Big Data in Finance, Walker

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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Цена: 55890.00 T
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Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Автор: Baker H. Kent, Filbeck Greg, Nofsinger John R.
Название: Behavioral Finance: What Everyone Needs to Know(r)
ISBN: 0190868732 ISBN-13(EAN): 9780190868734
Издательство: Oxford Academ
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Цена: 11610.00 T
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Описание: Behavioral Finance: What Everyone Needs to Know (R) provides an overview of common shortcuts and mistakes people make in managing their finances.

Автор: Philip Rothman
Название: Nonlinear Time Series Analysis of Economic and Financial Data
ISBN: 1461373344 ISBN-13(EAN): 9781461373346
Издательство: Springer
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Цена: 279500.00 T
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Описание: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade.

Автор: Dharmendra Singh Rajput, Ramjeevan Singh Thakur, Syed Muzamil Basha
Название: Transforming Businesses With Bitcoin Mining and Blockchain Applications
ISBN: 179980187X ISBN-13(EAN): 9781799801870
Издательство: Mare Nostrum (Eurospan)
Цена: 160770.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The success of many companies through the assistance of bitcoin proves that technology continually dominates and transforms how economics operate. However, a deeper, more conceptual understanding of how these technologies work to identify innovation opportunities and how to successfully thrive in an increasingly competitive environment is needed for the entrepreneurs of tomorrow. Transforming Businesses With Bitcoin Mining and Blockchain Applications provides innovative insights into IT infrastructure and emerging trends in the realm of digital business technologies. This publication analyzes and extracts information from Bitcoin networks and provides the necessary steps to designing open blockchain. Highlighting topics that include financial markets, risk management, and smart technologies, the research contained within the title is ideal for entrepreneurs, business professionals, managers, executives, academicians, researchers, and business students.

Автор: Seetharam Yudhvir
Название: A Primer on Business Analytics: Perspectives from the Financial Services Industry
ISBN: 1648028195 ISBN-13(EAN): 9781648028199
Издательство: Mare Nostrum (Eurospan)
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Цена: 97950.00 T
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Описание: Provides a comprehensive overview of business analytics, for those who have either a technical background (quantitative methods) or a practitioner business background. The book provides a comprehensive primer and overview of the field (and related fields), and discusses the field as it applies to financial institutions.

Автор: Robert James Zwerling, Zwerling Jesper Hybholt Sorensen, Sorensen
Название: Implementing an Analytics Culture for Data Driven Decisions
ISBN: 1703155572 ISBN-13(EAN): 9781703155570
Издательство: Неизвестно
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Цена: 17230.00 T
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Автор: Locatelli
Название: Artificial Intelligence and Credit Risk
ISBN: 3031102355 ISBN-13(EAN): 9783031102356
Издательство: Springer
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Цена: 41920.00 T
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Описание: This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array of methodological approaches for the usage of techniques and/or alternative data for regulatory and managerial rating models. During the last decade the increase in computational capacity, the consolidation of new methodologies to elaborate data and the availability of new information related to individuals and organizations, aided by the widespread usage of internet, set the stage for the development and application of artificial intelligence techniques in enterprises in general and financial institutions in particular. In the banking world, its application is even more relevant, thanks to the use of larger and larger data sets for credit risk modelling. The evaluation of credit risk has largely been based on client data modelling; such techniques (linear regression, logistic regression, decision trees, etc.) and data sets (financial, behavioural, sociologic, geographic, sectoral, etc.) are referred to as “traditional” and have been the de facto standards in the banking industry. The incoming challenge for credit risk managers is now to find ways to leverage the new AI toolbox on new (unconventional) data to enhance the models’ predictive power, without neglecting problems due to results’ interpretability while recognizing ethical dilemmas. Contributors are university researchers, risk managers operating in banks and other financial intermediaries and consultants. The topic is a major one for the financial industry, and this is one of the first works offering relevant case studies alongside practical problems and solutions.

Автор: Schmidt
Название: Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 3319459694 ISBN-13(EAN): 9783319459691
Издательство: Springer
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Цена: 46570.00 T
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Описание: This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.

Автор: Ingo Klein; Stefan Mittnik
Название: Contributions to Modern Econometrics
ISBN: 1441953310 ISBN-13(EAN): 9781441953315
Издательство: Springer
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Цена: 158380.00 T
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Описание: The field of econometrics has gone through remarkable changes during the last thirty-five years. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday.

Автор: IMF Staff
Название: International Reserves and Foreign Currency Liquidity: Guidelines for a Data Template
ISBN: 1484372328 ISBN-13(EAN): 9781484372326
Издательство: Mare Nostrum (Eurospan)
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Цена: 20330.00 T
Наличие на складе: Невозможна поставка.
Описание: Presents an update to the guidelines published in 2001. It sets forth the underlying framework for the Reserves Data Template, and provides operational advice for its use. The updated version also includes three new appendices aimed at assisting member countries in reporting the required data.

Автор: Jau-Lian Jeng
Название: Empirical Asset Pricing Models
ISBN: 3030089320 ISBN-13(EAN): 9783030089320
Издательство: Springer
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Цена: 83850.00 T
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Описание: This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.

Автор: Dufrйnot Gilles, Matsuki Takashi
Название: Recent Econometric Techniques for Macroeconomic and Financial Data
ISBN: 3030542548 ISBN-13(EAN): 9783030542542
Издательство: Springer
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Цена: 139750.00 T
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Описание:
Introduction (Gilles Dufrйnot and Takashi Matsuki, eds)
Part I. Macroeconometrics and international financeChapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time seriesGilles Dufrйnot, Takashi Matsuki and Kimiko Sugimoto1.-Introduction: why using quantile spectrum?2.- Quantile spectrum: non-parametric and parametric Methods2.1.- Non-parametric approach2.2.- Parametric approach: quantile spectrum and quantile regression models3.- Copula spectral density and rank-based Laplace periodogram4. Estimating quantile spectrum using software4.1.-Estimation of non-parametric quantile spectrum using RATS estima4.2.- Using R package to estimate quantile spectrum and cross spectrumReferencesChapter 2. On the seemingly incompleteness of the exchange rate pass-trough to import pricesAntonia Lopez-Villavicencio and Valйrie Mignon1.-Introduction2.- Methodology3.-data3.1.-Time sample3.2- Variables3.3- Indicators of globalization3.4.- Descriptive statistics4.- Results4.1.- Accounting for globalization4.2.- Using disaggregated data accounting for the good level4.3.- Accounting for globalization at the good level5. ConclusionReferencesChapter 3. A state-space model to estimate potential growth in the industrialized countriesThomas Brand, Gilles Dufrйnot, Antoine Mayerowitz1.- Introduction2.- is potential growth led by financial variables: a simple Bayesian estimation3.- A State-space model with theoretical relationships3.1.- The general model3.2.-Sub-models and comparison with other models used in the literature3.3.-Estimation methods3.4.- Data and methods3.5.- ConclusionReferences
Chapter 4.- A top-down method for rational bubbles: application of the threshold bounds testing approach to the Japanese, UK and US Financial marketsJun Nagayasu1.-Introduction2.-The threshold autoregressive distributed lag model (T-ADRL)3.-Application: testing bubbles4.- ConclusionReferencesChapter 5.- An analysis of the time-varying behavior of the equilibrium velocity of money in the euro areaMariam Camarero, Juan Sapena and Cecilio Tamarit1.- Introduction: the shockingly low money velocity in the Euro Area (EA) and its consequences2.- Money demand and velocity: income and transactions3.- A short review of the literature4.- Methodology and estimation.4.1.-A time-varying parameters State-Space framework for panel data.4.2.- An application to the money velocity in the EA.5.- ConclusionsReferencesChapter 6.- Revisiting wealth effects in France: a double-nonlinearity approachOlivier Damette and Fredj Jawadi1.- Introduction2.- Econometric methodology2.1. Linear cointegration specification for wealth effects2.2. Threshold ECM effects for wealth effects2.3. Time varying VECM specification for wealth effects3. Data and empirical analysis3.1. Data and preliminary analysis
3.2. The linear cointegration analysis3.3. Nonlinear cointegration with asymmetric adjustment3.4. NECMs with nonlinearity in the long-run5.- ConclusionsReferencesPart II. Financial econometricsChapter 7.- Econometrics of commoditiesJean-Franзois Carpantier1.-Introduction2.- Tests of the Prebisch-Singer hypothesis3.- Tests of the commodity currenc