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Network Models In Finance
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Book Synopsis Network Models in Economics and Finance by : Valery A. Kalyagin
Download or read book Network Models in Economics and Finance written by Valery A. Kalyagin and published by Springer. This book was released on 2014-09-23 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Network Theory and Agent-Based Modeling in Economics and Finance by : Anindya S. Chakrabarti
Download or read book Network Theory and Agent-Based Modeling in Economics and Finance written by Anindya S. Chakrabarti and published by Springer Nature. This book was released on 2019-10-23 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.
Book Synopsis Network Models in Finance by : Frank J. Fabozzi
Download or read book Network Models in Finance written by Frank J. Fabozzi and published by Wiley. This book was released on 2025-03-05 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Handbook on Systemic Risk by : Jean-Pierre Fouque
Download or read book Handbook on Systemic Risk written by Jean-Pierre Fouque and published by Cambridge University Press. This book was released on 2013-05-23 with total page 993 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets.
Book Synopsis Network Models and Optimization by : Mitsuo Gen
Download or read book Network Models and Optimization written by Mitsuo Gen and published by Springer Science & Business Media. This book was released on 2008-07-10 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Neural Networks in Finance by : Paul D. McNelis
Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Academic Press. This book was released on 2005-01-05 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis Data Science for Economics and Finance by : Sergio Consoli
Download or read book Data Science for Economics and Finance written by Sergio Consoli and published by Springer Nature. This book was released on 2021 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Social and Economic Networks by : Matthew O. Jackson
Download or read book Social and Economic Networks written by Matthew O. Jackson and published by Princeton University Press. This book was released on 2010-11-01 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: Networks of relationships help determine the careers that people choose, the jobs they obtain, the products they buy, and how they vote. The many aspects of our lives that are governed by social networks make it critical to understand how they impact behavior, which network structures are likely to emerge in a society, and why we organize ourselves as we do. In Social and Economic Networks, Matthew Jackson offers a comprehensive introduction to social and economic networks, drawing on the latest findings in economics, sociology, computer science, physics, and mathematics. He provides empirical background on networks and the regularities that they exhibit, and discusses random graph-based models and strategic models of network formation. He helps readers to understand behavior in networked societies, with a detailed analysis of learning and diffusion in networks, decision making by individuals who are influenced by their social neighbors, game theory and markets on networks, and a host of related subjects. Jackson also describes the varied statistical and modeling techniques used to analyze social networks. Each chapter includes exercises to aid students in their analysis of how networks function. This book is an indispensable resource for students and researchers in economics, mathematics, physics, sociology, and business.
Book Synopsis Network Theory and Agent-based Modeling in Economics and Finance by : Anindya S. Chakrabarti
Download or read book Network Theory and Agent-based Modeling in Economics and Finance written by Anindya S. Chakrabarti and published by . This book was released on 2019 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.
Book Synopsis Contagion! Systemic Risk in Financial Networks by : T. R. Hurd
Download or read book Contagion! Systemic Risk in Financial Networks written by T. R. Hurd and published by Springer. This book was released on 2016-05-25 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems. As the title suggests, financial contagion is analogous to the spread of disease, and damaging financial crises may be better understood by bringing to bear ideas from studying other complex systems in our world. After considering how people have viewed financial crises and systemic risk in the past, it delves into the mechanics of the interactions between banking counterparties. It finds a common mathematical structure for types of crises that proceed through cascade mappings that approach a cascade equilibrium. Later chapters follow this theme, starting from the underlying random skeleton graph, developing into the theory of bootstrap percolation, ultimately leading to techniques that can determine the large scale nature of contagious financial cascades.
Book Synopsis The Importance of Heterogeneity in Dynamic Network Models Applied to European Systemic Risk by : Xingmin Zhang
Download or read book The Importance of Heterogeneity in Dynamic Network Models Applied to European Systemic Risk written by Xingmin Zhang and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Standard spatial time-series models for financial networks can fail substantially in uncovering empirical network and risk dynamics. We propose a novel empirical spatial modeling framework that solves this problem by accommodating both heterogeneity and time-variation in economic connections and spillovers. While highly flexible, the model is still straightforward to estimate. We apply the model to several datasets for Eurozone sovereign credit risk during the sovereign debt crisis. Accounting for heterogeneity and time-variation turns out to be empirically important and the new model uncovers intuitive patterns that would go unnoticed otherwise in currently available homogeneous and/or static spatial financial network models.
Book Synopsis Financial Network Models by : Janina Engel
Download or read book Financial Network Models written by Janina Engel and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Network Models for Financial Management by : Rajendra Wagle
Download or read book Network Models for Financial Management written by Rajendra Wagle and published by . This book was released on 1992 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Neural Networks in Finance by : Paul D. McNelis
Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Elsevier. This book was released on 2005-01-20 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis Artificial Higher Order Neural Networks for Economics and Business by : Zhang, Ming
Download or read book Artificial Higher Order Neural Networks for Economics and Business written by Zhang, Ming and published by IGI Global. This book was released on 2008-07-31 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is the first book to provide opportunities for millions working in economics, accounting, finance and other business areas education on HONNs, the ease of their usage, and directions on how to obtain more accurate application results. It provides significant, informative advancements in the subject and introduces the HONN group models and adaptive HONNs"--Provided by publisher.
Book Synopsis Applications of Flow Network Models in Finance by : Angel J. Woods
Download or read book Applications of Flow Network Models in Finance written by Angel J. Woods and published by . This book was released on 2017 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Author's abstract: In this thesis we explore the applications of flow networks in practical problems in finance. After introducing basic definitions and background information, we first survey some known applications of flow networks in theoretical mathematics. We also briefly comment on their potential applications in the setting of financial flow networks. We then construct networks from practical financial flows and present the construction, reasoning, and known applications. Lastly, we show a design of financial flow networks that takes time into consideration and discuss its applications.
Book Synopsis Financial Networks by : Anna Nagurney
Download or read book Financial Networks written by Anna Nagurney and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.
