Search results:
Found 3
Listing 1 - 3 of 3 |
Sort by
|
Choose an application
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently, most news is still interpreted by humans but news providers have started to offer newswire products with machine learning systems that specifically cater to algorithmic traders. In practice, newswire messagesmake up a major part of the public information set available to investors. This book studies how newswire messages impact modern electronic equity markets.
Choose an application
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.
coal supply chain --- carbon emission --- whole process --- mining city --- China --- emission reduction mechanism research --- China’s iron and steel industry --- a two-stage dynamic game --- inter-regional product yield selection --- wide-area measurement system --- FACTS devices --- coordinated control --- time delay --- damping controllers --- robustness --- bioenergy technology --- dynamic efficiency of public policy --- export performance --- panel data approach --- electricity fluctuation --- recurrence interval analysis --- risk estimation --- SWOT analysis --- building energy efficiency --- rural area --- strategic planning --- crude oil market --- corn market --- asymmetry --- price discovery --- vehicle ownership --- Gompertz model --- fuel demand
Choose an application
There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.
text similarity --- text mining --- machine learning --- SVM --- neural network --- LSTM --- credit risk --- ensemble learning --- deep learning --- bagging --- random forest --- boosting --- deep neural network --- causality-in-variance --- cross-correlation function --- housing and stock markets --- algorithmic trading --- take profit --- stop loss --- MACD --- ATR --- city banks --- dependence structure --- copula --- n/a --- market microstructure --- price discovery --- latency --- currency crisis --- random forests --- wavelet transform --- predictive accuracy --- housing price --- bank credit --- housing loans --- real estate development loans --- TVP-VAR model --- exchange rate --- volatility --- exports --- ARDL --- Vietnam --- crude oil futures prices forecasting --- convolutional neural networks --- short-term forecasting --- utility of international currency --- inertia --- liquidity risk premium --- US dollar --- Japanese yen --- cointegration --- statistical arbitrage --- natural gas --- wholesale electricity --- futures market --- spark spread --- earnings management --- earnings manipulation --- earnings quality --- initial public offering --- IPO --- asset pricing model --- data mining --- bankruptcy prediction --- financial and non-financial variables --- institutional investors’ shareholdings --- panel data model --- piecewise regression model --- global financial crisis --- gold return --- asymmetric dependence --- financial market stress --- robust regression --- quantile regression --- structural break --- flight to quality
Listing 1 - 3 of 3 |
Sort by
|