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Author : Adam Copeland
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.E/5 ( download)
Download or read book Learning Dynamics with Private and Public Signals written by Adam Copeland and published by . This book was released on 2004 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Jacques Jose Gilbert
Publisher :
ISBN 13 :
Total Pages : 324 pages
Book Rating : 4.:/5 (34 download)
Download or read book Public Signals and Information Aggregation in Financial Markets written by Thomas Jacques Jose Gilbert and published by . This book was released on 2008 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Norbert Schanne
Publisher : wbv Media GmbH & Company KG
ISBN 13 : 3763940960
Total Pages : 209 pages
Book Rating : 4.7/5 (639 download)
Download or read book Spatial Dependence and Heterogeneity in Empirical Analyses of Regional Labour Market Dynamics written by Norbert Schanne and published by wbv Media GmbH & Company KG. This book was released on 2015-06-23 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Warum sollen Regionen innerhalb eines Landes unabhängige Inseln sein? Und warum sollen, über das gesamte Land hinweg, einheitlich starke ökonomische oder soziale Wirkungszusammenhänge bestehen? Diese zwei Annahmen werden in der angewandten empirischen Wirtschafts- und Sozialforschung üblicherweise implizit unterstellt. Wie in statistischen Verfahren von dieser unrealistischen Modellstruktur unter Ausnutzung der räumlichen Strukturen in beobachteten Variablen und unterstellten Zusammenhängen abgewichen werden kann, diskutiert Norbert Schanne im vorliegenden Band. Möglichkeiten, unser Verständnis der Ökonomie zu vertiefen, werden ebenso verdeutlicht, wie Chancen und Tücken beim Einsatz der Methoden in Studien zu verschiedenen Aspekten der Arbeitsmarktdynamik.
Author : Masaaki Kijima
Publisher : World Scientific
ISBN 13 : 981436603X
Total Pages : 258 pages
Book Rating : 4.8/5 (143 download)
Download or read book Recent Advances in Financial Engineering written by Masaaki Kijima and published by World Scientific. This book was released on 2011 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo. It was for an exchange of new ideas in financial engineering among industry professionals and researchers from various countries. It has been held for two consecutive years since 2009, as a successor to the Daiwa International Workshop, which was held from 2004 to 2008, and is organized by the Institute of Economic Research of Kyoto University (KIER) and the Graduate School of Social Sciences of Tokyo Metropolitan University (TMU). The workshop serves as a bridge between academic researchers and practitioners. This book consists of eleven papers - all refereed - representing or related to the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering. The Proceedings of the 2009 workshop was also published by World Scientific Publishing.
Author : Xavier Vives
Publisher : Princeton University Press
ISBN 13 : 140082950X
Total Pages : 422 pages
Book Rating : 4.4/5 (8 download)
Download or read book Information and Learning in Markets written by Xavier Vives and published by Princeton University Press. This book was released on 2010-01-25 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements--or microstructure--on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the two primary views of markets--informational efficiency and herding--and uses a coherent game-theoretic framework to bring together the latest results from the rational expectations and herding literatures. Vives emphasizes the consequences of market interaction and social learning for informational and economic efficiency. He looks closely at information aggregation mechanisms, progressing from simple to complex environments: from static to dynamic models; from competitive to strategic agents; and from simple market strategies such as noncontingent orders or quantities to complex ones like price contingent orders or demand schedules. Vives finds that contending theories like informational efficiency and herding build on the same principles of Bayesian decision making and that "irrational" agents are not needed to explain herding behavior, booms, and crashes. As this book shows, the microstructure of a market is the crucial factor in the informational efficiency of prices. Provides the most complete analysis of the ways markets aggregate information Bridges the gap between the rational expectations and herding literatures Includes exercises with solutions Serves both as a graduate textbook and a resource for researchers, including financial analysts
Author : Tansu Alpcan
Publisher : Cambridge University Press
ISBN 13 : 1107034124
Total Pages : 604 pages
Book Rating : 4.1/5 (7 download)
Download or read book Mechanisms and Games for Dynamic Spectrum Allocation written by Tansu Alpcan and published by Cambridge University Press. This book was released on 2014 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: An innovative and comprehensive book presenting state-of-the-art research into wireless spectrum allocation based on game theory and mechanism design.
Author : Lakhmi C. Jain
Publisher : Springer Nature
ISBN 13 : 981192452X
Total Pages : 237 pages
Book Rating : 4.8/5 (119 download)
Download or read book 3D Imaging—Multidimensional Signal Processing and Deep Learning written by Lakhmi C. Jain and published by Springer Nature. This book was released on 2022-08-23 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected papers presented at the conference “Advances in 3D Image and Graphics Representation, Analysis, Computing and Information Technology,” one of the first initiatives devoted to the problems of 3D imaging in all contemporary scientific and application areas. The two volumes of the book cover wide area of the aspects of the contemporary multidimensional imaging and outline the related future trends from data acquisition to real-world applications based on new techniques and theoretical approaches. This volume contains papers aimed at the multidimensional systems and signal processing, deep learning, mathematical approaches and the related applications. The related topics are multidimensional multi-component image processing; multidimensional image representation and super-resolution; compression of multidimensional spatio-temporal images; multidimensional image transmission systems; multidimensional signal processing; prediction and filtering of multidimensional process; intelligent multi-spectral and hyper-spectral image processing, intelligent multi-view image processing, 3D deep learning, 3D GIS and graphic database; data-based MD image retrieval and knowledge data mining; watermarking, hiding and encryption of MD images; intelligent visualization of MD images; forensic analysis systems for M3D graphics algorithm; 3D VR (Virtual Reality)/AR (Augmented Reality); applications of multidimensional signal processing; applications of multidimensional systems; multidimensional filters and filter-banks.
Author : Stefania D'Amico
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.E/5 ( download)
Download or read book Density Selection and Combination Under Model Ambiguity written by Stefania D'Amico and published by . This book was released on 2005 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This paper proposes a method for predicting the probability density of a variable of interest in the presence of model ambiguity. In the first step, each candidate parametric model is estimated minimizing the Kullback-Leibler 'distance' (KLD) from a reference nonparametric density estimate. Given that the KLD represents a measure of uncertainty about the true structure, in the second step, its information content is used to rank and combine the estimated models.
Author : Yong Zeng
Publisher : Springer Science & Business Media
ISBN 13 : 1461477891
Total Pages : 358 pages
Book Rating : 4.4/5 (614 download)
Download or read book State-Space Models written by Yong Zeng and published by Springer Science & Business Media. This book was released on 2013-08-15 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.
Author : Michael T. Kiley
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.E/5 ( download)
Download or read book A Quantitative Comparison of Sticky-price and Sticky-information Models of Price Setting written by Michael T. Kiley and published by . This book was released on 2006 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. Benson Durham
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.E/5 ( download)
Download or read book Jump-diffusion Processes and Affine Term Structure Models written by J. Benson Durham and published by . This book was released on 2005 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: Affine term structure models in which the short rate follows a jump-diffusion process are difficult to solve, and the parameters of such models are hard to estimate. Without analytical answers to the partial difference differential equation (PDDE) for bond prices implied by jump-diffusion processes, one must find a numerical solution to the PDDE or exactly solve an approximate PDDE. Although the literature focuses on a single linearization technique to estimate the PDDE, this paper outlines alternative methods that seem to improve accuracy. Also, closed-form solutions, numerical estimates, and closed-form approximations of the PDDE each ultimately depend on the presumed distribution of jump sizes, and this paper explores a broader set of possible densities that may be more consistent with intuition, including a bi-modal Gaussian mixture. GMM and MLE of one- and two-factor jump-diffusion models produce some evidence for jumps, but sensitivity analyses suggest sizeable confidence intervals around the parameters.
Author : Sugata Ray
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.E/5 ( download)
Download or read book An Efficiency Perspective on the Gains from Mergers and Asset Purchases written by Sugata Ray and published by . This book was released on 2007 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Earl Lindsey
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.E/5 ( download)
Download or read book The Reform of October 1979 written by David Earl Lindsey and published by . This book was released on 2005 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: The record suggests that the reform was adopted when the FOMC became convinced that its earlier gradualist strategy using finely tuned interest rate moves had proved inadequate for fighting inflation and reversing inflation expectations. The new plan had to break dramatically with established practice, allow for the possibility of substantial increases in short-term interest rates, yet be politically acceptable, and convince financial markets participants that it would be effective. The new operating procedures were also adopted for the pragmatic reason that they would likely succeed"--Abstract.
Author : David C. Mills
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.E/5 ( download)
Download or read book Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments written by David C. Mills and published by . This book was released on 2005 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: I explore alternative central bank policies for liquidity provision in a model of payments. I use a mechanism design approach so that agents' incentives to default are explicit and contigent on the credit policy designed. In the first policy, the central bank invests in costly enforcement and charges an interest rate to recover costs. I show that the second best solution is not distortionary. In the second policy, the central bank requires collateral. If collateral does not bear an opportunity cost, then the solution is first best. Otherwise, the second best is distortionary because collateral serves as a binding credit constraint.
Author : Jeremy Nalewaik
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.E/5 ( download)
Download or read book Estimating Probabilities of Recession in Real Time Using GDP and GDI written by Jeremy Nalewaik and published by . This book was released on 2007 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Reifschneider
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.E/5 ( download)
Download or read book Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound on Interest Rates written by David Reifschneider and published by . This book was released on 2005 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raven E. Saks
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.E/5 ( download)
Download or read book Job Creation and Housing Construction written by Raven E. Saks and published by . This book was released on 2005 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differences in the supply of housing generate substantial variation in housing prices across the United States. Because housing prices influence migration, the elasticity of housing supply also has an important impact on local labor markets. Specifically, an increase in labor demand will translate into less employment growth and higher wages in places where it is relatively difficult to build new houses. To identify metropolitan areas where the supply of housing is constrained, I assemble evidence on housing supply regulations from a variety of sources. In places with relatively few barriers to construction, an increase in housing demand leads to a large number of new housing units and only a moderate increase in housing prices. In contrast, for an equal demand shock, places with more regulation experience a 17 percent smaller expansion of the housing stock and almost double the increase in housing prices. Furthermore, I find that housing supply regulations have a significant effect on local labor market dynamics. Whereas a 1 percent increase in labor demand generally leads to a 1 percent increase in the long-run level of employment, the employment response is less than 0.8 percent in places where the housing supply is highly constrained.
