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 |
Hamori Shigeyuki | ||
MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Quantitative Methods in Economics and Finance |
Autore | Kliestik Tomas |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (164 p.) |
Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
Soggetto non controllato |
omnichannel (omni-channel) sales
sales funnel cost of sales customer relationship management (CRM), Big Data robo-advisor financial innovations diffusion exchange traded funds stock index futures stock index options stock market indexes business finance earnings management EBIT financial modelling homogeneity stationarity time series methods unit root loan pricing RAROC loan origination exchange-rate risk long-range dependency wavelets multi-frequency analysis AUD–USD exchange rate π-option American-type option optimal stopping Monte Carlo simulation economic security of companies valuation of intangible assets and intellectual property International Valuation Standards (IVS) legal disputes over intellectual rights time series prediction exchange rate artificial neural networks radial basis function multi-layer perceptron seasonal fluctuations global economy |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557556203321 |
Kliestik Tomas | ||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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