Linear And Non Linear Dynamics Between Exchange Rates And Stock Markets Returns

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Linear and Non-Linear Financial Econometrics

Author : Mehmet Terzioğlu
Publisher : BoD – Books on Demand
ISBN 13 : 1839624868
Total Pages : 339 pages
Book Rating : 4.8/5 (396 download)

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Book Synopsis Linear and Non-Linear Financial Econometrics by : Mehmet Terzioğlu

Download or read book Linear and Non-Linear Financial Econometrics written by Mehmet Terzioğlu and published by BoD – Books on Demand. This book was released on 2021-03-17 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.

Market Microstructure and Nonlinear Dynamics

Author : Gilles Dufrénot
Publisher : Springer
ISBN 13 : 3319052128
Total Pages : 322 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Market Microstructure and Nonlinear Dynamics by : Gilles Dufrénot

Download or read book Market Microstructure and Nonlinear Dynamics written by Gilles Dufrénot and published by Springer. This book was released on 2014-07-14 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.

Handbook of Computational Finance

Author : Jin-Chuan Duan
Publisher : Springer Science & Business Media
ISBN 13 : 3642172547
Total Pages : 791 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Handbook of Computational Finance by : Jin-Chuan Duan

Download or read book Handbook of Computational Finance written by Jin-Chuan Duan and published by Springer Science & Business Media. This book was released on 2011-10-25 with total page 791 pages. Available in PDF, EPUB and Kindle. Book excerpt: Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.

Complex Systems in Finance and Econometrics

Author : Robert A. Meyers
Publisher : Springer Science & Business Media
ISBN 13 : 1441977007
Total Pages : 919 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Complex Systems in Finance and Econometrics by : Robert A. Meyers

Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition

Author :
Publisher : ScholarlyEditions
ISBN 13 : 1490108807
Total Pages : 741 pages
Book Rating : 4.4/5 (91 download)

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Book Synopsis Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition by :

Download or read book Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition written by and published by ScholarlyEditions. This book was released on 2013-05-01 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Mathematical Analysis. The editors have built Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Mathematical Analysis in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Non-Linear Time Series Models in Empirical Finance

Author : Philip Hans Franses
Publisher : Cambridge University Press
ISBN 13 : 0521770416
Total Pages : 299 pages
Book Rating : 4.5/5 (217 download)

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Book Synopsis Non-Linear Time Series Models in Empirical Finance by : Philip Hans Franses

Download or read book Non-Linear Time Series Models in Empirical Finance written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2000-07-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2000 volume reviews non-linear time series models, and their applications to financial markets.

Biological Systems: Nonlinear Dynamics Approach

Author : Jorge Carballido-Landeira
Publisher : Springer
ISBN 13 : 303016585X
Total Pages : 111 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Biological Systems: Nonlinear Dynamics Approach by : Jorge Carballido-Landeira

Download or read book Biological Systems: Nonlinear Dynamics Approach written by Jorge Carballido-Landeira and published by Springer. This book was released on 2019-04-29 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects recent advances in the field of nonlinear dynamics in biological systems. Focusing on medical applications as well as more fundamental questions in biochemistry, it presents recent findings in areas such as control in chemically driven reaction-diffusion systems, electrical wave propagation through heart tissue, neural network growth, chiral symmetry breaking in polymers and mechanochemical pattern formation in the cytoplasm, particularly in the context of cardiac cells. It is a compilation of works, including contributions from international scientists who attended the “2nd BCAM Workshop on Nonlinear Dynamics in Biological Systems,” held at the Basque Center for Applied Mathematics, Bilbao in September 2016. Embracing diverse disciplines and using multidisciplinary approaches – including theoretical concepts, simulations and experiments – these contributions highlight the nonlinear nature of biological systems in order to be able to reproduce their complex behavior. Edited by the conference organizers and featuring results that represent recent findings and not necessarily those presented at the conference, the book appeals to applied mathematicians, biophysicists and computational biologists.

Risk-Return Relationship and Portfolio Management

Author : Raj S. Dhankar
Publisher : Springer Nature
ISBN 13 : 8132239504
Total Pages : 324 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Risk-Return Relationship and Portfolio Management by : Raj S. Dhankar

Download or read book Risk-Return Relationship and Portfolio Management written by Raj S. Dhankar and published by Springer Nature. This book was released on 2019-10-24 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.

From Physics to Econophysics and Back: Methods and Insights

Author : Siew Ann Cheong
Publisher : Frontiers Media SA
ISBN 13 : 2889765199
Total Pages : 341 pages
Book Rating : 4.8/5 (897 download)

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Book Synopsis From Physics to Econophysics and Back: Methods and Insights by : Siew Ann Cheong

Download or read book From Physics to Econophysics and Back: Methods and Insights written by Siew Ann Cheong and published by Frontiers Media SA. This book was released on 2022-07-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modelling and Forecasting Financial Data

Author : Abdol S. Soofi
Publisher : Springer Science & Business Media
ISBN 13 : 9780792376804
Total Pages : 528 pages
Book Rating : 4.3/5 (768 download)

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Book Synopsis Modelling and Forecasting Financial Data by : Abdol S. Soofi

Download or read book Modelling and Forecasting Financial Data written by Abdol S. Soofi and published by Springer Science & Business Media. This book was released on 2002-03-31 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. Recent developments in mathematical methods of state-space reconstruction, time-delay embedding, and surrogate data analysis, coupled with readily accessible and powerful computational facilities used in gathering and processing massive quantities of high-frequency data, have provided theorists and practitioners unparalleled opportunities for exploratory data analysis, modelling, forecasting, and control. Until now, research exploring the application of nonlinear dynamics and associated algorithms to the study of economies and markets as complex systems is sparse and fragmentary at best. Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

Exchange Rates and Corporate Performance

Author : Yakov Amihud
Publisher : Beard Books
ISBN 13 : 9781587981593
Total Pages : 268 pages
Book Rating : 4.9/5 (815 download)

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Book Synopsis Exchange Rates and Corporate Performance by : Yakov Amihud

Download or read book Exchange Rates and Corporate Performance written by Yakov Amihud and published by Beard Books. This book was released on 2003 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reprint of a previously published book. It consists of a series of papers by experts in the field on how the exchange rate volatility of the 1980s affected the financial policies of international firms.

Dynamic Linkages and Volatility Spillover

Author : Bhaskar Bagchi
Publisher : Emerald Group Publishing
ISBN 13 : 1786355531
Total Pages : 225 pages
Book Rating : 4.7/5 (863 download)

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Book Synopsis Dynamic Linkages and Volatility Spillover by : Bhaskar Bagchi

Download or read book Dynamic Linkages and Volatility Spillover written by Bhaskar Bagchi and published by Emerald Group Publishing. This book was released on 2016-11-01 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.

Nonlinear Dynamics and Evolutionary Economics

Author : Richard Hollis Day
Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Nonlinear Dynamics and Evolutionary Economics by : Richard Hollis Day

Download or read book Nonlinear Dynamics and Evolutionary Economics written by Richard Hollis Day and published by Oxford University Press, USA. This book was released on 1993 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in physics, computers, and mathematics have made it possible to illustrate an astonishing array of potential behavior that can occur when nonlinear interactions are present. As Prigogine explains from a physicist's perspective, the fundamental role of instability and bounded rationality provide more precise understanding for evolution and changes. This volume considers these developments from various fields in the context of economic science. The work starts with a general non-mathematical discussion, introducing the major themes--nonlinearity, dynamical systems, and evolution in economic processes. The work continues with nonlinear analysis of macroeconomic growth and fluctuations. It describes analyses of economic adaptation, learning, and self-organization. The volume also scrutinizes a specific market--equities using nonlinear analysis, controlled experiments, and statistical inference when nonlinearity plays an essential role in data generation. The volume closes with an historical reflection by Richard Goodwin and a roundtable discussion on basic issues and new challenges in nonlinear economic dynamics.

Computational Intelligence in Economics and Finance

Author : Paul P. Wang
Publisher : Springer Science & Business Media
ISBN 13 : 3662063735
Total Pages : 489 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Computational Intelligence in Economics and Finance by : Paul P. Wang

Download or read book Computational Intelligence in Economics and Finance written by Paul P. Wang and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.

Commodities

Author : M. A. H. Dempster
Publisher : CRC Press
ISBN 13 : 1498712339
Total Pages : 725 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Commodities by : M. A. H. Dempster

Download or read book Commodities written by M. A. H. Dempster and published by CRC Press. This book was released on 2015-11-05 with total page 725 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.This book covers the fundamental theory of and derivatives pricing for major commodity markets as well as the interaction between commodi

Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications

Author : Management Association, Information Resources
Publisher : IGI Global
ISBN 13 : 1799804151
Total Pages : 1707 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications by : Management Association, Information Resources

Download or read book Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications written by Management Association, Information Resources and published by IGI Global. This book was released on 2019-10-11 with total page 1707 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to the growing use of web applications and communication devices, the use of data has increased throughout various industries. It is necessary to develop new techniques for managing data in order to ensure adequate usage. Deep learning, a subset of artificial intelligence and machine learning, has been recognized in various real-world applications such as computer vision, image processing, and pattern recognition. The deep learning approach has opened new opportunities that can make such real-life applications and tasks easier and more efficient. Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications is a vital reference source that trends in data analytics and potential technologies that will facilitate insight in various domains of science, industry, business, and consumer applications. It also explores the latest concepts, algorithms, and techniques of deep learning and data mining and analysis. Highlighting a range of topics such as natural language processing, predictive analytics, and deep neural networks, this multi-volume book is ideally designed for computer engineers, software developers, IT professionals, academicians, researchers, and upper-level students seeking current research on the latest trends in the field of deep learning.

Handbook of Research Methods and Applications in Empirical Finance

Author : Adrian R. Bell
Publisher : Edward Elgar Publishing
ISBN 13 : 0857936093
Total Pages : 494 pages
Book Rating : 4.8/5 (579 download)

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Book Synopsis Handbook of Research Methods and Applications in Empirical Finance by : Adrian R. Bell

Download or read book Handbook of Research Methods and Applications in Empirical Finance written by Adrian R. Bell and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.