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Author : Bin Zhou
Publisher :
ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.:/5 (33 download)
Download or read book Analysis of Volatile Time Series, with Reference to Foreign Exchange Rates written by Bin Zhou and published by . This book was released on 1991 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bin Zhou
Publisher : Forgotten Books
ISBN 13 : 9781330265826
Total Pages : 32 pages
Book Rating : 4.2/5 (658 download)
Download or read book High Frequency Data and Volatility, in Foreign Exchange Rates written by Bin Zhou and published by Forgotten Books. This book was released on 2015-06-02 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from High Frequency Data and Volatility, in Foreign Exchange Rates Exchange rates, like many other financial time series, display substantial heteroscedasticity. This poses obstacles in detecting trends and changes. Understanding volatility becomes extremely important in studying financial time series. Unfortunately, estimating volatility from low frequency data, such as daily, weekly, or monthly observations, is very difficult. The recent availability of ultra-high frequency observations, such as tick-by-tick data, to large financial institutions creates a new possibility for the analysis of volatile time series. This article uses tick-by-tick Deutsche Mark and US Dollar (DM/$) exchange rates to explore this new type of data. Unlike low frequency data, high frequency data have extremely high negative first order autocorrelation in their return. A model explaining the negative autocorrelation and volatility estimators using the high frequency data are proposed. Daily and hourly volatility of the DM/$ exchange rates are estimated and the behaviors of the volatility are discussed. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Author : P.M. Robinson
Publisher : Springer Science & Business Media
ISBN 13 : 1461224128
Total Pages : 443 pages
Book Rating : 4.4/5 (612 download)
Download or read book Athens Conference on Applied Probability and Time Series Analysis written by P.M. Robinson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan's researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.
Author :
Publisher :
ISBN 13 :
Total Pages : 836 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1997 with total page 836 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert J. Hodrick
Publisher : CRC Press
ISBN 13 : 1000950026
Total Pages : 198 pages
Book Rating : 4.0/5 (9 download)
Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author : Institute of Mathematical Statistics
Publisher :
ISBN 13 :
Total Pages : 674 pages
Book Rating : 4.:/5 (42 download)
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1993 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Doug Huggins
Publisher : John Wiley & Sons
ISBN 13 : 1394189109
Total Pages : 440 pages
Book Rating : 4.3/5 (941 download)
Download or read book Fixed Income Relative Value Analysis + Website written by Doug Huggins and published by John Wiley & Sons. This book was released on 2024-04-02 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads. You’ll find a set of statistical and financial tools, a multitude of actual trades resulting from the application of these tools, as well as access to a companion website featuring spreadsheets illustrating some of the models contained in the book. This book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis, now including the multivariate Ornstein-Uhlenbeck model. An in-depth approach to understanding swap spreads in theory and practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades into three types and the appropriate analysis tools. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts. Fixed Income Relative Value Analysis has proven to be an indispensable desk reference for buy- and sell-side fixed income professionals, including traders, quantitative analysts, portfolio managers, financial engineers, fixed income salespeople with sophisticated clientele and risk managers.
Author : Das, Ramesh Chandra
Publisher : IGI Global
ISBN 13 : 1522523626
Total Pages : 494 pages
Book Rating : 4.5/5 (225 download)
Download or read book Handbook of Research on Economic, Financial, and Industrial Impacts on Infrastructure Development written by Das, Ramesh Chandra and published by IGI Global. This book was released on 2017-04-17 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: The infrastructure of a country has significant effects on both the lives of its citizens and its place in international markets. As such, it is imperative to develop policies to promote the quality of a nation’s infrastructure. The Handbook of Research on Economic, Financial, and Industrial Impacts on Infrastructure Development is a pivotal reference source for the latest scholarly research on various initiatives and policies developed to enhance the current infrastructure of modern nations. Including the role of economics, finance, and multiple industry perspectives, this book covers a range of pertinent topics such as R&D initiatives, foreign direct investment, and trade liberalization, and this publication is an ideal reference source for researchers, academics, practitioners, and students interested in recent trends in infrastructure development.
Author : Khaled Elleithy
Publisher : Springer Science & Business Media
ISBN 13 : 9048191513
Total Pages : 623 pages
Book Rating : 4.0/5 (481 download)
Download or read book Technological Developments in Networking, Education and Automation written by Khaled Elleithy and published by Springer Science & Business Media. This book was released on 2010-06-18 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: Technological Developments in Networking, Education and Automation includes a set of rigorously reviewed world-class manuscripts addressing and detailing state-of-the-art research projects in the following areas: Computer Networks: Access Technologies, Medium Access Control, Network architectures and Equipment, Optical Networks and Switching, Telecommunication Technology, and Ultra Wideband Communications. Engineering Education and Online Learning: including development of courses and systems for engineering, technical and liberal studies programs; online laboratories; intelligent testing using fuzzy logic; taxonomy of e-courses; and evaluation of online courses. Pedagogy: including benchmarking; group-learning; active learning; teaching of multiple subjects together; ontology; and knowledge management. Instruction Technology: including internet textbooks; virtual reality labs, instructional design, virtual models, pedagogy-oriented markup languages; graphic design possibilities; open source classroom management software; automatic email response systems; tablet-pcs; personalization using web mining technology; intelligent digital chalkboards; virtual room concepts for cooperative scientific work; and network technologies, management, and architecture. Coding and Modulation: Modeling and Simulation, OFDM technology , Space-time Coding, Spread Spectrum and CDMA Systems. Wireless technologies: Bluetooth , Cellular Wireless Networks, Cordless Systems and Wireless Local Loop, HIPERLAN, IEEE 802.11, Mobile Network Layer, Mobile Transport Layer, and Spread Spectrum. Network Security and applications: Authentication Applications, Block Ciphers Design Principles, Block Ciphers Modes of Operation, Electronic Mail Security, Encryption & Message Confidentiality, Firewalls, IP Security, Key Cryptography & Message Authentication, and Web Security. Robotics, Control Systems and Automation: Distributed Control Systems, Automation, Expert Systems, Robotics, Factory Automation, Intelligent Control Systems, Man Machine Interaction, Manufacturing Information System, Motion Control, and Process Automation. Vision Systems: for human action sensing, face recognition, and image processing algorithms for smoothing of high speed motion. Electronics and Power Systems: Actuators, Electro-Mechanical Systems, High Frequency Converters, Industrial Electronics, Motors and Drives, Power Converters, Power Devices and Components, and Power Electronics.
Author : Khee Giap Tan
Publisher : World Scientific
ISBN 13 : 9811207860
Total Pages : 391 pages
Book Rating : 4.8/5 (112 download)
Download or read book Annual Competitiveness Analysis And Impact Estimation Of Exchange Rates On Exports From Sub-national Economies Of Indonesia written by Khee Giap Tan and published by World Scientific. This book was released on 2019-11-12 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indonesia is one of the largest economies in the world and is one of the major players in the global economy. The diversity in Indonesia's socio-economic structure from province to province and region to region warrants an in-depth inquisition at the sub-national level. This book forms part of the series of Asia Competitiveness Institute (ACI) annual flagship study on the competitiveness of the 34 provinces in Indonesia. Using over 100 indicators, the study covers four environments in (1) Macroeconomic Stability, (2) Government and Institutional Setting, (3) Financial, Businesses and Manpower Conditions and (4) Quality of Life and Infrastructure Development, and 12 sub-environments. This book also provides insights to the comparative strengths and weaknesses of the sub-national economies and conducts a 'What-ifs' policy simulation to craft targeted policy recommendations for each province.This sixth edition will continue to elucidate the competitiveness landscape of each province's competitiveness. Additionally, this edition will also feature commentaries by the local academics on the recent developments in the 34 provinces of Indonesia. In view of the importance of international trade to the Indonesia's economy, this book also features the study of impact estimation of exchange rates on exports in Indonesia.
Author : Mr.Charalambos G. Tsangarides
Publisher : International Monetary Fund
ISBN 13 : 1589067282
Total Pages : 352 pages
Book Rating : 4.5/5 (89 download)
Download or read book Exchange Rate Analysis in Support of IMF Surveillance written by Mr.Charalambos G. Tsangarides and published by International Monetary Fund. This book was released on 2008-09-08 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate analysis lies at the center of the IMF's surveillance mandate and policy advice, as well as in the design of IMF-supported programs, and IMF staff are called upon to analyze a wide variety of exchange rate issues in various member countries, both small and large, from the least economically developed to the most advanced, and from those whose currencies circulate only locally to those whose currencies are of global importance. Each year, IMF staff produce dozens of studies on exchange rate issues, some published by the IMF, others in various professional journals or books. This book aims to give a flavor of the topics the IMF staff typically examine under the broad rubric of exchange rate analysis, encompassing several topics: determination and impact of the real exchange rate, assessing competitiveness and the equilibrium real exchange rate in specific countries or country groups, and considerations in the choice of exchange rate regime.
Author : Zhigang Zeng
Publisher : Springer Science & Business Media
ISBN 13 : 3642129900
Total Pages : 921 pages
Book Rating : 4.6/5 (421 download)
Download or read book Advances in Neural Network Research and Applications written by Zhigang Zeng and published by Springer Science & Business Media. This book was released on 2010-05-10 with total page 921 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a part of the Proceedings of the Seventh International Symposium on Neural Networks (ISNN 2010), held on June 6-9, 2010 in Shanghai, China. Over the past few years, ISNN has matured into a well-established premier international symposium on neural networks and related fields, with a successful sequence of ISNN series in Dalian (2004), Chongqing (2005), Chengdu (2006), Nanjing (2007), Beijing (2008), and Wuhan (2009). Following the tradition of ISNN series, ISNN 2010 provided a high-level international forum for scientists, engineers, and educators to present the state-of-the-art research in neural networks and related fields, and also discuss the major opportunities and challenges of future neural network research. Over the past decades, the neural network community has witnessed significant breakthroughs and developments from all aspects of neural network research, including theoretical foundations, architectures, and network organizations, modeling and simulation, empirical studies, as well as a wide range of applications across different domains. The recent developments of science and technology, including neuroscience, computer science, cognitive science, nano-technologies and engineering design, among others, has provided significant new understandings and technological solutions to move the neural network research toward the development of complex, large scale, and networked brain-like intelligent systems. This long-term goals can only be achieved with the continuous efforts from the community to seriously investigate various issues on neural networks and related topics.
Author : Lukáš Pichl
Publisher : Springer Nature
ISBN 13 : 9811544980
Total Pages : 256 pages
Book Rating : 4.8/5 (115 download)
Download or read book Advanced Studies of Financial Technologies and Cryptocurrency Markets written by Lukáš Pichl and published by Springer Nature. This book was released on 2020-07-29 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows that research contributions from different fields—finance, economics, computer sciences, and physics—can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies. Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets. This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.
Author :
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (3 download)
Download or read book Agricultural Economics Research written by and published by . This book was released on 1979 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lakhmi C. Jain
Publisher : Springer
ISBN 13 : 8132222059
Total Pages : 710 pages
Book Rating : 4.1/5 (322 download)
Download or read book Computational Intelligence in Data Mining - Volume 1 written by Lakhmi C. Jain and published by Springer. This book was released on 2014-12-10 with total page 710 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributed volume aims to explicate and address the difficulties and challenges for the seamless integration of two core disciplines of computer science, i.e., computational intelligence and data mining. Data Mining aims at the automatic discovery of underlying non-trivial knowledge from datasets by applying intelligent analysis techniques. The interest in this research area has experienced a considerable growth in the last years due to two key factors: (a) knowledge hidden in organizations’ databases can be exploited to improve strategic and managerial decision-making; (b) the large volume of data managed by organizations makes it impossible to carry out a manual analysis. The book addresses different methods and techniques of integration for enhancing the overall goal of data mining. The book helps to disseminate the knowledge about some innovative, active research directions in the field of data mining, machine and computational intelligence, along with some current issues and applications of related topics.
Author : A. Selamat
Publisher : IOS Press
ISBN 13 : 161499434X
Total Pages : 1128 pages
Book Rating : 4.6/5 (149 download)
Download or read book New Trends in Software Methodologies, Tools and Techniques written by A. Selamat and published by IOS Press. This book was released on 2014-08-29 with total page 1128 pages. Available in PDF, EPUB and Kindle. Book excerpt: Software is the essential enabling means for science and the new economy. It helps us to create a more reliable, flexible and robust society. But software often falls short of our expectations. Current methodologies, tools, and techniques remain expensive and are not yet sufficiently reliable, while many promising approaches have proved to be no more than case-by-case oriented methods. This book contains extensively reviewed papers from the thirteenth International Conference on New Trends in software Methodology, Tools and Techniques (SoMeT_14), held in Langkawi, Malaysia, in September 2014. The conference provides an opportunity for scholars from the international research community to discuss and share research experiences of new software methodologies and techniques, and the contributions presented here address issues ranging from research practices and techniques and methodologies to proposing and reporting solutions for global world business. The emphasis has been on human-centric software methodologies, end-user development techniques and emotional reasoning, for an optimally harmonized performance between the design tool and the user. Topics covered include the handling of cognitive issues in software development to adapt it to the user's mental state and intelligent software design in software utilizing new aspects on conceptual ontology and semantics reflected on knowledge base system models. This book provides an opportunity for the software science community to show where we are today and where the future may take us.
Author : Luca Longo
Publisher : Springer Nature
ISBN 13 : 3031440641
Total Pages : 711 pages
Book Rating : 4.0/5 (314 download)
Download or read book Explainable Artificial Intelligence written by Luca Longo and published by Springer Nature. This book was released on 2023-12-05 with total page 711 pages. Available in PDF, EPUB and Kindle. Book excerpt: This three-volume set constitutes the refereed proceedings of the First World Conference on Explainable Artificial Intelligence, xAI 2023, held in Lisbon, Portugal, in July 2023. The 94 papers presented were thoroughly reviewed and selected from the 220 qualified submissions. They are organized in the following topical sections: Part I: Interdisciplinary perspectives, approaches and strategies for xAI; Model-agnostic explanations, methods and techniques for xAI, Causality and Explainable AI; Explainable AI in Finance, cybersecurity, health-care and biomedicine. Part II: Surveys, benchmarks, visual representations and applications for xAI; xAI for decision-making and human-AI collaboration, for Machine Learning on Graphs with Ontologies and Graph Neural Networks; Actionable eXplainable AI, Semantics and explainability, and Explanations for Advice-Giving Systems. Part III: xAI for time series and Natural Language Processing; Human-centered explanations and xAI for Trustworthy and Responsible AI; Explainable and Interpretable AI with Argumentation, Representational Learning and concept extraction for xAI.
