Recurrence Interval Analysis Of Financial Time Series
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Recurrence Interval Analysis Of Financial Time Series
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Author : Wei-Xing Zhou
language : en
Publisher: Cambridge University Press
Release Date : 2024-03-21
Recurrence Interval Analysis Of Financial Time Series written by Wei-Xing Zhou and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-21 with Business & Economics categories.
Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a feasible solution for risk assessment and forecasting. This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on future topics in this direction.
Regional Cooperation For The Sustainable Development And Management In Northeast Asia
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Author : Yongrok Choi
language : en
Publisher: MDPI
Release Date : 2018-08-15
Regional Cooperation For The Sustainable Development And Management In Northeast Asia written by Yongrok Choi and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-15 with Business & Economics categories.
This book is a printed edition of the Special Issue "Regional Cooperation for the Sustainable Development and Management in Northeast Asia" that was published in Sustainability
Extreme Events And Natural Hazards
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Author : A. Surjalal Sharma
language : en
Publisher: John Wiley & Sons
Release Date : 2013-05-08
Extreme Events And Natural Hazards written by A. Surjalal Sharma 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 2013-05-08 with Science categories.
Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 196. Extreme Events and Natural Hazards: The Complexity Perspective examines recent developments in complexity science that provide a new approach to understanding extreme events. This understanding is critical to the development of strategies for the prediction of natural hazards and mitigation of their adverse consequences. The volume is a comprehensive collection of current developments in the understanding of extreme events. The following critical areas are highlighted: understanding extreme events, natural hazard prediction and development of mitigation strategies, recent developments in complexity science, global change and how it relates to extreme events, and policy sciences and perspective. With its overarching theme, Extreme Events and Natural Hazards will be of interest and relevance to scientists interested in nonlinear geophysics, natural hazards, atmospheric science, hydrology, oceanography, tectonics, and space weather.
Recurrent Events Data Analysis For Product Repairs Disease Recurrences And Other Applications
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Author : Wayne B. Nelson
language : en
Publisher: SIAM
Release Date : 2003-01-01
Recurrent Events Data Analysis For Product Repairs Disease Recurrences And Other Applications written by Wayne B. Nelson and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01-01 with Technology & Engineering categories.
Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.
New Perspectives And Challenges In Econophysics And Sociophysics
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Author : Frédéric Abergel
language : en
Publisher: Springer
Release Date : 2019-04-02
New Perspectives And Challenges In Econophysics And Sociophysics written by Frédéric Abergel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-02 with Science categories.
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Machine Learning And Ai In Finance
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Author : German Creamer
language : en
Publisher: Routledge
Release Date : 2021-04-05
Machine Learning And Ai In Finance written by German Creamer and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-05 with Business & Economics categories.
The significant amount of information available in any field requires a systematic and analytical approach to select the most critical information and anticipate major events. During the last decade, the world has witnessed a rapid expansion of applications of artificial intelligence (AI) and machine learning (ML) algorithms to an increasingly broad range of financial markets and problems. Machine learning and AI algorithms facilitate this process understanding, modelling and forecasting the behaviour of the most relevant financial variables. The main contribution of this book is the presentation of new theoretical and applied AI perspectives to find solutions to unsolved finance questions. This volume proposes an optimal model for the volatility smile, for modelling high-frequency liquidity demand and supply and for the simulation of market microstructure features. Other new AI developments explored in this book includes building a universal model for a large number of stocks, developing predictive models based on the average price of the crowd, forecasting the stock price using the attention mechanism in a neural network, clustering multivariate time series into different market states, proposing a multivariate distance nonlinear causality test and filtering out false investment strategies with an unsupervised learning algorithm. Machine Learning and AI in Finance explores the most recent advances in the application of innovative machine learning and artificial intelligence models to predict financial time series, to simulate the structure of the financial markets, to explore nonlinear causality models, to test investment strategies and to price financial options. The chapters in this book were originally published as a special issue of the Quantitative Finance journal.
Forecasting Financial Markets In India
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Author : Rudra Prakash Pradhan
language : en
Publisher: Allied Publishers
Release Date : 2009
Forecasting Financial Markets In India written by Rudra Prakash Pradhan and has been published by Allied Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Finance, Personal categories.
Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.
Selected Papers From The 8th Annual Conference Of Energy Economics And Management
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Author : Leixun Yang
language : en
Publisher: MDPI
Release Date : 2019-09-20
Selected Papers From The 8th Annual Conference Of Energy Economics And Management written by Leixun Yang and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-20 with Social Science categories.
This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle.
Seismotectonics Of The East Mediterranean Red Sea Region
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Author : Zakaria Hamimi
language : en
Publisher: Springer Nature
Release Date : 2025-06-03
Seismotectonics Of The East Mediterranean Red Sea Region written by Zakaria Hamimi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-03 with Science categories.
This volume is considered as a unique book outlining new advances in seismotectonic research of the East Mediterranean-Red Sea Region (EMRSR). The dedicated chapters will outline the region in terms of tectonic segmentation, kinematics, and possible causes of it. It will provide state of art overview along-strike variations in geometry and behavior of faulting, jog characteristics of the active tectonic zones, analysis of earthquake clustering features, crustal deformation, constraining crustal velocity fields, relationship between strain rate and seismicity, paleoseismology, as well as global and regional seismicity. There will be specific topics within the book dedicated to the probabilistic seismic-hazard assessment of the EMRSR including its crustal stress field evolution and its implications for fault mechanics, earthquake source parameters and moment tensors, and description of double-coupled earthquake focal mechanism. Also, earthquake-induced deformational structures focusing on afterslip and spontaneous aseismic slip processes will provide a complete picture for the reader about this fascinating active region. Sections documenting the stress field variations and kinematics for diffuse microseismicity will also be developed. Other cutting edge research, such as progressive failure, spatiotemporal characteristics of seismicity that depends on accurate earthquake locations, as well as relationship of global distribution to earthquake-source geometry and tectonic origin provides up to date information within the EMRSR realm. The significance of the ambient noise level and site characterization specific to EMRSR and congruence and incongruence of active tectonic zones with normal plate kinematics will be shown in illustrative sections of this new book. The book also will explore the potential relationship of seismotectonics to sustainable development as a key societal aspect of seismotectonic research in an active convergent plate margin region such as the EMRSR.
Modelling Irregularly Spaced Financial Data
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Author : Nikolaus Hautsch
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-01-07
Modelling Irregularly Spaced Financial Data written by Nikolaus Hautsch 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 2011-01-07 with Business & Economics categories.
This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time.