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001 978-3-031-26518-1
003 DE-He213
005 20240207153554.0
007 cr nn 008mamaa
008 230324s2023 sz | s |||| 0|eng d
020 _a9783031265181
_9978-3-031-26518-1
050 4 _aQ334-342
050 4 _aTA347.A78
072 7 _aUYQ
_2bicssc
072 7 _aCOM004000
_2bisacsh
072 7 _aUYQ
_2thema
082 0 4 _a006.3
_223
245 1 0 _aAI in the Financial Markets
_h[electronic resource] :
_bNew Algorithms and Solutions /
_cedited by Federico Cecconi.
250 _a1st ed. 2023.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2023.
300 _aIX, 135 p. 16 illus., 11 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aComputational Social Sciences,
_x2509-9582
500 _aAcceso multiusuario
505 0 _aChapter 1. Artificial Intelligence and Financial Markets -- Chapter 2. AI, the overall picture -- Chapter 3. Financial markets: values, dynamics, problems -- Chapter 4. The AI's Role in the Great Reset -- Chapter 5. AI Fintech: find out the truth -- Chapter 6. ABM applications to Financial Markets -- Chapter 7. ML application to the Financial Market -- Chapter 8. AI tools for pricing of distressed asset utp and npl loan portfolios -- Chapter 9. More than data science: FuturICT 2.0 -- Chapter 10. Opinion dynamics.
520 _aThis book is divided into two parts, the first of which describes AI as we know it today, in particular the Fintech-related applications. In turn, the second part explores AI models in financial markets: both regarding applications that are already available (e.g. the blockchain supply chain, learning through big data, understanding natural language, or the valuation of complex bonds) and more futuristic solutions (e.g. models based on artificial agents that interact by buying and selling stocks within simulated worlds). The effects of the COVID-19 pandemic are starting to show their financial effects: more companies in a liquidity crisis; more unstable debt positions; and more loans from international institutions for states and large companies. At the same time, we are witnessing a growth of AI technologies in all fields, from the production of goods and services, to the management of socio-economic infrastructures: in medicine, communications, education, and security. The question then becomes: could we imagine integrating AI technologies into the financial markets, in order to improve their performance? And not just limited to using AI to improve performance in high-frequency trading or in the study of trends. Could we imagine AI technologies that make financial markets safer, more stable, and more comprehensible? The book explores these questions, pursuing an approach closely linked to real-world applications. The book is intended for three main categories of readers: (1) management-level employees of companies operating in the financial markets, banks, insurance operators, portfolio managers, brokers, risk assessors, investment managers, and debt managers; (2) policymakers and regulators for financial markets, from government technicians to politicians; and (3) readers curious about technology, both for professional and private purposes, as well as those involved in innovation and research in the private and public spheres.
541 _fUABC ;
_cPerpetuidad
650 0 _aArtificial intelligence.
650 0 _aNatural language processing (Computer science).
650 0 _aFinancial engineering.
650 0 _aMachine learning.
650 0 _aSchools of economics.
650 0 _aCapital market.
650 1 4 _aArtificial Intelligence.
650 2 4 _aNatural Language Processing (NLP).
650 2 4 _aFinancial Technology and Innovation.
650 2 4 _aMachine Learning.
650 2 4 _aAgent-based Economics.
650 2 4 _aCapital Markets.
700 1 _aCecconi, Federico.
_eeditor.
_0(orcid)0000-0003-3336-775X
_1https://orcid.org/0000-0003-3336-775X
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783031265174
776 0 8 _iPrinted edition:
_z9783031265198
776 0 8 _iPrinted edition:
_z9783031265204
830 0 _aComputational Social Sciences,
_x2509-9582
856 4 0 _zLibro electrónico
_uhttp://libcon.rec.uabc.mx:2048/login?url=https://doi.org/10.1007/978-3-031-26518-1
912 _aZDB-2-SCS
912 _aZDB-2-SXCS
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