin's Real Contribution: Cryptocurrencies, Big Data, and Blockchain Technology -- 3.2 Government Regulations -- 4 Concluding Thoughts -- References -- Culture, Digital Assets, and the Economy: A Trans-National Perspective -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 3.1 Hypothesis Development -- 3.2 Data, Variables, and Modeling -- 4 Results -- 4.1 Financial Institutions and the Use of Digital Assets -- 4.2 The Role of Culture in the Use of Digital Assets -- 4.2.1 Evidence from Hofstede Culture Dimensions -- 4.2.2 Evidence from Alternative Measures of Culture -- 5 Conclusion -- Appendix -- References -- Case Studies and Applications -- Islamic Finance in Canada Powered by Big Data: A Case Study -- 1 Introduction -- 2 Methods -- 3 Deep Learning Models -- 3.1 The Building Blocks of Deep Learning -- 3.2 Deep Learning Models for Credit Scoring and Risk Prediction -- 3.3 Deep Learning Models for Processing Sequential Data -- 4 How Deep Learning Is (and Can Be) Used in Credit Unions -- 4.1 Deep Learning Models for Consumer Risk Prediction -- 4.2 Deep Learning Models for Financial Forecasting -- 5 Conclusions -- References -- Assessing the Carbon Footprint of Cryptoassets: Evidence from a Bivariate VAR Model -- 1 Introduction -- 2 Literature Review -- 3 Data Description -- 4 Empirical Methodology -- 4.1 Causality Tests -- 4.2 Impulse-Response Analysis. 5 Environmental Impact of Cryptoassets -- 6 Concluding Remarks -- References -- A Data-Informed Approach to Financial Literacy Enhancement Using Cognitive and Behavioral Analytics -- 1 Introduction -- 2 Related Work -- 2.1 Defining Financial Literacy -- 2.2 Associated Factors -- 3 Learning About Learners: Analyzing Participant Behavior in a Large-Scale Financial Literacy Program -- 3.1 Financial Literacy Training Boosts Financial Knowledge, Confidence, and Intention -- 3.2 Heterogeneities in Impact of Financial Literacy Trainings -- 3.3 Factors Associated with Financial Intention -- 3.4 Generating Profiles of IFL's Learners Using Cluster Analysis -- 4 Recommendations for a Data-Informed Financial Literacy Program -- 4.1 Expanding Financial Literacy Touchpoints on Mobile and Web -- 4.2 Development of a Psychologically Enhanced Learner Profile for Improved Personalization -- 4.3 Continuous Evaluation of Financial Literacy Programs and Policies -- 4.4 Increased Focus on Specific Population Groups -- 5 Conclusion -- References -- Index. |
| Record Nr. | UNINA-9910735388603321 |
| Cham, Switzerland : , : Palgrave Macmillan, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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C# for financial markets / / Daniel J. Duffy and Andrea Germani
| C# for financial markets / / Daniel J. Duffy and Andrea Germani |
| Autore | Duffy Daniel J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, : John Wiley & Sons, 2013 |
| Descrizione fisica | 1 online resource (xxii, 831 pages) : illustrations |
| Disciplina | 332.0285/5133 |
| Collana | Wiley finance |
| Soggetto topico |
Finance - Mathematical models
Finance - Data processing C# (Computer program language) |
| ISBN |
1-118-81857-1
1-299-18856-7 1-118-50281-7 1-118-50283-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
C# for Financial Markets; Contents; List of Figures; List of Tables; Introduction; 0.1 What Is This Book?; 0.2 Special Features in This Book; 0.3 Who Is This Book for and What Do You Learn?; 0.4 Structure of This Book; 0.5 C# Source Code; 1 Global Overview of the Book; 1.1 Introduction and Objectives; 1.2 Comparing C# and C++; 1.3 Using This Book; 2 C# Fundamentals; 2.1 Introduction and Objectives; 2.2 Background to C#; 2.3 Value Types, Reference Types and Memory Management; 2.4 Built-in Data Types in C#; 2.5 Character and String Types; 2.6 Operators; 2.7 Console Input and Output
2.8 User-defined Structs2.9 Mini Application: Option Pricing; 2.10 Summary and Conclusions; 2.11 Exercises and Projects; 3 Classes in C#; 3.1 Introduction and Objectives; 3.2 The Structure of a Class: Methods and Data; 3.3 The Keyword 'this'; 3.4 Properties; 3.5 Class Variables and Class Methods; 3.6 Creating and Using Objects in C#; 3.7 Example: European Option Price and Sensitivities; 3.7.1 Supporting Mathematical Functions; 3.7.2 Black-Scholes Formula; 3.7.3 C# Implementation; 3.7.4 Examples and Applications; 3.8 Enumeration Types; 3.9 Extension Methods 3.10 An Introduction to Inheritance in C#3.11 Example: Two-factor Payoff Hierarchies and Interfaces; 3.12 Exception Handling; 3.13 Summary and Conclusions; 3.14 Exercises and Projects; 4 Classes and C# Advanced Features; 4.1 Introduction and Objectives; 4.2 Interfaces; 4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing; 4.3.1 Defining Standard Interfaces; 4.3.2 Bond Models and Stochastic Differential Equations; 4.3.3 Option Pricing and the Visitor Pattern; 4.4 Interfaces in .NET and Some Advanced Features; 4.4.1 Copying Objects; 4.4.2 Interfaces and Properties 4.4.3 Comparing Abstract Classes and Interfaces4.4.4 Explicit Interfaces; 4.4.5 Casting an Object to an Interface; 4.5 Combining Interfaces, Inheritance and Composition; 4.5.1 Design Philosophy: Modular Programming; 4.5.2 A Model Problem and Interfacing; 4.5.3 Implementing the Interfaces; 4.5.4 Examples and Testing; 4.6 Introduction to Delegates and Lambda Functions; 4.6.1 Comparing Delegates and Interfaces; 4.7 Lambda Functions and Anonymous Methods; 4.8 Other Features in C#; 4.8.1 Static Constructors; 4.8.2 Finalisers; 4.8.3 Casting; 4.8.4 The var Keyword; 4.9 Advanced .NET Delegates 4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates4.9.2 Multicast Delegates; 4.9.3 Generic Delegate Types; 4.9.4 Delegates versus Interfaces, Again; 4.10 The Standard Event Pattern in .NET and the Observer Pattern; 4.11 Summary and Conclusions; 4.12 Exercises and Projects; 5 Data Structures and Collections; 5.1 Introduction and Objectives; 5.2 Arrays; 5.2.1 Rectangular and Jagged Arrays; 5.2.2 Bounds Checking; 5.3 Dates, Times and Time Zones; 5.3.1 Creating and Modifying Dates; 5.3.2 Formatting and Parsing Dates; 5.3.3 Working with Dates 5.4 Enumeration and Iterators |
| Record Nr. | UNINA-9910141502803321 |
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Duffy Daniel J
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| Chichester, : John Wiley & Sons, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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