Interaction Network Inference and Stock Market Modelling

Name: Interaction Network Inference and Stock Market Modelling
Brand: LAP Lambert Academic Publishing
SKU: 9783659972010
Price: 156.85 PLN
Availability: InStock

Basics, Problems and Proposed Methods

Autor: Heba Elsegai

Język:

Oprawa: Miękka

Wydawca: LAP Lambert Academic Publishing

Dostępność: Dostępna u dostawcy

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The inference of causal relationships between stock markets constitutes a major research topic in th...

Informacje o książce

Autor

Heba Elsegai

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2016

strony

180

EAN

9783659972010

Enbook ID

15475805

Wydawca

LAP Lambert Academic Publishing

Waga

286

Wymiary

150 x 220 x 11

Pełny opis

The inference of causal relationships between stock markets constitutes a major research topic in the field of financial time series analysis. A successful reconstruction of the underlying causality structure represents an important step towards the overall aim of improving stock market price forecasting. For the identification of causal relationships, the concept of Granger-causality is utilised. However, there are several challenges associated with applying this concept to real world problems. The first part of the book devoted to inferring the underlying network structure from incomplete time series data. The second part of the book deals with data-based modelling with application to stock market time series data. The methods developed throughout this book are valuable tools to gain a deep understanding of causal relationships especially in stock markets. The numerous breakthrough results in this book are expected to be of aid for investors for improving the process of decision making in portfolio selections. This allows them to reduce the risk exposure associated with their investments.

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Interaction Network Inference and Stock Market Modelling

Basics, Problems and Proposed Methods

Informacje o książce

Pełny opis

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