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Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors
| Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2017 |
| Descrizione fisica | x, 372 p. : ill. ; 24 cm |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Copula
Copula modelling Credit risk Cryptocurrency Default modeling Dynamics risk measurement High-frequency data Market risk Network risk Portfolio Quantitative Finance Quantitative methods Risk management Systemic risk Time varying quantile lasso Value at risk Volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123841 |
| Berlin, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors
| Applied Quantitative Finance / Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2017 |
| Descrizione fisica | x, 372 p. : ill. ; 24 cm |
| Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Copula
Copula modelling Credit risk Cryptocurrency Default modeling Dynamics risk measurement High-frequency data Market risk Network risk Portfolio Quantitative Finance Quantitative methods Risk management Systemic risk Time varying quantile lasso Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123841 |
| Berlin, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady
| Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady |
| Autore | Barrau, Thomas |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 172 p. : ill. ; 24 cm |
| Altri autori (Persone) | Douady, Raphael |
| Soggetto non controllato |
AI for finance
Antifragility Crisis prediction Cross section of stock returns Extreme risk Factor analysis Genetic Algorithms High dimensional modeling Machine learning Nonlinear statistics Polymodels Portfolio management Quantitative strategies Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0276898 |
Barrau, Thomas
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady
| Artificial Intelligence for Financial Markets : The Polymodel Approach / Thomas Barrau, Raphael Douady |
| Autore | Barrau, Thomas |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 172 p. : ill. ; 24 cm |
| Altri autori (Persone) | Douady, Raphael |
| Soggetto non controllato |
AI for finance
Antifragility Crisis prediction Cross section of stock returns Extreme risk Factor analysis Genetic Algorithms High dimensional modeling Machine learning Nonlinear statistics Polymodels Portfolio management Quantitative strategies Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00276898 |
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Barrau, Thomas
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli
| Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli |
| Autore | Cristelli, Matthieu |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | xix, 216 p. : ill. ; 24 cm |
| Soggetto topico |
68-XX - Computer science [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G15 - Financial markets [MSC 2020] |
| Soggetto non controllato |
Agent-Based Modeling of Economic Systems
Complexity and Value of Products Data-driven science, modeling and theory building Economic Complexity Analysis Economic Growth Forecasting Economic Growth Models Order Book Analysis Portfolio Allocation Systemic risk Web Search Queries |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0132757 |
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Cristelli, Matthieu
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli
| Complexity in Financial Markets : Modeling Psychological Behavior in Agent-Based Models and Order Book Models : Doctoral Thesis accepted by the Sapienza University of Rome, Italy / Matthieu Cristelli |
| Autore | Cristelli, Matthieu |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | xix, 216 p. : ill. ; 24 cm |
| Soggetto topico |
68-XX - Computer science [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G15 - Financial markets [MSC 2020] |
| Soggetto non controllato |
Agent-Based Modeling of Economic Systems
Complexity and Value of Products Data-driven science, modeling and theory building Economic Complexity Analysis Economic Growth Forecasting Economic Growth Models Order Book Analysis Portfolio Allocation Systemic risk Web Search Queries |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00132757 |
|
Cristelli, Matthieu
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Contagion! Systemic risk in financial networks / T. R. Hurd
| Contagion! Systemic risk in financial networks / T. R. Hurd |
| Autore | Hurd, Thomas R. |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 139 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 05C80 - Random graphs (graph-theoretic aspects) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 05C82 - Small world graphs, complex networks (graph-theoretic aspects) [MSC 2020] |
| Soggetto non controllato |
Financial stability
Network Science Percolation Quantitative Finance Random financial network Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114582 |
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Hurd, Thomas R.
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Contagion! Systemic risk in financial networks / T. R. Hurd
| Contagion! Systemic risk in financial networks / T. R. Hurd |
| Autore | Hurd, Thomas R. |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | IX, 139 p. : ill. ; 24 cm |
| Soggetto topico |
05C80 - Random graphs (graph-theoretic aspects) [MSC 2020]
05C82 - Small world graphs, complex networks (graph-theoretic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Financial stability
Network Science Percolation Quantitative Finance Random financial network Systemic risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00114582 |
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Hurd, Thomas R.
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors]
| Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 256 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B80 - Applications of statistical and quantum mechanics to economics (econophysics) [MSC 2020] |
| Soggetto non controllato |
Community and Controllability of Global Production Network
Deflation and Money ECONOPHYS-2015 proceedings Economic Complexity Economic Crisis Financial markets Global economy Quantifying Financial Distress Systemic risk Topology of the international trade network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0184498 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors]
| Econophysics and Sociophysics: Recent Progress and Future Directions / Frédéric Abergel … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | viii, 256 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
82-XX - Statistical mechanics, structure of matter [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B80 - Applications of statistical and quantum mechanics to economics (econophysics) [MSC 2020] |
| Soggetto non controllato |
Community and Controllability of Global Production Network
Deflation and Money ECONOPHYS-2015 proceedings Economic Complexity Economic Crisis Financial markets Global economy Quantifying Financial Distress Systemic risk Topology of the international trade network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00184498 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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