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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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DNA Replication Stress / Robert M. Brosh
| DNA Replication Stress / Robert M. Brosh |
| Autore | Brosh Robert M |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 2019 |
| Descrizione fisica | 1 electronic resource (368 p.) |
| 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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| Basel, Switzerland : , : MDPI, , 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 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 | ||
| ||
Empirical Finance