Data Science for Economics and Finance : Methodologies and Applications. - Consoli, Sergio; Reforgiato Recupero, Diego; Saisana, Michaela (Cham : Springer International Publishing AG, 2021)
2 What Is Bitcoin? -- 3 Bitcoin Data and HAR-Type Strategies to Forecast Volatility -- 4 Machine Learning Strategy to Forecast Volatility -- 5 Social Media Data -- 6 Empirical Exercise -- 7 Robustness Check -- 7.1 Different Window Lengths -- 7.2 Different Sample Periods -- 7.3 Different Tuning Parameters -- 7.4 Incorporating Mainstream Assets as Extra Covariates -- 8 Conclusion -- Appendix: Data Resampling Techniques -- References -- Network Analysis for Economics and Finance: An application to Firm Ownership -- 1 Introduction -- 2 Network Analysis in the Literature -- 3 Network Analysis -- 4 Network Analysis: An Application to Firm Ownership -- 4.1 Data -- 4.2 Network Construction -- 4.3 Network Statistics -- 4.4 Bow-Tie Structure -- 5 Conclusion -- Appendix -- References.
Description based on publisher supplied metadata and other sources.
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2023. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Keywords: Electronic books