Tag: Finance

Free Download Deep Learning in Engineering, Energy and Finance: Principles and Applications
by S. Sharma, Vivek, Mahajan, Shubham, Nayyar, Anand, Pandit, Amit Kant
English | 2025 | ISBN: 1032627727 | 404 pages | True PDF EPUB | 23.18 MB

Free Download Computational Intelligence for Autonomous Finance
English | 2025 | ISBN: 1394233221 | 330 Pages | EPUB | 8.4 MB
In the rapidly evolving domain of autonomous finance, the convergence of computational intelligence techniques and financial technologies has paved the way for a new era of financial services. This transformation is driven by the integration of artificial intelligence (AI), machine learning (ML), blockchain, and big data analytics into financial systems, leading to the development of more responsive, efficient, and personalized financial products and services. Computational Intelligence for Autonomous Finance delves into the heart of this technological revolution, offering a comprehensive exploration of the theoretical foundations, practical applications, and future prospects of computational intelligence in the financial sector. The backbone of autonomous finance is a complex, interconnected ecosystem that leverages computational intelligence to automate decision-making processes, optimize financial operations, and enhance customer experiences. The book introduces the concept of an Intelligent Autonomous Financial Network (IAFN), which integrates various computational intelligence techniques with cutting-edge financial technologies to create a self-organizing, adaptive, and scalable financial system. The IAFN framework facilitates seamless interactions between diverse financial entities, enabling the provision of innovative financial services such as automated trading, real-time risk management, personalized financial planning, and fraud detection.

Free Download Quantitative Energy Finance: Recent Trends and Developments by Fred Espen Benth, Almut E. D. Veraart
English | March 9, 2024 | ISBN: 3031505964 | 278 pages | MOBI | 41 Mb
Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties confronting energy market participants require sophisticated modelling techniques to effectively understand risk, many of which are covered in this book.

Free Download Tidy Finance with Python (Chapman & Hall/CRC The Python Series) by Christoph Scheuch, Stefan Voigt, Christoph Frey
English | June 22, 2024 | ISBN: 1032676418 | 262 pages | MOBI | 3.90 Mb
This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and Descriptionnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques.

Free Download The Kalman Filter in Finance By Curt Wells (auth.)
1996 | 172 Pages | ISBN: 9048146305 | PDF | 5 MB
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

Free Download Personal Finance Mastery: Budgeting and Saving Strategies – How to Improve Money Habits, Mastering Financial Discipline, Proven Strategies for Budgeting, and Profitable Business Ideas and Secrets by RICHARD N. WILLIAMS
English | September 1, 2023 | ISBN: N/A | ASIN: B0CH5VLDDV | 72 pages | EPUB | 0.25 Mb
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Free Download Stephen A. Ross, Randolph W. Westerfield, Jeffrey Jaffe, "Corporate Finance"
English | 2019 | pages: 919 | ISBN: 1259265919 | PDF | 39,1 mb
Emphasizing modern fundamentals of the theory of finance, Corporate Finance, Eighth Canadian Edition, presents corporate finance as the collaboration of a small number of integrated and powerful institutions. Ross develops the central concepts of modern finance: arbitrage, net present value, efficient markets, agency theory, options, and the trade-off between risk and return, and uses them to explain corporate finance with a balance of theory and application.

Free Download Competition Culture and Corporate Finance: A Measure of Firms’ Competition Culture Based on a Textual Analysis of 10-K Filings by Terry Harris
English | April 25, 2023 | ISBN: 3031301552 | 264 pages | MOBI | 4.83 Mb
This book introduces a measure of firms’ competition culture based on a textual analysis and natural language processing (NPL) of firms’ 10-K filings. Using this measure, the book explores the relationship between competition culture and various phenomena in corporate finance, specifically, institutional ownership structure, stock return performance, idiosyncratic stock price crash risk, meeting/beating analysts’ earnings expectations, and earnings management activity, for a large sample of US-based financial and non-financial firms. In particular, the book provides evidence that transient institutional ownership intensifies firms’ competition culture, while dedicated institutional ownership lessens it. In addition, the book’s findings suggest that firms with greater levels of competition culture achieve higher levels of short-term stock return performance, experience greater incidence of idiosyncratic stock price crashes, and are more prone to meet/beat analysts forecast and engagein accruals-based earnings manipulation.

Free Download Sara Finance – Stock Market Course Links Hight Speed
Get access to Sara Finance – Stock Market Course and learn effective strategies to navigate the stock market. Download now for expert guidance and essential tips!
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• Lifetime access to this course that teaches you how to invest in the stock market. You will also get access to all the future updates.

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• Get a free stock depending on where you live.
• BONUS! Learn how to invest in cryptocurrencies such as bitcoin and ethereum.

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• The simplest investment

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Free Download Topics in Numerical Methods for Finance By Nicola Bruti-Liberati, Eckhard Platen (auth.), Mark Cummins, Finbarr Murphy, John J.H. Miller (eds.)
2012 | 204 Pages | ISBN: 1461434327 | PDF | 5 MB
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.