國立高雄大學圖資館 |

Language: English

Back

Liquidity dynamics and risk modelingnavigating trading and investment portfolios frontiers with machine learning algorithms /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Liquidity dynamics and risk modelingby Mazin A. M. Al Janabi.
Reminder of title:	navigating trading and investment portfolios frontiers with machine learning algorithms /
Author:	Al Janabi, Mazin A. M.
Published:	Cham :Springer Nature Switzerland :2024.
Description:	xxxv, 643 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Liquidity (Economics)
Online resource:	https://doi.org/10.1007/978-3-031-71503-7
ISBN:	9783031715037$q(electronic bk.)

Liquidity dynamics and risk modelingnavigating trading and investment portfolios frontiers with machine learning algorithms /
Al Janabi, Mazin A. M.

Liquidity dynamics and risk modelingnavigating trading and investment portfolios frontiers with machine learning algorithms /[electronic resource] :by Mazin A. M. Al Janabi. - Cham :Springer Nature Switzerland :2024. - xxxv, 643 p. :ill. (some col.), digital ;24 cm.

Chapter 1: Beyond the Surface: In-depth Perspectives on Liquidity and Risk Frontiers -- Chapter 2: Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with other Financial Risks and Best Practices in Oversight and Governance -- Chapter 3: Crises to Opportunities: Derivatives Trading, Liquidity Management, and Risk Mitigation Strategies in Emerging Markets -- Chapter 4: Insights into Liquidity Dynamics: Optimizing Asset Allocation and Portfolio Risk Management with Machine Learning Algorithms -- Chapter 5: Navigating Liquidity Waves: Practical Applications of Liquidity Risk Management and Investable Portfolio Optimization in Financial Markets -- Chapter 6: Leveraging Liquidity Models in Commodity Markets: Customizing Risk-Appetite Trading Limits for Robust Investment Portfolios -- Chapter 7: Liquidity Spectrum: Unraveling Theoretical Frameworks and Leveraging Modeling Algorithms for In-Depth Insights into Overall and Relative Liquidity Risk Dynamics -- Chapter 8: Beyond Boundaries: Navigating Liquidity Frontiers with Advanced L-VaR Optimization Algorithms and Strategic Integration of Bid-Ask Modeling Spreads.

This book presents a high-quality contribution to the applications of modern financial algorithms for liquidity risk management and its practical uses and applications to investable portfolios and mutual funds. It brings together the latest thinking on the emerging topic of contemporary liquidity risk estimations and management and includes principles, reviews, examples, and concrete financial markets applications to trading and investment portfolios. Furthermore, it explores research directions of liquidity risk management using modified Liquidity-Adjusted Value-at-Risk (L-VaR) models with the application of machine learning optimization algorithms. The book presents specific self-contained use-cases throughout, showing practical applications of the concepts discussed and providing further directions for researchers and financial markets participants. The book draws practical insights from personal experiences and applies specific examples (with the use of real-world case studies and analysis) about how the modeling techniques and machine learning optimization algorithms could address specific theoretical and practical issues of liquidity risk management and coherent asset allocation in trading and investment portfolios. It will be of interest to researchers, students, and practitioners of risk management, portfolio management, and machine learning. Mazin A. M. Al Janabi has more than three decades of multifaceted experience across science, technology, finance, and academia. Holding a PhD in Nuclear Engineering from the University of London, UK, Prof. Al Janabi's journey has been marked by roles within top-tier international financial institutions, including ING-Barings and BBVA, where he held senior management positions like Director of Global Market Risk Management, Head of Trading Risk Management, Head of Derivative Products, and Head of Fixed Income Research. He also served as a Full Research Professor at institutions such as EGADE Business School, Tecnologico de Monterrey in Mexico, United Arab Emirates University (UAEU) in Abu Dhabi, and Al Akhawayn University in Ifrane (AUI), Morocco. A research fellow at the Economic Research Forum (ERF), Prof. Al Janabi's scholarly pursuits delve into the dynamics of emerging and developed economies.

ISBN: 9783031715037$q(electronic bk.)

Standard No.: 10.1007/978-3-031-71503-7doiSubjects--Topical Terms:

321761
Liquidity (Economics)

LC Class. No.: HG178

Dewey Class. No.: 658.15244

Liquidity dynamics and risk modelingnavigating trading and investment portfolios frontiers with machine learning algorithms /
LDR:04548nmm a2200349 a 4500 001 673196
003 DE-He213
005 20241210115227.0
006 m d
007 cr nn 008maaau
008 250422s2024 sz s 0 eng d
020 $a 9783031715037$q(electronic bk.)
020 $a 9783031715020$q(paper)
024 7 $a 10.1007/978-3-031-71503-7 $2 doi
035 $a 978-3-031-71503-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HG178
072 7 $a KJM $2 bicssc
072 7 $a GPQD $2 bicssc
072 7 $a BUS027020 $2 bisacsh
072 7 $a KJM $2 thema
072 7 $a GPQD $2 thema
082 0 4 $a 658.15244 $2 23
090 $a HG178 $b .A316 2024
100 1 $a Al Janabi, Mazin A. M. $3 986672
245 1 0 $a Liquidity dynamics and risk modeling $h [electronic resource] : $b navigating trading and investment portfolios frontiers with machine learning algorithms / $c by Mazin A. M. Al Janabi.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Palgrave Macmillan, $c 2024.
300 $a xxxv, 643 p. : $b ill. (some col.), digital ; $c 24 cm.
505 0 $a Chapter 1: Beyond the Surface: In-depth Perspectives on Liquidity and Risk Frontiers -- Chapter 2: Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with other Financial Risks and Best Practices in Oversight and Governance -- Chapter 3: Crises to Opportunities: Derivatives Trading, Liquidity Management, and Risk Mitigation Strategies in Emerging Markets -- Chapter 4: Insights into Liquidity Dynamics: Optimizing Asset Allocation and Portfolio Risk Management with Machine Learning Algorithms -- Chapter 5: Navigating Liquidity Waves: Practical Applications of Liquidity Risk Management and Investable Portfolio Optimization in Financial Markets -- Chapter 6: Leveraging Liquidity Models in Commodity Markets: Customizing Risk-Appetite Trading Limits for Robust Investment Portfolios -- Chapter 7: Liquidity Spectrum: Unraveling Theoretical Frameworks and Leveraging Modeling Algorithms for In-Depth Insights into Overall and Relative Liquidity Risk Dynamics -- Chapter 8: Beyond Boundaries: Navigating Liquidity Frontiers with Advanced L-VaR Optimization Algorithms and Strategic Integration of Bid-Ask Modeling Spreads.
520 $a This book presents a high-quality contribution to the applications of modern financial algorithms for liquidity risk management and its practical uses and applications to investable portfolios and mutual funds. It brings together the latest thinking on the emerging topic of contemporary liquidity risk estimations and management and includes principles, reviews, examples, and concrete financial markets applications to trading and investment portfolios. Furthermore, it explores research directions of liquidity risk management using modified Liquidity-Adjusted Value-at-Risk (L-VaR) models with the application of machine learning optimization algorithms. The book presents specific self-contained use-cases throughout, showing practical applications of the concepts discussed and providing further directions for researchers and financial markets participants. The book draws practical insights from personal experiences and applies specific examples (with the use of real-world case studies and analysis) about how the modeling techniques and machine learning optimization algorithms could address specific theoretical and practical issues of liquidity risk management and coherent asset allocation in trading and investment portfolios. It will be of interest to researchers, students, and practitioners of risk management, portfolio management, and machine learning. Mazin A. M. Al Janabi has more than three decades of multifaceted experience across science, technology, finance, and academia. Holding a PhD in Nuclear Engineering from the University of London, UK, Prof. Al Janabi's journey has been marked by roles within top-tier international financial institutions, including ING-Barings and BBVA, where he held senior management positions like Director of Global Market Risk Management, Head of Trading Risk Management, Head of Derivative Products, and Head of Fixed Income Research. He also served as a Full Research Professor at institutions such as EGADE Business School, Tecnologico de Monterrey in Mexico, United Arab Emirates University (UAEU) in Abu Dhabi, and Al Akhawayn University in Ifrane (AUI), Morocco. A research fellow at the Economic Research Forum (ERF), Prof. Al Janabi's scholarly pursuits delve into the dynamics of emerging and developed economies.
650 0 $a Liquidity (Economics) $3 321761
650 0 $a Financial risk management. $3 258406
650 0 $a Artificial intelligence $x Financial applications. $3 890884
650 0 $a aMachine learning. $3 986673
650 1 4 $a Risk Management. $3 297189
650 2 4 $a Corporate Finance. $2 swd $3 406349
650 2 4 $a Financial Engineering. $3 744568
650 2 4 $a Capital Markets. $3 741694
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-71503-7
950 $a Economics and Finance (SpringerNature-41170)