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 | ||
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Lo trovi qui: Univ. Federico II | ||
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Currency Crisis |
Autore | Islam Faridul |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
Descrizione fisica | 1 electronic resource (126 p.) |
Soggetto non controllato |
Special Drawing Rights (SDRs)
banking crises reserve currency asymmetry derivative Asian crisis policy uncertainty monetary plurality mortgage crisis nonlinear ARDL China emerging market economies exchange rates default swap LIBOR currency cash flow Belt and Road Initiative money demand commodity price stabilisation trade balance risk management Argentina RMB internationalization GMM currency convertibility investment Grondona system exchange rate disconnect puzzle monetary policy NARDL Special Drawing Right currency pegs international monetary system economic institutions cointegration macroeconomic fundamentals currency crisis the U.S.A. |
ISBN | 3-03921-579-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910367752603321 |
Islam Faridul
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MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Empirical Analysis of Natural Gas Markets |
Autore | Hamori Shigeyuki |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (200 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
spillover effect
market integration natural gas market time frequency dynamics BRICS exchange rates connectedness time domain frequency domain natural gas crude oil electricity utilities sector index time–frequency dynamics ESG renewable energy copula value-at-risk electricity spot futures transmission pipelines external cost health property damage bodily injury uncertainty insurance coal spillover effects dynamic approaches forecasting logistic regression random forests support vector machines US natural gas crises XGboost neural networks oil futures prices crashes foresting logistical regression extreme gradient boosting moving window SVAR oil price gas price US macroeconomic aggregates GDP CPI |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557304503321 |
Hamori Shigeyuki
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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