| Description |
1 online resource |
| Contents |
Intro -- Contents -- Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety -- 1 Introduction -- 2 Algorithmic Innovations in Digital Finance -- 2.1 Fiat Currencies-Pros and Cons -- 2.2 Cryptocurrencies-Pros and Cons -- 2.3 Time Series Analysis of Fiat Currencies and Crypto Assets -- 3 Financial Technologies and Cryptocurrency Markets -- 4 Summary and Outlook -- References -- Financial Contagion through Asset Price and Interbank Networks -- 1 Introduction -- 2 Model -- 2.1 Minimum Capital Requirements -- 2.2 Equilibrium Price |
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2.3 Contraction of an Interbank Debts and Credits Matrix -- 3 Simulation -- 4 Network Structure and Contagion -- 4.1 The Difference Between the Complete Graph and Clusters -- 4.2 Core periphery -- 4.3 Overall Description of Results -- 5 Effectiveness of Countermeasures against Contagion -- 5.1 A Price-Supporting Purchase in the Market -- 5.2 Capital Injection into a Target Bank -- 6 Conclusion -- References -- Optimal Portfolios on Mean-Diversification Efficient Frontiers -- 1 Introduction -- 1.1 Bi-objective Optimization and the Efficient Frontier |
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2 Evolutionary Algorithm and Portfolio Optimization -- 3 Diversification Measures -- 4 Mean-Variance GA and QP Efficient Frontiers -- 4.1 Details of the Algorithm and Parameters -- 5 Mean Diversification Efficient Frontiers -- 6 In-Sample Comparison of Portfolios -- 7 Out-of-Sample Performance -- 8 Conclusion -- Appendix 1 -- Appendix 2 -- References -- Time Series Prediction with LSTM Networks and Its Application to Equity Investment -- 1 Introduction -- 2 Related Literatures -- 2.1 Econometric Approach -- 2.2 Machine Learning and Artificial Intelligence Approach |
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3 Simulation Study for Comparison of Prediction Models -- 3.1 Experimental Time Series Data -- 3.2 Learning Models -- 3.3 Results and Discussions -- 4 Stock Return Prediction and Its Application to Portfolio Selection -- 4.1 Data and Prediction Models -- 4.2 Evaluation of Stock Return Prediction -- 4.3 Application to Portfolio Selection Problem -- 5 Concluding Remarks -- References -- A Response Function of Merton Model and Kinetic Ising Model -- 1 Introduction -- 2 Model -- 3 A Response Function of Merton Model -- 3.1 Balance Sheet -- 3.2 Merton Model |
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3.3 A Response Function with Inter-bank Liabilities -- 4 Dynamics of the Model -- 5 Additional Default Probability -- 6 Concluding Remarks -- References -- Bitcoin's Deviations from Satoshi's World -- 1 Introduction -- 2 Prerequisite of Bitcoin -- 3 Bitcoin at the Dawn -- 4 Deviations from Satoshi's World -- 4.1 First Deviation: Entry of Amateur Investors -- 4.2 Second Deviation: Cyberattack to the Crypto-Asset Exchange -- 4.3 Third Deviation: Development of Dedicated Mining Companies -- 4.4 Fourth Deviation: Altcoin Appreciation and 51% Attack -- 4.5 Fifth Deviation: Bitcoin Scalability Problem |
| Summary |
This book shows that research contributions from different fields--finance, economics, computer sciences, and physics--can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies. Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets. This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets |
| Subject |
Cryptocurrencies.
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Blockchains (Databases)
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cryptocurrencies.
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Macroeconomics.
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International finance.
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Probability & statistics.
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Economic theory & philosophy.
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Business & Economics -- Economics -- Macroeconomics.
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Business & Economics -- Finance.
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Business & Economics -- Statistics.
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Business & Economics -- Economics -- Theory.
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Blockchains (Databases)
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Cryptocurrencies
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| Form |
Electronic book
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| Author |
Pichl, Lukáš
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Eom, Cheoljun
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Scalas, Enrico
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Kaizoji, Taisei
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| ISBN |
9789811544989 |
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9811544980 |
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