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22. Time series in economics and finance [2020]
 Cipra, Tomas, author.
 Cham, Switzerland : Springer, [2020]
 Description
 Book — 1 online resource (ix, 410 pages) : illustrations (some color) Digital: text file.PDF.
 Summary

 1. Introduction. I. Subject of Time Series.
 2. Random Processes. II. Decomposition of Economic Time Series.
 3. Trend.
 4. Seasonality and Periodicity.
 5. Residual Component. III. Autocorrelation Methods for Univariate Time Series.
 6. BoxJenkins Methodology.
 7. Autocorrelation Methods in Regression Models. IV. Financial Time Series.
 8. Volatility of Financial Time Series.
 9. Other Methods for Financial Time Series.
 10. Models of Development of Financial Assets.
 11. Value at Risk. V. Multivariate Time Series.
 12. Methods for Multivariate Time Series.
 13. Multivariate Volatility Modeling.
 14. State Space Models of Time Series. References. Index.
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(source: Nielsen Book Data)
 Switzerland : Springer, 2016.
 Description
 Book — 1 online resource (viii, 225 pages) : illustrations (some color)
 Summary

 1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time
 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for timeinhomogeneous Ĺevy process: A Malliavin calculus approach and numeric
 3 Nicolas Privault and Dichuan Yang: VarianceGGC asset price models and their sensitivity analysis
 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on MalliavinSkorohod type calculus
 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance A short overview
 6 AbdulRahman AlHussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
 7 AbdulRahman AlHussein and Boulakhras Gherbal: Sufficient conditions of optimality for forwardbackward doubly SDEs with jumps
 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of onedimensional stochastic differential equations with jumps
 9 E.H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.
 Voit, Johannes, 1957
 Berlin ; New York : Springer, [2001]
 Description
 Book — 1 online resource (xii, 220 pages) : illustrations Digital: text file.PDF.
 Summary

 1. Introduction
 2. Basic Information on Capital Markets
 3. Random Walks in Finance and Physics
 4. The BlackScholes Theory of Option Prices
 5. Scaling in Financial Data and in Physics
 6. Turbulence and Foreign Exchange Markets
 7. Risk Control and Derivative Pricing in NonGaussian Markets
 8. Microscopic Market Models
 9. Theory of Stock Exchange Crashes.
25. Probability and statistics for finance [2010]
 Hoboken, N.J. : John Wiley & Sons, ©2010.
 Description
 Book — 1 online resource (xviii, 654 pages) : illustrations
 Summary

 Preface. About the Authors.
 CHAPTER 1 Introduction. Probability Versus Statistics. Overview of the Book. PART ONE Descriptive Statistics.
 CHAPTER 2 Basic Data Analysis. Data Types. Frequency Distributions. Empirical Cumulative Frequency Distribution. Data Classes. Cumulative Frequency Distributions. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 3 Measures of Location and Spread. Parameters versus Statistics. Center and Location. Variation. Measures of the Linear Transformation. Summary of Measures. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 4 Graphical Representation of Data. Pie Charts. Bar Chart. Stem and Leaf Diagram. Frequency Histogram. Ogive Diagrams. Box Plot. QQ Plot. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 5 Multivariate Variables and Distributions. Data Tables and Frequencies. Class Data and Histograms. Marginal Distributions. Graphical Representation. Conditional Distribution. Conditional Parameters and Statistics. Independence. Covariance. Correlation. Contingency Coefficient. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 6 Introduction to Regression Analysis. The Role of Correlation. Regression Model: Linear Functional Relationship Between Two Variables. Distributional Assumptions of the Regression Model. Estimating the Regression Model. Goodness of Fit of the Model. Linear Regression of Some NonLinear Relationship. Two Applications in Finance. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 7 Introduction to Time Series Analysis. What Is Time Series? Decomposition of Time Series. Representation of Time Series with Difference Equations. Application: The Price Process. Concepts Explained in this Chapter (In Order of Presentation). PART TWO Basic Probability Theory.
 CHAPTER 8 Concepts of Probability Theory. Historical Development of Alternative Approaches to Probability. Set Operations and Preliminaries. Probability Measure. Random Variable. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 9 Discrete Probability Distributions. Discrete Law. Bernoulli Distribution. Binomial Distribution. Hypergeometric Distribution. Multinomial Distribution. Poisson Distribution Discrete Uniform Distribution. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 10 Continuous Probability Distributions. Continuous Probability Distribution Described. Distribution Function. Density Function. Continuous Random Variable. Computing Probabilities from the Density Function. Location Parameters. Dispersion Parameters. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 11 Continuous Probability Distributions with Appealing Statistical Properties. Normal Distribution. ChiSquare Distribution. Student's t Distribution. F Distribution. Exponential Distribution. Rectangular Distribution. Gamma Distribution. Beta Distribution. LogNormal Distribution. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 12 Continuous Probability Distributions Dealing with Extreme Events. Generalized Extreme Value Distribution. Generalized Pareto Distribution. Normal Inverse Gaussian Distribution. aStable Distribution. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 13 Parameters of Location and Scale of Random Variables. Parameters of Location. Parameters of Scale. Concepts Explained in this Chapter (In Order of Presentation). Appendix: Parameters for Various Distribution Functions.
 CHAPTER 14 Joint Probability Distributions. Higher Dimensional Random Variables. Joint Probability Distribution. Marginal Distributions. Dependence. Covariance and Correlation. Selection of Multivariate Distributions. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 15 Conditional Probability and Bayes' Rule. Conditional Probability. Independent Events. Multiplicative Rule of Probability. Bayes' Rule. Conditional Parameters. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 16 Copula and Dependence Measures. Copula. Alternative Dependence Measures. Concepts Explained in this Chapter (In Order of Presentation). PART THREE Inductive Statistics.
 CHAPTER 17 Point Estimators. Sample, Statistic, and Estimator. Quality Criteria of Estimators. Large Sample Criteria. Maximum Likehood Estimator. Exponential Family and Sufficiency. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 18 Confidence Intervals. Confidence Level and Confidence Interval. Confidence Interval for the Mean of a Normal Random Variable. Confidence Interval for the Mean of a Normal Random Variable with Unknown Variance. Confidence Interval for the Parameter p of a Binomial Distribution. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 19 Hypothesis Testing. Hypotheses. Error Types. Quality Criteria of a Test. Examples. Concepts Explained in this Chapter (In Order of Presentation). PART FOUR Multivariate Linear Regression Analysis.
 CHAPTER 20 Estimates and Diagnostics for Multivariate Linear Regression Analysis. The Multivariate Linear Regression Model. Assumptions of the Multivariate Linear Regression Model. Estimation of the Model Parameters. Designing the Model. Diagnostic Check and Model Significance. Applications to Finance. Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 21 Designing and Building a Multivariate Linear Regression Model. The Problem of Multicollinearity. Incorporating Dummy Variables as Independent Variables. Model Building Techniques 561 Concepts Explained in this Chapter (In Order of Presentation).
 CHAPTER 22 Testing the Assumptions of the Multivariate Linear Regression Model. Tests for Linearity. Assumed Statistical Properties About the Error Term. Tests for the Residuals Being Normally Distributed. Tests for Constant Variance of the Error Term (Homoskedasticity). Absence of Autocorrelation of the Residuals. Concepts Explained in this Chapter (In Order of Presentation). APPENDIX A Important Functions and Their Features. Continuous Function. Indicator Function. Derivatives. Monotonic Function. Integral. Some Functions. APPENDIX B Fundamentals of Matrix Operations and Concepts. The Notion of Vector and Matrix. Matrix Multiplication. Particular Matrices. Positive Semidefinite Matrices. APPENDIX C Binomial and Multinomial Coefficients. Binomial Coefficient. Multinomial Coefficient. APPENDIX D Application of the LogNormal Distribution to the Pricing of Call Options. Call Options. Deriving the Price of a European Call Option. Illustration. REFERENCES. INDEX.
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(source: Nielsen Book Data)
 Washington, D.C. : International Monetary Fund, 1992.
 Description
 Book — 1 online resource (viii, 97 pages)
 Summary

The Background Papers gathers together a number of studies that were prepared as research to the final report. Although not a part of the report itself, these papers provide detail on a number of issues grouped together here by general topic; data sources and methodology, direct investment, portfolio investment, international banking statistics, and other capital flows.
 Voit, Johannes, 1957
 3rd ed.  Berlin ; New York : Springer, ©2005.
 Description
 Book — 1 online resource (xv, 378 pages) : illustrations Digital: text file.PDF.
 Summary

 Basic Information on Capital Markets
 Random Walks in Finance and Physics
 The BlackScholes Theory of Option Prices
 Scaling in Financial Data and in Physics
 Turbulence and Foreign Exchange Markets
 Derivative Pricing Beyond BlackScholes
 Microscopic Market Models
 Theory of Stock Exchange Crashes
 Risk Management
 Economic and Regulatory Capital for Financial Institutions.
 Jansen, Stefan, author.
 Second edition.  Birmingham, UK : Packt Publishing, 2020.
 Description
 Book — 1 online resource (1 volume) : illustrations
 Summary

 Table of Contents Machine Learning for Trading  From Idea to Execution Market and Fundamental Data  Sources and Techniques Alternative Data for Finance  Categories and Use Cases Financial Feature Engineering  How to Research Alpha Factors Portfolio Optimization and Performance Evaluation The Machine Learning Process Linear Models  From Risk Factors to Return Forecasts The ML4T Workflow  From Model to Strategy Backtesting (N.B. Please use the Look Inside option to see further chapters).
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 MAF (Conference) (2022 : Solerno, Italy)
 Cham, Switzerland : Springer, 2022.
 Description
 Book — 1 online resource (1 volume) : illustrations (black and white, and color).
 Summary

 The book chapters will be the scientific contributes submitted by the Authors and accepted for publication after peer review. The book will contain about 70 chapters.
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(source: Nielsen Book Data)
30. Practical fruits of Econophysics : proceedings of the third Nikkei Econophysics Symposium [2006]
 Nikkei Econophysics Symposium (3rd : 2004 : Tokyo, Japan)
 Tokyo ; New York : Springer, ©2006.
 Description
 Book — 1 online resource (xii, 390 pages) : illustrations Digital: text file.PDF.
 Summary

 1. Market's Basic Properties
 Correlated Randomeness: Rare and Notsorare Events in Finance
 Nontrivial scaling of fluctuations in the trading activity of NYSE
 Dynamics and predictability of fluctuations in dollaryen exchange rates
 Temporal characteristics of moving average of foreign exchange markets
 Characteristic market behaviors caused by intervention in a foreign exchange market
 Apples and Oranges: the difference between the Reaction of the Emerging and Mature Markets to Crashes
 Scaling and Memory in Return Loss Intervals: Application to Risk Estimation
 Recurrence analysis near the NASDAQ crash of April 2000
 Modeling a foreign exchange rate using moving average of YenDollar market data
 Systematic tuning of optimal weightedmovingaverage of yendollar market data
 Power law and its transition in the slow convergence to a Gaussian in the S&P500 index
 Empirical study of the market impact in the Tokyo Stock Exchange
 Econophysics to unravel the hidden dynamics of commodity markets
 A characteristic time scale of tick quotes on foreign currency markets
 2. Predictability of Markets
 Order book dynamics and price impact
 Prediction oriented variant of financial logperiodicity and speculating about the stock market development until 2010
 Quantitative Forecasting and Modeling Stock Price Fluctuations
 Time series of stock price and of two fractal overlaps: Anticipating market crashes ?
 Short Time Segment Price Forecasts Using Spline Fit Interactions
 Successful Price Cycle Forecasts for S&P Futures Using TF3  a Pattern Recognition Algorithms Based on the KNN Method
 The Hurst's exponent in technical analysis signals
 Financial Markets Dynamic Distribution Function, Predictability and Investment DecisionMaking (FMDDF)
 Market Cycle Turning Point Forecasts by a TwoParameter Learning Algorithm as a Trading Tool for S&P Futures
 3. Mathematical models
 The CTRWs in finance: the mean exit time
 Discretized ContinuousTime Hierarchical Walks and Flights as possible bases of the nonlinear longterm autocorrelations observed in highfrequency financial timeseries
 Evidence for Superdiffusion and "Momentum" in Stock Price Changes
 Beyond the Third Dimension: Searching for the Price Equation
 An agentbased model of financial returns in a limit order market
 Stock price process and the longrange percolation
 What information is hidden in chaotic time series?
 Analysis of Evolution of Stock Prices in Terms of Oscillation Theory
 Simple stochastic modeling for fat tails in financial markets
 Agent Based Simulation Design Principles ? Applications to Stock Market
 Heterogeneous agents model for stock market dynamics: role of market leaders and fundamental prices
 Dynamics of Interacting Strategies
 Emergence of twophase behavior in markets through interaction and learning in agents with bounded rationality
 Explanation of binarized tick data using investor sentiment and genetic learning
 A Gametheoretic Stochastic Agents Model for Enterprise Risk Management
 4. Correlation and Risk Management
 Blackouts, risk, and fattailed distributions
 Portfolio Selection in a Noisy Environment Using Absolute Deviation as a Risk Measure
 Application of PCA and Random Matrix Theory to Passive Fund Management
 Testing Methods to Reduce Noise in Financial Correlation Matrices
 Application of noise level estimation for portfolio optimization
 Method of Analyzing Weather Derivatives Based on Longrange Weather Forecasts
 Investment horizons : A timedependent measure of asset performance
 Clustering financial time series
 Risk portofolio management under Zipf analysis based strategies
 Macroplayers in stock markets
 Conservative Estimation of Default Rate Correlations
 Are Firm Growth Rates Random? Evidence from Japanese Small Firms
 Trading Volume and Information Dynamics of Financial Markets
 Random Matrix Theory Applied to Portfolio Optimization in Japanese Stock Market
 Growth and Fluctuations for SmallBusiness Firms
 5. Networks and Wealth Distributions
 The skeleton of the Shareholders Networks
 Financial Market  A Network Perspective
 Change of ownership networks in Japan
 G7 country Gross Domestic Product (GDP) time correlations  A graph network analysis
 Dependence of Distribution and Velocity of Money on Required Reserve Ratio
 Prospects for Money Transfer Models
 Inequalities of Wealth Distribution in a Society with Social Classes
 Analyzing money distributions in 'ideal gas' models of markets
 Unstable periodic orbits and chaotic transitions among growth patterns of an economy
 Powerlaw behaviors in high income distribution
 The powerlaw exponent and the competition rule of the high income model
 6. New Ideas
 Personal versus economic freedom
 Complexity in an Interacting System of Production
 Four Ingredients for New Approaches to Macroeconomic Modeling
 Competition phase space: theory and practice
 Analysis of Retail Spatial Market System by the Constructive Simulation Method
 QuantumMonadology Approach to Economic Systems
 Visualization of microstructures of economic flows and adaptive control.
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(source: Nielsen Book Data)
 EconophysKolkata (Workshop) (2nd : 2006 : Calcutta, India)
 Milan : SpringerVerlag Italia, ©2006.
 Description
 Book — 1 online resource (xiii, 253 pages) : illustrations Digital: text file.PDF.
 Summary

 Markets and their Analysis. On StockPrice Fluctuations in the Periods of Booms and Stagnations. An Outlook on Correlations in Stock Prices. The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics. A Random Matrix Approach To Volatility In An Indian Financial Market. Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?. Statistical Distribution of Stock Returns Runs. Fluctuation Dynamics of Exchange Rates on Indian Financial Market. Noise Trading in an Emerging Market: Evidence and Analysis. How Random is the Walk: Efficiency of Indian Stock and Futures Markets. Markets and their Models. Models of Financial Market Information Ecology. Estimating Phenomenological Parameters in MultiAssets Markets. Agents Play Mixgame. Triangular Arbitrage as an Interaction in Foreign Exchange Markets. Modelling Limit Order Financial Markets. Two Fractal Overlap Time Series and Anticipation of Market Crashes. The Apparent Madness of Crowds: Irrational Collective Behavior Emerging from Interactions among Rational Agents. AgentBased Modelling with Wavelets and an Evolutionary Artificial Neural Network: Applications to CAC 40 Forecasting. Information Extraction in Scheduling Problems with NonIdentical Machines. Modelling Financial Time Series. Random Matrix Approach to Fluctuations and Scaling in Complex Systems. The Economic Efficiency of Financial Markets. Regional Inequality. Historical Notes. A Brief History of Economics: An Outsider's Account. The Nature and Future of Econophysics. Comments and Discussions. EconophysKolkata II Workshop Summary. Econophysics: Some Thoughts on Theoretical Perspectives. Comments on "Worrying Trends in Econophysics": Income Distribution Models.
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(source: Nielsen Book Data)
 National Research Council (U.S.). Panel on Estimates of Poverty for Small Geographic Areas.
 Washington, D.C. : National Academy Press, 1997.
 Description
 Book — 1 online resource (viii, 88 pages)
 Summary

 1 FRONT MATTER
 2 EXECUTIVE SUMMARY
 3 1. INTRODUCTION
 4 2. POVERTY ESTIMATES BASED ON CENSUS AND CPS DATA
 5 3. MODELBASED ESTIMATES OF POOR SCHOOLAGE CHILDREN
 6 4. PANEL ASSESSMENT OF THE METHODOLOGY
 7 5. RECOMMENDATION FOR TITLE I ALLOCATIONS
 8 6. NEXT STEPS
 9 A. THE TITLE I ALLOCATION PROCESS
 10 B. COMPARISON OF CENSUS AND CPS ESTIMATES OF POVERTY
 11 C. CENSUS BUREAU'S METHODOLOGY FOR MODELBASED ESTIMATES
 12 D. POPULATION ESTIMATES
 13 E. FUTURE RESEARCH
 14 F. SPECIAL CASE: ESTIMATES FOR PUERTO RICO
 15 REFERENCES
 16 BIOGRAPHICAL SKETCHES, PANEL MEMBERS AND STAFF.
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(source: Nielsen Book Data)
33. Smallarea estimates of schoolage children in poverty : evaluation of current methodology [2000]
 National Research Council (U.S.). Panel on Estimates of Poverty for Small Geographic Areas.
 Washington, D.C. : National Academy Press, ©2000.
 Description
 Book — 1 online resource (xi, 256 pages) : illustrations Digital: data file.
 Summary

 Introduction and overview
 Title I allocation procedures
 Data sources for county estimates
 Estimation procedure for counties
 Alternative county models
 Evaluations of county estimates
 School district estimates
 Population estimates
 Research and development priorities
 Appendix A: Models for county and state poverty estimates
 Appendix B: Regression diagnostics on alternative county regression models
 Appendix C: County model comparisons with 1990 census estimates
 Appendix D: Use of school lunch data in New York state for the estimation of schoolage children in poverty: an analysis / James H. Wyckoff and Frank Papa
 Appendix E: Special case: estimates for Puerto Rico.
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