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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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Currency Crisis
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  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Empirical Analysis of Natural Gas Markets
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  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui