Network Models In Finance

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Network Models In Finance

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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2025-02-05

Network Models In Finance written by Frank J. Fabozzi 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 2025-02-05 with Computers categories.

Expansive overview of theory and practical implementation of networks in investment management Guided by graph theory, Network Models in Finance: Expanding the Tools for Portfolio and Risk Management provides a comprehensive overview of networks in investment management, delivering strong knowledge of various types of networks, important characteristics, estimation, and their implementation in portfolio and risk management. With insights into the complexities of financial markets with respect to how individual entities interact within the financial system, this book enables readers to construct diversified portfolios by understanding the link between price/return movements of different asset classes and factors, perform better risk management through understanding systematic, systemic risk and counterparty risk, and monitor changes in the financial system that indicate a potential financial crisis. With a practitioner-oriented approach, this book includes coverage of: Practical examples of broad financial data to show the vast possibilities to visualize, describe, and investigate markets in a completely new way Interactions, Causal relationships and optimization within a network-based framework and direct applications of networks compared to traditional methods in finance Various types of algorithms enhanced by programming language codes that readers can implement and use for their own data Network Models in Finance: Expanding the Tools for Portfolio and Risk Management is an essential read for asset managers and investors seeking to make use of networks in research, trading, and portfolio management.

Neural Networks In Finance

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Author : Paul D. McNelis
language : en
Publisher: Elsevier
Release Date : 2005-01-20

Neural Networks In Finance written by Paul D. McNelis and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-20 with Computers categories.

This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong.* Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website

Data Science For Economics And Finance

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Author : Sergio Consoli
language : en
Publisher: Springer Nature
Release Date : 2021-06-09

Data Science For Economics And Finance written by Sergio Consoli and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-09 with Computers categories.

This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.

Network Models In Economics And Finance

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Author : Valery A. Kalyagin
language : en
Publisher: Springer
Release Date : 2014-09-23

Network Models In Economics And Finance written by Valery A. Kalyagin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-23 with Mathematics categories.

Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena. This volume presents contributions by known experts and active researchers in economic and financial network modeling. Readers are provided with an understanding of the latest advances in network analysis as applied to economics, finance, corporate governance, and investments. Moreover, recent advances in market network analysis that focus on influential techniques for market graph analysis are also examined. Young researchers will find this volume particularly useful in facilitating their introduction to this new and fascinating field. Professionals in economics, financial management, various technologies, and network analysis, will find the network models presented in this book beneficial in analyzing the interconnectivity in modern economic systems.

Simulation In Computational Finance And Economics

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Author : Biliana Alexandrova-Kabadjova
language : en
Publisher:
Release Date : 2013

Simulation In Computational Finance And Economics written by Biliana Alexandrova-Kabadjova and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.

Simulation has become a tool difficult to substitute in many scientific areas like manufacturing, medicine, telecommunications, games, etc. Finance is one of such areas where simulation is a commonly used tool; for example, we can find Monte Carlo simulation in many financial applications like market risk analysis, portfolio optimization, credit risk related applications, etc. Simulation in Computational Finance and Economics: Tools and Emerging Applications presents a thorough collection of works, covering several rich and highly productive areas of research including Risk Management, Agent-Based Simulation, and Payment Methods and Systems, topics that have found new motivations after the strong recession experienced in the last few years. Despite the fact that simulation is widely accepted as a prominent tool, dealing with a simulation-based project requires specific management abilities of the researchers. Economic researchers will find an excellent reference to introduce them to the computational simulation models. The works presented in this book can be used as an inspiration for economic researchers interested in creating their own computational models in their respective fields.

Neural Networks In Finance And Investing

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Author : Robert R. Trippi
language : en
Publisher: Irwin Professional Publishing
Release Date : 1996

Neural Networks In Finance And Investing written by Robert R. Trippi and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.

This completely updated version of the classic first edition offers a wealth of new material reflecting the latest developments in teh field. For investment professionals seeking to maximize this exciting new technology, this handbook is the definitive information source.

Network Models And Optimization

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Author : Mitsuo Gen
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-07-10

Network Models And Optimization written by Mitsuo Gen 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 2008-07-10 with Technology & Engineering categories.

Network models are critical tools in business, management, science and industry. “Network Models and Optimization” presents an insightful, comprehensive, and up-to-date treatment of multiple objective genetic algorithms to network optimization problems in many disciplines, such as engineering, computer science, operations research, transportation, telecommunication, and manufacturing. The book extensively covers algorithms and applications, including shortest path problems, minimum cost flow problems, maximum flow problems, minimum spanning tree problems, traveling salesman and postman problems, location-allocation problems, project scheduling problems, multistage-based scheduling problems, logistics network problems, communication network problem, and network models in assembly line balancing problems, and airline fleet assignment problems. The book can be used both as a student textbook and as a professional reference for practitioners who use network optimization methods to model and solve problems.

Financial Data Analytics

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Author : Sinem Derindere Köseoğlu
language : en
Publisher: Springer Nature
Release Date : 2022-04-25

Financial Data Analytics written by Sinem Derindere Köseoğlu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-25 with Business & Economics categories.

​This book presents both theory of financial data analytics, as well as comprehensive insights into the application of financial data analytics techniques in real financial world situations. It offers solutions on how to logically analyze the enormous amount of structured and unstructured data generated every moment in the finance sector. This data can be used by companies, organizations, and investors to create strategies, as the finance sector rapidly moves towards data-driven optimization. This book provides an efficient resource, addressing all applications of data analytics in the finance sector. International experts from around the globe cover the most important subjects in finance, including data processing, knowledge management, machine learning models, data modeling, visualization, optimization for financial problems, financial econometrics, financial time series analysis, project management, and decision making. The authors provide empirical evidence as examples of specific topics. By combining both applications and theory, the book offers a holistic approach. Therefore, it is a must-read for researchers and scholars of financial economics and finance, as well as practitioners interested in a better understanding of financial data analytics.

Empirical Asset Pricing

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Author : Wayne Ferson
language : en
Publisher: MIT Press
Release Date : 2019-03-12

Empirical Asset Pricing written by Wayne Ferson and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-12 with Business & Economics categories.

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Systemic Risk

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Author : Prasanna Gai
language : en
Publisher: Oxford University Press
Release Date : 2013-03-28

Systemic Risk written by Prasanna Gai 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 2013-03-28 with Business & Economics categories.

This book applies some of the lessons from network disciplines - such as ecology, epidemiology, and engineering - to study and measure how small probability events can lead to contagion and banking crises on a global scale.