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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 online resource (230 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
agent based simulation
algorithmic trading Artificial Intelligence artificial market asset allocation ATR autoencoder blockchain BlockCloud CAR regulation CfD community finances consensus algorithms contract for difference deep learning deep reinforcement learning economic policy exchange rates financial market simulation fiscal flexibility fundamentals hidden markov model individualized financial arrangements interpretability long short-term memory LSTM machine learning neural network neural networks portfolio prediction price momentum Q-learning random forest reinforcement learning RL simulation Stop Loss support vector machine sustainable financial services term structure of interest rates text mining topic model Turtle uncertainty yield curve |
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Yield curve modeling and forecasting [[electronic resource] ] : the dynamic Nelson-Siegel approach / / Francis X. Diebold and Glenn D. Rudebusch
| Yield curve modeling and forecasting [[electronic resource] ] : the dynamic Nelson-Siegel approach / / Francis X. Diebold and Glenn D. Rudebusch |
| Autore | Diebold Francis X. <1959-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2013 |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) | RudebuschGlenn D. <1959-> |
| Collana | The Econometric and Tinbergen Institutes lectures |
| Soggetto topico | Bonds - Mathematical models |
| Soggetto non controllato |
AFNS
Bayesian analysis DNS NelsonГiegel curve fitting RudebuschЗu model affine arbitrage-free models arbitrage-free NelsonГiegel models arbitrage-free dynamic NelsonГiegel arbitrage-free models credit spreads dynamic NelsonГiegel model dynamic NelsonГiegel modeling dynamic yield curve forecasting dynamic yield curve modeling factor loadings forecasting macro-finance yield curve modeling multicountry modeling risk management stateгpace structure stochastic volatility yield curve fitting yield curve models yield curve |
| ISBN |
1-299-05121-9
1-4008-4541-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Illustrations -- Introduction -- Preface -- Additional Acknowledgment -- 1. Facts, Factors, and Questions -- 2. Dynamic Nelson-Siegel -- 3. Arbitrage-Free Nelson-Siegel -- 4. Extensions -- 5. Macro-Finance -- 6. Epilogue -- Appendixes -- Appendix A: Two-Factor AFNS Calculations -- Appendix B: Details of AFNS Restrictions -- Appendix C: The AFGNS Yield-Adjustment Term -- Bibliography -- Index |
| Record Nr. | UNINA-9910786024703321 |
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Diebold Francis X. <1959->
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| Princeton, : Princeton University Press, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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