Quantification Of The High Level Of Endogeneity And Of Structural Regime Shifts In Commodity Markets
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Quantification Of The High Level Of Endogeneity And Of Structural Regime Shifts In Commodity Markets
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Author : Vladimir Filimonov
language : en
Publisher:
Release Date : 2013
Quantification Of The High Level Of Endogeneity And Of Structural Regime Shifts In Commodity Markets written by Vladimir Filimonov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Commodity exchanges categories.
Quantification Of The High Level Of Endogeneity And Of Structural Regime Shifts In Commodity Markets
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Author : V (Vladimir); Bicchetti Filimonov (D (David); Maystre, N (Nicolas).)
language : en
Publisher:
Release Date : 2013
Quantification Of The High Level Of Endogeneity And Of Structural Regime Shifts In Commodity Markets written by V (Vladimir); Bicchetti Filimonov (D (David); Maystre, N (Nicolas).) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Computational Science Iccs 2020
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Author : Valeria V. Krzhizhanovskaya
language : en
Publisher: Springer Nature
Release Date : 2020-06-18
Computational Science Iccs 2020 written by Valeria V. Krzhizhanovskaya and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-18 with Computers categories.
The seven-volume set LNCS 12137, 12138, 12139, 12140, 12141, 12142, and 12143 constitutes the proceedings of the 20th International Conference on Computational Science, ICCS 2020, held in Amsterdam, The Netherlands, in June 2020.* The total of 101 papers and 248 workshop papers presented in this book set were carefully reviewed and selected from 719 submissions (230 submissions to the main track and 489 submissions to the workshops). The papers were organized in topical sections named: Part I: ICCS Main Track Part II: ICCS Main Track Part III: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Agent-Based Simulations, Adaptive Algorithms and Solvers; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Biomedical and Bioinformatics Challenges for Computer Science Part IV: Classifier Learning from Difficult Data; Complex Social Systems through the Lens of Computational Science; Computational Health; Computational Methods for Emerging Problems in (Dis-)Information Analysis Part V: Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems; Computer Graphics, Image Processing and Artificial Intelligence Part VI: Data Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; Meshfree Methods in Computational Sciences; Multiscale Modelling and Simulation; Quantum Computing Workshop Part VII: Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainties; Teaching Computational Science; UNcErtainty QUantIficatiOn for ComputationAl modeLs *The conference was canceled due to the COVID-19 pandemic.
Handbook Of High Frequency Trading And Modeling In Finance
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Author : Ionut Florescu
language : en
Publisher: John Wiley & Sons
Release Date : 2016-03-29
Handbook Of High Frequency Trading And Modeling In Finance written by Ionut Florescu 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 2016-03-29 with Business & Economics categories.
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.
Complex Systems Modeling And Simulation In Economics And Finance
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Author : Shu-Heng Chen
language : en
Publisher: Springer
Release Date : 2018-11-20
Complex Systems Modeling And Simulation In Economics And Finance written by Shu-Heng Chen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-20 with Business & Economics categories.
This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.
Intelligent And Fuzzy Systems
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Author : Cengiz Kahraman
language : en
Publisher: Springer Nature
Release Date : 2023-08-16
Intelligent And Fuzzy Systems written by Cengiz Kahraman and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-16 with Technology & Engineering categories.
This book consists of the papers accepted after a careful review process at an international scientific meeting where the latest developments on intelligent and fuzzy systems are presented and discussed. The latest developments in both the theoretical and practical fields of the new fuzzy set extensions have been prepared by expert researchers. Contributed by participants from more than 40 different countries, this book is also a useful resource in terms of showing the levels that fuzzy and intelligent systems have reached in various countries of the world. The intended readers are intelligent and fuzzy systems researchers, lecturers, M.Sc., and Ph.D. students studying fuzzy sets and artificial intelligence. The book covers fuzzy logic theory and applications, heuristics, and metaheuristics from optimization to machine learning, from quality management to risk management, making the book an excellent source for researchers.
Risks
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Author : Mogens Steffensen
language : en
Publisher: MDPI
Release Date : 2021-06-03
Risks written by Mogens Steffensen and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-03 with Social Science categories.
This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.
Quantitative Energy Finance
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Author : Fred Espen Benth
language : en
Publisher: Springer Nature
Release Date : 2024-03-08
Quantitative Energy Finance written by Fred Espen Benth and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-08 with Mathematics categories.
Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties confronting energy market participants require sophisticated modelling techniques to effectively understand risk, many of which are covered in this book. Comprising invited papers by high-profile researchers, this volume examines the empirical aspects of forward and futures prices, uncovering patterns of noise factors in various European electricity markets. Additionally, it delves into the recent, influential classes of Hawkes and trawl processes, emphasizing their significance in energy markets. The impact of renewables on energy market prices is a pivotal concern for both producers and consumers. Mean-field games provide a powerful mathematical framework for this, and a dedicated chapter outlining their dynamics is included in the book. The book also explores structural financial products and their connection to climate risk as a risk management tool, underscoring the essential need for a comprehensive understanding of these products in the realm of "green finance," to which the energy industry is integral. Lastly, the book thoroughly analyzes spatial smoothing and power purchase (PPA) contracts, addressing central issues in energy system planning and financial operations. Tailored for researchers, PhD students, and industry energy analysts, this volume equips readers with insights and tools to navigate the constantly evolving energy market landscape. It serves as a sequel to the earlier Quantitative Energy Finance book, featuring all-new chapters.
Playing With Fire
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Author : Yilmaz Akyüz
language : en
Publisher: Oxford University Press
Release Date : 2017-06-23
Playing With Fire written by Yilmaz Akyüz 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 2017-06-23 with Business & Economics categories.
Starting in the early 1990s many emerging and developing economies (EDEs) liberalized their capital accounts, allowing greater freedom for international lenders and investors to enter their markets as well as for their residents to borrow and invest in international financial markets. Despite recurrent crises, liberalization has continued and in fact accelerated in the new millennium. Integration has been greatly facilitated by progressively looser monetary policy in the United States, notably the policies that culminated in debt crises in the United States and Europe and the ultra-easy monetary policy adopted in response. Not only have their traditional cross-border linkages been deepened and external balance sheets expanded rapidly, but also foreign presence in their domestic financial markets and the presence of their nationals in foreign markets have reached unprecedented levels. As a result new channels have emerged for the transmission of financial shocks from global boom-bust cycles. Almost all EDEs are now vulnerable irrespective of their balance-of-payments, external debt, net foreign assets and international reserve positions although these play an important role in the way such shocks could impinge on them. This is a matter for concern since the multilateral system still lacks mechanisms for orderly resolution of financial crises with international dimensions. Playing with Fire provides an empirical account of deeper integration of EDEs into the global financial system and discusses its implications for stability and growth, focusing on the role of policies in the new millennium in both EDEs and the United States and Europe.
Reauthorization Of The Commodity Futures Trading Commission
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Author : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
language : en
Publisher:
Release Date : 2014
Reauthorization Of The Commodity Futures Trading Commission written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Derivative securities categories.