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Author: Xiaolian Zheng Publisher: Springer ISBN: 1447151550 Category : Technology & Engineering Languages : en Pages : 166
Book Description
Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.
Author: Xiaolian Zheng Publisher: Springer ISBN: 1447151550 Category : Technology & Engineering Languages : en Pages : 166
Book Description
Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.
Author: Syed Hasan Jafar Publisher: CRC Press ISBN: 1000867625 Category : Computers Languages : en Pages : 183
Book Description
Artificial Intelligence for Capital Market throws light on the application of AI/ML techniques in the financial capital markets. This book discusses the challenges posed by the AI/ML techniques as these are prone to "black box" syndrome. The complexity of understanding the underlying dynamics for results generated by these methods is one of the major concerns which is highlighted in this book. Features: Showcases artificial intelligence in finance service industry Explains credit and risk analysis Elaborates on cryptocurrencies and blockchain technology Focuses on the optimal choice of asset pricing model Introduces testing of market efficiency and forecasting in the Indian stock market This book serves as a reference book for academicians, industry professionals, traders, finance managers and stock brokers. It may also be used as textbook for graduate level courses in financial services and financial analytics.
Author: Abdol S. Soofi Publisher: Springer Science & Business Media ISBN: 1461509319 Category : Business & Economics Languages : en Pages : 496
Book Description
Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.
Author: Rita Yi Man Li Publisher: Routledge ISBN: 1317587928 Category : Business & Economics Languages : en Pages : 199
Book Description
This book explores how econometric modelling can be used to provide valuable insight into international housing markets. Initially describing the role of econometrics modelling in real estate market research and how it has developed in recent years, the book goes on to compare and contrast the impact of various macroeconomic factors on developed and developing housing markets. Explaining the similarities and differences in the impact of financial crises on housing markets around the world, the author's econometric analysis of housing markets across the world provides a broad and nuanced perspective on the impact of both international financial markets and local macro economy on housing markets. With discussion of countries such as China, Germany, UK, US and South Africa, the lessons learned will be of interest to scholars of Real Estate economics around the world.
Author: Kin Keung Lai Publisher: Routledge ISBN: 1135006997 Category : Business & Economics Languages : en Pages : 102
Book Description
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term structure. The correlation of Heston model is considered to be variable. For the latter, the local volatility model is improved from experience of financial practice. The improved local volatility surface is then used for price forecasting. VaR and CVaR are employed as standard criterions for risk management. The options trading strategies are also designed combining different types of options and they have been proven to be profitable in real market. This book is a combination of theory and practice. Users will find the applications of these financial models in real market to be effective and efficient.
Author: Manh Thanh Le Publisher: Springer ISBN: 3642121454 Category : Computers Languages : en Pages : 499
Book Description
The 2010 Asian Conference on Intelligent Information and Database Systems (ACIIDS) was the second event of the series of international scientific conferences for research and applications in the field of intelligent information and database systems. The aim of ACIIDS 2010 was to provide an international forum for scientific research in the technologies and applications of intelligent information, database systems and their applications. ACIIDS 2010 was co-organized by Hue University (Vietnam) and Wroclaw University of Technology (Poland) and took place in Hue city (Vietnam) during March 24–26, 2010. We received almost 330 papers from 35 countries. Each paper was peer reviewed by at least two members of the International Program Committee and International Reviewer Board. Only 96 best papers were selected for oral presentation and publi- tion in the two volumes of the ACIIDS 2010 proceedings. The papers included in the proceedings cover the following topics: artificial social systems, case studies and reports on deployments, collaborative learning, collaborative systems and applications, data warehousing and data mining, database management technologies, database models and query languages, database security and integrity,- business, e-commerce, e-finance, e-learning systems, information modeling and - quirements engineering, information retrieval systems, intelligent agents and mul- agent systems, intelligent information systems, intelligent internet systems, intelligent optimization techniques, object-relational DBMS, ontologies and information sharing, semi-structured and XML database systems, unified modeling language and unified processes, Web services and Semantic Web, computer networks and communication systems.
Author: A.J. Tallón-Ballesteros Publisher: IOS Press ISBN: 1643683691 Category : Computers Languages : en Pages : 696
Book Description
Electronics, communication and networks coexist, and it is not possible to conceive of our current society without them. Within the next decade we will probably see the consolidation of 6G-based technology, accompanied by many compatible devices, and fiber-optic is already an advanced technology with many applications. This book presents the proceedings of CECNet 2022, the 12th International Conference on Electronics, Communications and Networks, held as a virtual event with no face-to-face participation in Xiamen, China, from 4 to 7 November 2022. CECNet is held annually, and covers many interrelated groups of topics such as electronics technology, communication engineering and technology, wireless communications engineering and technology and computer engineering and technology. This year the conference committee received 313 submissions. All papers were carefully reviewed by program committee members, taking into consideration the breadth and depth of research topics falling within the scope of the conference, and after further discussion, 79 papers were selected for presentation at the conference and for publication in this book. This represents an acceptance rate of about 25%. The book offers an overview of the latest research and developments in these rapidly evolving fields, and will be of interest to all those working with electronics, communication and networks.
Author: Frank Joseph Shulman Publisher: Hong Kong University Press ISBN: 9789622093973 Category : Language Arts & Disciplines Languages : en Pages : 878
Book Description
A descriptively annotated, multidisciplinary, cross-referenced and extensively indexed guide to 2,395 dissertations that are concerned either in whole or in part with Hong Kong and with Hong Kong Chinese students and emigres throughout the world.
Author: Yusheng Jiao Publisher: Springer Nature ISBN: 9464632704 Category : Business & Economics Languages : en Pages : 535
Book Description
This is an open access book.With the advent of economic globalization and the information technology revolution, especially the dawn of the era of network economy marked by the Internet, human society is embarking on a transition from an industrial society to an information society, and from industrial civilization to information civilization. In recent years, domestic Internet business has become more and more prosperous. In order to adapt to the development of the new media era, many traditional industries have extended their business to the Internet field. Among them, the most prominent is the financial business. Thanks to the operation of Internet business, the efficiency of financial services has been rapidly improved. However, the rapid development of the Internet has also brought certain practical problems that must be faced. This conference has therefore been convened in the hope of engaging in an in-depth exchange with scholars in the following aspects: Acquaint yourself with the development status of Internet finance and the digital economy in various countries and deepen the elaboration of the concept of financial Internet; Summarize the characteristics of Internet finance in the world and propose solutions to the problems faced by Internet finance; Understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the industrialization cooperation of academic achievements; Promote the institutionalization and standardization of management science through modern research. The previous conference of ICIFDE took place in Guangzhou, China (Online). ICIFDE 2023 will come back this year on August 04–06 and it will provide a valuable and face-to-face opportunity for researchers, scholars and some scientists to exchange their ideas. Distinguished by its strong organizational team, dependable reputation and prestigious sponsors across the globe, ICIFDE 2023 is an annual conference on Internet Finance and the Digital Economy for all researchers, both domestic and international. ICIFDE started in 2021, and all papers accepted in the last session of ICIFDE have been successfully published. The 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) will be held in Chengdu, China on August 04–06, 2023. We warmly invite you to participate in ICIFDE 2023 and look forward to seeing you in Chengdu, China.
Author: Xiaolian Zheng
Author: Xiaolian Zheng
Author: Syed Hasan Jafar
Author: Abdol S. Soofi
Author: Rita Yi Man Li
Author: Kin Keung Lai
Author: Manh Thanh Le
Author: A.J. Tallón-Ballesteros
Author: Frank Joseph Shulman
Author: Xun Zhang
Author: Yusheng Jiao