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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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DNA Replication Stress / Robert M. Brosh
| DNA Replication Stress / Robert M. Brosh |
| Autore | Brosh Robert M |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (368 p.) |
| Soggetto topico | Biology, life sciences |
| Soggetto non controllato |
Werner Syndrome
A549 cells epigenetic neurodegeneration Genome integrity adaptation cellular senescence genome instability Werner Syndrome Protein lipofuscin cell cycle checkpoints exonuclease 1 template-switching energy metabolism mutation frequency DNA replication fork regression motor neuron disease Microsatellites Alzheimer's disease chromatin remodeler repair of DNA damage AP site analogue mutagens replication timing Thermococcus eurythermalis nucleolar stress gene expression mutations spectra origin firing Fanconi Anemia superfamily 2 ATPase DNA translocation DNA repair SSB signaling homologous recombination common fragile sites 8-chloro-adenosine replication genome stability mutagenicity fork reversal multiple sclerosis non-B DNA protein stability heterogeneity ubiquitin SenTraGorTM (GL13) replication restart EdU ?-arrestin NER aging SSB end resection oxidative stress ATR dormant origins R loops DNA damage response Difficult-to-Replicate Sequences DNA double-strand repair endonuclease IV ALS double strand break repair premature aging replication stress EXO1 POL? translesion synthesis strand displacements G2-arrest DNA replication pattern SSB repair genome integrity G protein-coupled receptor kinase interacting protein 2 (GIT2) MMR replicative stress senolytics spacer interactome ATR-Chk1 DDR pathway C9orf72 replication fork restart translesion DNA synthesis DNA damage mismatch repair DNA replication stress DNA helicase Polymerase kappa DNA fiber assay H1299 cells TLS APE2 ageing cell death chromosome TopBP1 barley clock proteins post-translational modification 8-oxoG S phase ataxia telangiectasia mutated (ATM) G protein-coupled receptor (GPCR) Polymerase eta cancer G protein-coupled receptor kinase (GRK) helicase genomic instability Parkinson's disease nucleotide excision repair SupF |
| ISBN |
9783039213900
3039213903 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367564903321 |
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Brosh Robert M
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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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