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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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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 online resource (200 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
bodily injury
BRICS coal connectedness copula CPI crude oil dynamic approaches electricity electricity utilities sector index ESG exchange rates external cost extreme gradient boosting forecasting foresting frequency domain futures gas price GDP health insurance logistic regression logistical regression market integration moving window natural gas natural gas market neural networks oil futures prices crashes oil price pipelines property damage random forests renewable energy spillover effect spillover effects spot support vector machines SVAR time domain time frequency dynamics time-frequency dynamics transmission uncertainty US macroeconomic aggregates US natural gas crises value-at-risk XGboost |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557304503321 |
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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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Empirical Finance / Shigeyuki Hamori
| Empirical Finance / Shigeyuki Hamori |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 2019 |
| Descrizione fisica | 1 online resource (1 p.) |
| Soggetto non controllato | text similarity; text mining; machine learning; SVM; neural network; LSTM; credit risk; ensemble learning; deep learning; bagging; random forest; boosting; deep neural network; causality-in-variance; cross-correlation function; housing and stock markets; algorithmic trading; take profit; stop loss; MACD; ATR; city banks; dependence structure; copula; n/a; market microstructure; price discovery; latency; currency crisis; random forests; wavelet transform; predictive accuracy; housing price; bank credit; housing loans; real estate development loans; TVP-VAR model; exchange rate; volatility; exports; ARDL; Vietnam; crude oil futures prices forecasting; convolutional neural networks; short-term forecasting; utility of international currency; inertia; liquidity risk premium; US dollar; Japanese yen; cointegration; statistical arbitrage; natural gas; wholesale electricity; futures market; spark spread; earnings management; earnings manipulation; earnings quality; initial public offering; IPO; asset pricing model; data mining; bankruptcy prediction; financial and non-financial variables; institutional investors' shareholdings; panel data model; piecewise regression model; global financial crisis; gold return; asymmetric dependence; financial market stress; robust regression; quantile regression; structural break; flight to quality |
| ISBN |
9783038977070
3038977071 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910765753003321 |
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Hamori Shigeyuki
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| Basel, Switzerland : , : MDPI, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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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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Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori
| Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori |
| Autore | Kinkyo Takuji |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 |
| Descrizione fisica | 1 online resource (234 p.) |
| Disciplina | 337.95 |
| Altri autori (Persone) |
HamoriShigeyuki <1959->
KinkyoTakuji MatsubayashiYoichi |
| Soggetto topico | Economic development - East Asia |
| ISBN |
1-299-28124-9
981-4412-85-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; About the Editors; Introduction; Part 1. Business Cycle Synchronization; Part 2. Effects of Policy and Institutional Changes; Part 3. Challenges to China's Rebalancing and Sustainable Growth; Acknowledgment; References; Chapter 1 Decoupling - A Re-Examination Hiroshi Tsubouchi and Hideaki Matsuoka; 1. Introduction; 2. Looking Back at the World Economy Since 1990's; 2.1. 1990's - before the Asian financial crisis; 2.2. First half of the 2000's - before the global financial crisis; 2.3. The latter half of the 2000's - after the global financial crisis; 3. Factors Affecting Decoupling
4. Methodology 5. Decomposition of the Forecast Variance; 6. Conclusion; 7. Supplementary Discussion - Why is a Time-varying Parameter Model Used?; Acknowledgments; References; Chapter 2 Business Cycle Synchronization and Production Fragmentation in East Asia Fumihide Takeuchi; 1. Introduction; 2. Related Literature; 3. The Correlation of Business Cycles and Fragmentation; 3.1. Business cycle synchronization in East Asia and in major advanced countries; 3.2. Fragmentation of production in East Asia and Japan/the United States 3.3. Changes in the economic environment after the Asian financial crisis 4. Structural FAVAR; 4.1. Model; 4.2. Data and model selection; 4.3. Empirical Results; 4.3.1. Variance decomposition; 4.3.2. Examination of the factors; 5. Conclusion; References; Chapter 3 Financial Market Linkage in East Asian Countries Kyosuke Shiotani and Yoichi Matsubayashi; 1. Introduction; 2. Literature Review; 3. Methodologies: Bayesian Network Model; 4. Empirical Evidence; 4.1. Data; 4.2. Empirical study; 5. Conclusion; Appendix: Concept and Structure of Bayesian Network; A.1. Basic concept A.2. Parameter estimation A.3. Learning the Bayesian network; References; Chapter 4 The Impact of East Asian FTAS on the Structure of Demand Hikari Ban; 1. Introduction; 2. Framework and Data; 2.1. CGE and I-O analysis; 2.2. The GTAP model; 2.3. The I-O model; 2.4. Database; 3. CGE Analysis; 3.1. Simulation scenario; 3.2. Simulation results; 4. Input-Output Analysis; 4.1. Dependence on foreign final demand; 4.2. Ripple effects; 5. Conclusion; Appendix; References Chapter 5 Inflation Targeting in South Korea, Indonesia, the Philippines and Thailand: The Impact on Business Cycle Synchronization Between Each Country and the World Takeshi Inoue, Yuki Toyoshima and Shigeyuki Hamori1. Introduction; 2. Background and Features of IT in the Four Asian Countries; 2.1. South Korea; 2.2. Indonesia; 2.3. The Philippines; 2.4. Thailand; 2.5. Effectiveness of IT in the four Asian countries; 3. Literature Review; 4. Impact of IT Adoption on Business Cycle Synchronization with the Rest of the World; 4.1. Empirical techniques; 4.2. Data; 4.3. Empirical results 5. Conclusion |
| Record Nr. | UNINA-9910792056203321 |
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Kinkyo Takuji
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| Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Introduction of the euro and the monetary policy of the European Central Bank [[electronic resource] /] / Shigeyuki Hamori, Naoko Hamori
| Introduction of the euro and the monetary policy of the European Central Bank [[electronic resource] /] / Shigeyuki Hamori, Naoko Hamori |
| Autore | Hamori Shigeyuki <1959-> |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Pub. Co., c2010 |
| Descrizione fisica | 1 online resource (xx, 199 p. ) : ill |
| Disciplina | 339.5/3094 |
| Altri autori (Persone) | HamoriNaoko |
| Soggetto topico |
Monetary policy - European Union countries
Euro area |
| ISBN |
1-282-75760-1
9786612757600 981-283-843-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. History of the EU Monetary Union. 1.1. Introduction. 1.2. Various experiments toward achieving the Monetary Union. 1.3. Contents of the Monetary Union. 1.4. EMI roles. 1.5. Decision process on state participation in the Monetary Union. 1.6. General overview -- 2. Empirical analysis of the money demand function in the Euro area. 2.1. Introduction. 2.2. Model. 2.3. Aggregate data analysis. 2.4. Panel data analysis. 2.5. Some concluding remarks -- 3. Monetary policy rule of the European Central Bank. 3.1. Introduction. 3.2. The Taylor rule. 3.3. Data. 3.4. Empirical results. 3.5. Some concluding remarks -- 4. Empirical analysis of the term structure of interest rates in the presence of cross-section dependence. 4.1. Introduction. 4.2. Model. 4.3. Data. 4.4. Empirical results. 4.5. Some concluding remarks -- 5. Are budget deficits sustainable in the Euro area? 5.1. Introduction. 5.2. Model. 5.3. Data. 5.4. Empirical results. 5.5. Some concluding remarks -- 6. Yield spread and output growth in the Euro area. 6.1. Introduction. 6.2. Models. 6.3. Aggregate data analysis. 6.4. Panel data analysis. 6.5. Some concluding remarks -- 7. International capital flows and the Feldstein-Horioka paradox. 7.1. Introduction. 7.2. Data. 7.3. Empirical model. 7.4. Empirical results. 7.5. Sub-sample analysis. 7.6. Some concluding remarks -- 8. Nominal and real exchange rate fluctuations : Euro, US dollar, and Japanese yen. 8.1. Introduction. 8.2. Data. 8.3. Bivarate system. 8.4. Trivariate system. 8.5. Some concluding remarks -- 9. Euro area enlargement. 9.1. Introduction. 9.2. Existing EU member state group. 9.3. Accession countries. 9.4. EMU participants. 9.5. ERM II participants. 9.6. Countries that are not ERM II participants. 9.7. Outlook for the future. |
| Record Nr. | UNINA-9910780895203321 |
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Hamori Shigeyuki <1959->
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| Singapore ; ; Hackensack, NJ, : World Scientific Pub. Co., c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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