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Empirical Finance

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ISBN: 9783038977063 Year: Pages: 276 DOI: 10.3390/books978-3-03897-707-0 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics
Added to DOAB on : 2019-04-05 10:34:31
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Abstract

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.

Keywords

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

Climate Variability and Climate Change Impacts on Land Surface, Hydrological Processes and Water Management

Authors: --- ---
ISBN: 9783039215072 / 9783039215089 Year: Pages: 460 DOI: 10.3390/books978-3-03921-508-9 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Environmental Sciences
Added to DOAB on : 2019-12-09 11:49:15
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During the last several decades, Earth´s climate has undergone significant changes due to anthropogenic global warming, and feedbacks to the water cycle. Therefore, persistent efforts are required to improve our understanding of hydrological processes and to engage in efficient water management strategies that explicitly consider changing environmental conditions. The twenty-four contributions in this book have broadly addressed topics across four major research areas: (1) Climate and land-use change impacts on hydrological processes, (2) hydrological trends and causality analysis faced in hydrology, (3) hydrological model simulations and predictions, and (4) reviews on water prices and climate extremes. The broad spectrum of international contributions to the Special Issue indicates that climate change impacts on water resources analysis attracts global attention. We hope that the collection of articles presented here can provide scientists, policymakers and stakeholders alike with insights that support sustainable decision-making in the face of climate change and increasingly scarce environmental resources.

Keywords

hydrological drought --- Three Gorges Dam --- GRACE --- compound extremes --- climate change --- multivariate distribution --- quantile regression --- indicator --- PUB --- rainfall-runoff experiments --- distributed hydrological model --- Hydro-Informatic Modelling System (HIMS) --- freshwater availability --- runoff --- simulated rainfall --- plot scale --- litter layer --- topsoil --- karst --- Yellow River Delta --- estuarine wetlands --- spatiotemporal change analysis --- remote sensing --- intra-annual climate change --- variation in percentage of flood-season precipitation --- natural streamflow variation --- contribution and sensitivity analysis --- Yellow River --- highland agricultural field area --- diffuse pollutant discharge --- multiple regression model --- climate change --- jackknife validation --- water security --- water pricing --- sustainable water management --- trends and patterns --- economics --- precipitation --- air temperature --- river discharge --- Mann-Kendall test --- Selenga river basin --- Lake Baikal basin --- Mongolia --- snowfall to precipitation ratio --- WRF model --- arid region --- Xinjiang --- water resources management --- climate change --- LULCC --- Budyko equation --- streamflow --- drought --- climate variability --- land surface change --- runoff --- Budyko framework --- elasticity coefficient --- Weihe River Basin --- flood --- streamflow --- CMIP5 --- climate change --- HEC-RAS --- trend analysis --- precipitation --- temperature --- eco-region --- Ethiopia --- Three Gorges Project --- dam --- runoff changes --- flood control --- Yangtze River --- benefits --- evapotranspiration --- Pan evaporation --- TFPW-MK --- Haihe River Basin --- hydrological simulation --- quantitative analysis --- SWAT model --- land use/cover change --- climate change --- scenario simulation --- Climate variability --- Large-scale climate indices --- Reservoir inflow forecasting --- Ensemble empirical mode decomposition --- Time series model --- Artificial intelligence model --- grid-based --- HRU-based --- SHM --- SWAT --- large scale basin --- climate change --- human activities --- power operations --- cascade joint operation chart --- inter-basin water transfer project --- climate change --- MATOPIBA agricultural frontier --- water security --- hydroclimatic analysis --- water conflicts --- average annual runoff --- runoff map --- hydrological model --- GIS --- DPR Korea --- streamflow reduction --- climate change --- coal mining --- SWCM --- coal mining concentrated watershed --- the Loess Plateau --- hydrology --- land cover --- land use and climate change --- water resources management --- macro scale modeling --- climate variability --- climate change --- land use change --- hydrological processes --- trends --- water management --- model --- predictions

Risk Measures with Applications in Finance and Economics

Authors: ---
ISBN: 9783038974437 / 9783038974444 Year: Pages: 536 DOI: 10.3390/books978-3-03897-444-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2019-08-28 11:21:27
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Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.

Keywords

falsified products --- medication --- health risk --- low-income country --- regular vine copulas --- tree structures --- co-dependence modelling --- European stock markets --- carbon emissions --- fossil fuels --- crude oil --- coal --- low carbon targets --- green energy --- spot and futures prices --- Granger causality --- volatility spillovers --- quasi likelihood ratio (QLR) test --- diagonal BEKK --- full BEKK --- dynamic hedging --- socially responsible investment --- multivariate regime-switching --- time-varying correlations --- volatility transmission --- conscientiousness --- openness to experience --- perceived ease of use --- perceived usefulness --- online purchase intention --- dynamic conditional correlation --- generalized autoregressive score functions --- time-varying copula function --- CoVaR --- utility --- credit derivatives --- stochastic volatility --- asymptotic approximation --- risk aversion --- portfolio selection --- need hierarchy theory --- two-level optimization --- variance --- coherent risk measures --- probability of default --- bank risk --- banking regulation --- SYMBOL --- financial stability --- China’s food policy --- sustainable food security system --- japonica rice production --- two-level CES function --- technological progress --- Project Financing --- Mezzanine Financing --- option value --- Monte Carlo Simulations --- probabilistic cash flow --- optimizing financial model --- risks mitigation --- investment profitability --- financial hazard map --- random forests --- early warning system --- bank failure --- B-splines --- inflation forecast --- monthly CPI data --- out-of-sample forecast --- the sudden stop of capital inflow --- financial security --- the optimal scale of foreign exchange reserve --- utility maximization --- finance risk --- liquidity premium --- uncertainty termination --- investment horizon --- Amihud’s illiquidity ratio --- factor models --- diversification --- bank profitability --- bank risk --- dynamic panel --- European banking system --- sustainability of economic recovery --- Bayesian approach --- conjugate prior --- cartel --- leniency program --- policy simulation --- S&P 500 index options --- gain-loss ratio --- risk-neutral distribution --- binomial tree --- risk management --- market timing --- moving averages --- risk-free rate --- returns and volatility --- financial risk --- bankruptcy --- regression model --- sustainable development --- Slovak enterprises --- sentiment analysis --- polarity --- scientific verification --- emotion --- joy --- sadness --- climate change --- GMC --- VIX --- RV5MIN --- causal path --- ANN --- sovereign credit default swap (SCDS) --- emerging market --- markov regime switching --- credit risk --- risk assessment --- risk measures --- IPO underpricing --- financial crisis --- information asymmetry --- financial risks --- business groups --- financial performance --- group-affiliated --- institutional voids --- production frontier function --- stochastic frontier model --- specification testing --- wild bootstrap --- smoothing process --- empirical process --- simulations --- stakeholder theory --- sustainability --- risk --- social efficiency --- banking --- cooperative banks --- Data Envelopment Analysis (DEA) --- corporate sustainability --- news release --- stakeholder theory --- stock return volatility --- EGARCH-m --- life insurance --- term life insurance --- whole life insurance --- self-perceived health --- objective health status --- future health risk --- SHARE --- national health system

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MDPI - Multidisciplinary Digital Publishing Institute (3)


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CC by-nc-nd (3)


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eng (3)


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2019 (3)