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Economics and Finance (R0)

Valeriy Zakamulin

Javier Giner

The Ultimate Moving Average Handbook

Bringing Science into the Art of Trend Following

&lt;p class="MsoNormal" style="margin-bottom: .0001pt; text-align: justify; line-height: 150%; mso-layout-grid-align: none; text-autospace: none;"&gt;&lt;strong&gt;&lt;span style="font-size: 10.0pt; line-height: 150%; font-family: TeXGyreTermesX-Bold; mso-bidi-font-family: TeXGyreTermesX-Bold;"&gt;1. Introduction.- Part I MOVING AVERAGES AND TREND-FOLLOWING TRADING RULES.- 2. Basics of Moving Averages.- 3. Trend-Following Trading Rules and Their Anatomy.- Part II QUANTITATIVE ASSESSMENT OF TRADING RULES.- 4. Quantifying Key Properties of Trend-Following Rules.- 5. &lt;span style="mso-spacerun: yes;"&gt;&amp;nbsp;&lt;/span&gt;Exploring Properties of Rules Based on Conventional Moving Averages.- 6. Uncovering the Optimal Trading Rule.- 7. Exploring How Negative Weights Impact Trading Rule Properties.- Part III EXOTIC MOVING AVERAGES AND DIGITAL FILTERS.- 8. Moving Averages with Enhanced Smoothness.- 9. &lt;span style="mso-spacerun: yes;"&gt;&amp;nbsp;&lt;/span&gt;Moving Averages With Reduced Lag Time.- 10. A Digital Signal Processing Approach to Moving Averages.- Part IV ADVANCED TOPICS.- 11. Optimal Trend Following Under General Persistent Return Process.- 12. Optimal Trend Following Rules in Two-State Regime-Switching Models.- 13 Profitability of Suboptimal Trend-Following Rules.- 14. Optimal Trading Frequency for Trend-Following Strategies.- Part V END OF PART IV.- 15 Summary and Conclusions.&lt;/span&gt;&lt;/strong&gt;&lt;/p&gt;

This book examines the political economy of terrorism from a quantitative perspective. With a particular focus on India, it explores the different forms of terrorism, including contested sovereignty, revolutionary change, and secessionist movements. By evaluating terrorist activity in India over the last 20 years and comparing it with other areas that have seen political violence, the key drivers of terrorism are highlighted. The policy and economic responses to terrorism are then evaluated to consider the effectiveness of both deterrence-based and grievance-removing approaches to reducing terrorism.
This book presents a detailed and considered analysis of the causes and responses to terrorism. It will be relevant to students, researchers, and policymakers interested in political economy.
Vani Kant Borooah is Emeritus Professor of Economics at the University of Ulster.

A Quantitative Analysis for India

The Political Economy of Terrorism

This textbook offers an applied introduction to the methods of econometrics. Given the increasing importance of empirical analysis in science and the professional world, the book aims&nbsp;to move econometrics beyond&nbsp;its formal mathematical corner and make it accessible to a broader audience. In&nbsp;developing&nbsp;the textbook, the didactic profile was therefore given priority over scientific elegance. Supported by numerous illustrations, detailed verbal explanations, and accompanying numerical examples, both the&nbsp;fundamentals of econometric and&nbsp;more demanding topics are presented in an easily understandable way. The&nbsp;main sections of &nbsp;the Chapters&nbsp;do not use matrix algebra. However,&nbsp;in each chapter’s appendix, ambitious readers will find detailed matrix-algebra-based representations of the material covered in the main sections.The author 
 Ludwig von Auer is Professor of Economics at Universität Trier and has been honored by the student body with numerous awards for outstanding teaching.

This textbook offers an applied introduction to the methods of econometrics. Given the increasing importance of empirical analysis in science and the professional world, the book aims&nbsp;to move econometrics beyond&nbsp;its formal mathematical corner and make it accessible to a broader audience. In&nbsp;developing&nbsp;the textbook, the didactic profile was therefore given priority over scientific elegance. Supported by numerous illustrations, detailed verbal explanations, and accompanying numerical examples, both the&nbsp;fundamentals of econometric and&nbsp;more demanding topics are presented in an easily understandable way. The&nbsp;main sections of &nbsp;the Chapters&nbsp;do not use matrix algebra. However,&nbsp;in each chapter’s appendix, ambitious readers will find detailed matrix-algebra-based representations of the material covered in the main sections.

An Introduction

Econometrics

Derivatives: Mathematical Foundations for Finance Students is written for students of finance and actuarial science who want to understand derivatives not just as formulas but as ideas that make sense. The goal is to build the mathematical foundations up step by step - starting from the familiar territory of first-year undergraduate probability and statistics and moving all the way to stochastic calculus and the principles of risk-neutral pricing, which form the heart of modern financial mathematics.This text will enable the reader to:¿ understand models of asset price behavior and apply stochastic calculus ¿ use stochastic simulations in R to investigate processes and price options ¿ price options with the binomial model ¿ derive solutions to the Black-Scholes equation using risk-neutral pricing ¿ price interest-rate derivatives using Black's model, short-rate models and the Heath-Jarrow-Morton (HJM) framework ¿ tackle quantitative finance exam questions.It incorporates a range of learning features to aid student understanding, including boxed examples, end-of-chapter summaries, selected questions from Society of Actuaries (US) Quantitative Finance examinations and further reading suggestions. The book is also supported by a suite of digital learning resources, including PowerPoint slides, multiple choice questions, instructor manual/advice document for lecturers and a test bank.This book will appeal to both undergraduate and postgraduate students who wish to understand the principles of stochastic calculus and option pricing.

Mathematical Foundations for Finance Students

Derivatives

Dieses Lehrbuch stellt die wesentlichen Methoden und Anwendungsgebiete der Künstlichen Intelligenz und der Analyse großer Datenmengen bei Finanzintermediären und Industrieunternehmen im Bereich der Finanzwirtschaft dar. Es&nbsp;vermittelt die Grundlagen und fortgeschrittene Methoden der KI und ihrer Anwendungen in der Finanzwirtschaft und&nbsp;unterstützt bei der Vorbereitung auf das Berufsleben im quantitativen Asset- und Risikomanagement. Das Buch kann begleitend zu universitären Lehrveranstaltungen im Bereich Financial Data Analytics, Risiko- und Investmentmanagement benutzt werden.

Daten, Methoden und Anwendungen

Künstliche Intelligenz in der Finanzwirtschaft

Springer Texts in Business and Economics

This Second Edition serves as a comprehensive companion to&nbsp;
 Econometric Analysis of Panel Data
 &nbsp;by Badi H. Baltagi (2021), now in its 6th edition published by Springer. Designed to support both students and applied researchers, this companion enhances understanding of the textbook’s theoretical foundations, provides detailed solutions to many of its exercises, and offers additional empirical examples drawn from published applications in economics and related fields.
 More than just a solutions manual, this volume includes hands-on empirical illustrations using Stata and EViews, making it a practical resource for those applying panel data and spatial panel methods in real-world research. It is ideally suited for advanced undergraduate and graduate courses in econometrics, as well as for practitioners seeking a deeper grasp of the estimation and testing techniques used in panel data analysis.Panel data econometrics continues to grow in popularity across disciplines—including economics, finance, marketing, political science, sociology, and agricultural economics—driven by the increasing availability of panel datasets, advances in econometric methods, and the development of user-friendly software.This companion adds value by presenting exercises in a clear, logical, and pedagogical manner. While closely aligned with the structure and content of Baltagi (2021), the material is self-contained and can be used independently to build foundational knowledge in panel data econometrics.

A Companion to Econometric Analysis of Panel Data

Springer Studies in Alternative Economics

r > g and Redistribution

Capital Income and Concentration of Wealth

Springer Nature Proceedings excluding Computer Science

Stefanos Leonardos

Amir K. Goharshady

William Knottenbelt

Panos Pardalos

6th International Conference MARBLE 2025, Athens, Greece

Mathematical Research for Blockchain Economy

Evolutionary Economics and Social Complexity Science

This is the first book to present a new approach of institutional design as an evolutionary applied policy based on coherent conceptualization and methodology, and to study the actuality and implications of diversifying real/virtual community currencies. In contrast to a de facto standard theory, an institutional ecosystem can be composed of various institutions that continue to coexist with changing relative frequencies. In this view, diversified monetary institutions with local rules are feasible and realistic. Community currencies are worldwide attempts to redress such problems as financial instability, chronic stagnation, and decline of communities caused by globalization of the economy. Considering those alternative movements as a new type of policy, "evolutionist institutional design", this book clarifies the feasibility and significance of community currencies in the current era of globalization. The book also provides a better understanding than mainstream approaches of such platform institutions as money that determine fundamental means of cognition and action of interacting agents. Money is a symbolically generalized communication medium in the mesodomain that mediates between socioeconomic performance and patterns in the macrodomain and motives and cognitive frameworks in the microdomain. Conventional national systems of money and finance are platform institutions that determine basic replicators for a capitalistic market economy to evolve. In contrast, community currencies conveying both economic and social/cultural values are distinct platform institutions that are expected to endogenously change such basic replicators in outer and inner institutions for agents to a noncapitalistic market economy. These currencies are considered target institutions for "media design" in the framework of evolutionist institutional design.

This is the first book to present a new approach of institutional design as an evolutionary applied policy based on coherent conceptualization and methodology, and to study the actuality and implications of diversifying real/virtual community currencies. In contrast to a de facto standard theory, an institutional ecosystem can be composed of various institutions that continue to coexist with changing relative frequencies. In this view, diversified monetary institutions with local rules are feasible and realistic. Community currencies are worldwide attempts to redress such problems as financial instability, chronic stagnation, and decline of communities caused by globalization of the economy. Considering those alternative movements as a new type of policy, “evolutionist institutional design”, this book clarifies the feasibility and significance of community currencies in the current era of globalization. The book also provides a better understanding than mainstream approaches of such platform institutions as money that determine fundamental means of cognition and action of interacting agents. Money is a symbolically generalized communication medium in the mesodomain that mediates between socioeconomic performance and patterns in the macrodomain and motives and cognitive frameworks in the microdomain. Conventional national systems of money and finance are platform institutions that determine basic replicators for a capitalistic market economy to evolve. In contrast, community currencies conveying both economic and social/cultural values are distinct platform institutions that are expected to endogenously change such basic replicators in outer and inner institutions for agents to a noncapitalistic market economy. These currencies are considered target institutions for “media design” in the framework of evolutionist institutional design.

An Evolutionist Institutional Design Approach

Community Currency

Intelligent Technologies and Robotics (R0)

Andrii Semenov

Iryna Yepifanova

Jana Kajanová

Modern Trends in Financial and Innovation Data Processes 2025. Volume 1

Data-Centric Business and Applications

Dynamic Modeling and Econometrics in Economics and Finance

Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention. This textbook offers a comprehensive and accessible guide to understanding these challenges and applying advanced econometric techniques to real-world financial and economic time series data.
Designed for students, professionals, and researchers with a foundational background in statistics, econometrics, and finance, this book bridges the gap between theory and practice. It introduces key concepts progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience in econometrics can grasp and apply the material effectively.
The book is organized into five chapters that progressively guide readers through key concepts in financial time series modeling. It begins with Chapter 1, which introduces data filtering techniques, emphasizing the Kalman Filter's role in improving model accuracy. Chapter 2 explores volatility modeling, addressing common challenges in measuring and interpreting variance in financial data. Chapter 3 builds on this by presenting hybrid approaches that combine GARCH models with neural networks to enhance predictive performance. Chapter 4 applies dynamic volatility models to option valuation, offering both theoretical insights and practical tools. Finally, Chapter 5 delves into regime-switching models, including MSAR (Markov Switching Auto Regressive) and STAR (Smooth Transition Auto Regressive), to capture nonlinear behaviors and structural shifts in time series data. Together, these chapters form a cohesive narrative on modeling the dynamic behavior of financial time series, with a particular emphasis on volatility and structural shifts. Whether you're a finance professional, economist, or data scientist, this book is an essential resource for mastering the tools and techniques that drive modern financial analysis.

A Practical Approach

Non-Linearity in Econometric Modeling, Vol. 1

Advanced Studies in Theoretical and Applied Econometrics

This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers. The subjects range from reflections on many decades of teaching econometrics to studies of the instruction of specific examples and methods. It is aimed at teachers and students of econometrics at all levels.

A Tribute to R. Carter Hill

Teaching Econometrics

Differential Equations, Optimal Control and Applications

Economic Dynamics and Distributions

The Ultimate Moving Average Handbook

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