Decision Technologies For Computational Finance
DOWNLOAD
Download Decision Technologies For Computational Finance PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Decision Technologies For Computational Finance book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Decision Technologies For Computational Finance
DOWNLOAD
Author : Apostolos-Paul N. Refenes
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
Decision Technologies For Computational Finance written by Apostolos-Paul N. Refenes and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Business & Economics categories.
This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.
Decision Technologies For Computational Finance
DOWNLOAD
Author : Apostolos-Paul N. Refenes
language : en
Publisher:
Release Date : 2014-09-01
Decision Technologies For Computational Finance written by Apostolos-Paul N. Refenes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Decision Technologies For Financial Engineering Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets Nncm 96
DOWNLOAD
Author : Yaser Abu-mostafa
language : en
Publisher: World Scientific
Release Date : 1998-01-02
Decision Technologies For Financial Engineering Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets Nncm 96 written by Yaser Abu-mostafa and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-01-02 with Business & Economics categories.
This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.
Computational Finance 1999
DOWNLOAD
Author : Yaser S. Abu-Mostafa
language : en
Publisher: MIT Press
Release Date : 2000
Computational Finance 1999 written by Yaser S. Abu-Mostafa and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.
Encyclopedia Of Information Science And Technology
DOWNLOAD
Author : Mehdi Khosrow-Pour
language : en
Publisher: IGI Global Snippet
Release Date : 2009
Encyclopedia Of Information Science And Technology written by Mehdi Khosrow-Pour and has been published by IGI Global Snippet this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Computers categories.
"This set of books represents a detailed compendium of authoritative, research-based entries that define the contemporary state of knowledge on technology"--Provided by publisher.
Statistics And Dynamics Of Urban Populations
DOWNLOAD
Author : Marc Barthelemy
language : en
Publisher: Oxford University Press
Release Date : 2023
Statistics And Dynamics Of Urban Populations written by Marc Barthelemy and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Business & Economics categories.
Urbanization is a fundamental process in human history and is increasingly affecting our environment and society. Although cities have existed for centuries, describing and controlling urbanization has always been difficult and still is: cities are continuously changing over time in a non-homogeneous fashion that has puzzled historians, geographers, philosophers, economists, urbanists, engineers, mathematicians and physicists. In particular, one of the most debated issues of urban studies has been the question of urban population growth. How do cities appear and disappear, grow or decline? Why do we observe a hierarchy of cities from small to large and not a typical city size ? These questions are not only relevant for census purposes. The population size of the city is an important determinant for most of urban issues: land management, congestion, public transport planning, economic growth, innovation incentives, food and good supply and climate-change adaptation. A sound understanding of population growth processes is an inescapable path for a good monitoring of city planning. This book describes all aspects of quantitative approaches to urban population growth, ranging from measures and empirical results to the mathematical description of their evolution. It will be of interest to researchers working on quantitative aspect of cities and from many different disciplines such as quantitative geography, spatial economics, geomatics, urbanism and transportation, physics, or applied mathematics. This book will also be of interest to graduate students and researchers entering the field or interested in quantitative studies of urban systems.
Capital Adequacy Beyond Basel
DOWNLOAD
Author : Hal S. Scott
language : en
Publisher: Oxford University Press
Release Date : 2005-02-17
Capital Adequacy Beyond Basel written by Hal S. Scott and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-17 with Business & Economics categories.
This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major changes in the capital rules for banks. It is important that capital adequacy regulation helps to achieve financial stability in the most efficient way. Capital adequacy rules have become a key tool to protect financial institutions. The research contained within the book covers some key issues at stake in the capital requirements for insurance and securities firms. The contributors are among the leading scholars in financial economics and law. Their contributions analyze the use of subordinated debt, internal models, and rating agencies in addition to examining the effect on capital of reinsurance, securitization, credit derivatives, and similar instruments.
Neural Networks And The Financial Markets
DOWNLOAD
Author : Jimmy Shadbolt
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Neural Networks And The Financial Markets written by Jimmy Shadbolt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.
This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.
Long Short Market Dynamics
DOWNLOAD
Author : Clive M. Corcoran
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-06
Long Short Market Dynamics written by Clive M. Corcoran and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-06 with Business & Economics categories.
Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective. The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active trader is far better equipped to profit in today’s more complex and risky markets. Long/Short Market Dynamics includes: A completely new technique, Comparative Quantiles Analysis, for identifying market turning points is introduced. It is based on statistical techniques that can be used to recognize money flow and price/momentum divergences that can provide substantial profit opportunities. Power laws, regime shifts, self-organized criticality, phase transitions, network dynamics, econophysics, algorithmic trading and other ideas from the science of complexity are examined. All are described as concretely as possible and avoiding unnecessary mathematics and formalism. Alpha generation, portfolio construction, hedge ratios, and beta neutral portfolios are illustrated with case studies and worked examples. Episodes of financial contagion are illustrated with a proposed explanation of their origins within underlying market dynamics
Risk Budgeting
DOWNLOAD
Author : Neil D. Pearson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-31
Risk Budgeting written by Neil D. Pearson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-31 with Business & Economics categories.
Institutionelle Anleger, Fonds- und Portfoliomanager müssen Risiken eingehen, wenn sie Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko. "Risk Budgeting: Portfolio Problem Solving with VaR" liefert die Antwort auf diese Frage. Beim Konzept des Risk Budgeting geht es um Risiko- und Kapitalallokation auf der Grundlage erwarteter Erträge und Risiken, mit dem Ziel, höhere Renditen zu erwirtschaften im Rahmen eines vordefinierten Gesamtrisikoniveaus. Mit Hilfe quantitativer Methoden zur Risikomessung, einschließlich der Value at Risk-Methode läßt sich das Risiko ermitteln und bewerten. Value at Risk (VaR) ist ein Verfahren zur Risikobewertung, das Banken ursprünglich zur Messung und Begrenzung von Marktpreisrisiken eingesetzt haben. Heute wird die VaR-Methode auch verstärkt im Risikomanagement eingesetzt. Dieses Buch bietet eine fundierte Einführung in die VaR-Methode sowie in Verfahren zur Risikomessung bei Extremereignissen und Krisenszenarien (Stress Testing). Darüber hinaus erklärt es, wie man mit Hilfe des Risk Budgeting ein effizienteres Portfoliomanagement erreicht. "Risk Budgeting: Portfolio Problem Solving with VaR" ist das einzige Buch auf dem Markt, das Risk Budgeting und VaR - zwei brandaktuelle Themen im Portfoliomanagement - speziell für institutionelle Investment- und Portfolio-Manager aufbereitet. Eine unverzichtbare Lektüre.