The second edition of this textbook comprehensively discusses global supply-chain and operations management, combining value creation networks and interacting processes. It focuses on the operational roles in the networks and presents the quantitative and organizational methods needed to plan...

Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements...

Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6....

As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable...

Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related commodities.

Chapter 1: The introduction of the portfolio management and risk evaluation -- Chapter 2: The major trends in financial portfolio management -- Chapter 3: Machine Learning and AI in financial portfolio management -- Chapter 4: Introduction of Alternative data in Finance -- Chapter 5: Alternative...

Part I: Applying Particle Swarm Optimization to Portfolio Optimization -- 1. Utility: Theories and Models -- 2. Portfolio Optimization -- 3. Behavioral Portfolio Theory -- 4. A Comparative Study on PSO with Other Metaheuristic Methods -- 5. Mathematical Model of Particle Swarm Optimization:...