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