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Information Systems for Global Financial Markets

Book Description

Financial markets around the world can affect each other in a matter of seconds as financial information systems are programmed to buy or sell stocks and financial derivatives automatically when activated by sudden changes in global market trends and conditions. Information Systems for Global Financial Markets: Emerging Developments and Effects offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets. How these systems work to manipulate, move, and provide intelligence to the stock market is still a mystery to many students, and it is the intent of this book to provide real-world cases and examples that can unveil these systems to business students interested in financial trading, the dynamics of financial electronic markets, and the tactical technologies that facilitate the trading process and trading decisions.

Table of Contents

  1. Cover
  2. Title Page
  3. Copyright Page
  4. Book Series
  5. Editorial Advisory Board and List of Reviewers
    1. Editorial Advisory Board
  6. Preface
    1. An Overview of Financial Information Systems
  7. Chapter 1: Information Technology and Financial Markets
    1. ABSTRACT
    2. INTRODUCTION
    3. HISTORY
    4. THE EMERGENCE OF COMPUTERIZATION
    5. THE CRASH OF 1987
    6. THE EMERGENCE OF THE QUANTS
    7. TWO NOBEL PRIZE WINNERS
    8. THE EMERGENCE OF ECNS
    9. THE 21 CENTURY
    10. RECOMMENDATIONS
  8. Chapter 2: Trading Anytime Anywhere with Ubiquitous Financial Information Systems
    1. ABSTRACT
    2. BACKGROUND OF UBIQUITOUS SYSTEMS IN FINANCIAL MARKETS
    3. MISSION OF THIS CHAPTER
    4. RESEARCH APPROACH
    5. A CONCEPTUAL TREATISE OF U-COMMERCE IN THE FINANCIAL MARKET
    6. U-COMMERCE AND DIFFERENT USER NEEDS
    7. KNOWLEDGE, REGULATIONS, AND UBIQUITOUS TRADING
    8. SUMMARY ANALYSIS AND CONCLUSION
  9. Chapter 3: The Market Fraction Hypothesis under Different Genetic Programming Algorithms
    1. ABSTRACT
    2. INTRODUCTION
    3. THE MARKET FRACTION HYPOTHESIS
    4. EXPERIMENTAL DESIGNS
    5. TESTING METHODOLOGY
    6. RESULTS
    7. CONCLUSION
    8. APPENDIX
  10. Chapter 4: Algorithmic Trading Strategy Making
    1. ABSTRACT
    2. INTRODUCTION
    3. ARBITRAGE STRATEGY
    4. PRACTICAL TECHNIQUES IN ALGORITHMIC TRADING
    5. SIMULATION STRATEGY WITH AI METHODOLOGIES
    6. ALGORITHMIC TRADING STRATEGY BASED ON MUTUAL INFORMATION ENTROPY BASED CLUSTERING
    7. EXPERIMENTAL RESULTS AND DISCUSSIONS
  11. Chapter 5: Technology Bundling
    1. ABSTRACT
    2. TECHNOLOGY BUNDLING FOR ONLINE BROKERAGE SERVICE INNOVATION
    3. SETTING THE STAGE
    4. CASE DESCRIPTION
    5. COMPARATIVE CASE ANALYSES
    6. CHALLENGES FACING THE ONLINE BROKERAGE SECTOR
  12. Chapter 6: Predicting Stock Price Movement from Financial News Articles
    1. ABSTRACT
    2. INTRODUCTION
    3. LITERATURE REVIEW
    4. RESEARCH QUESTIONS
    5. SYSTEM DESIGN
    6. EXPERIMENTAL DESIGN
    7. EXPERIMENTAL FINDINGS AND DISCUSSION
    8. CONCLUSION
  13. Chapter 7: Virtual Reality Support for Trading
    1. ABSTRACT
    2. MIND AND TRADING
    3. HARDWARE FOR THE SENSES
    4. VIRTUAL REALITY IN FINANCE
    5. STRATEGIC CONSIDERATIONS IN VIRTUAL REALITY TRADING APPLICATIONS
    6. THE APPLICATION: STOCK MARKET OPTIONS AND FUTURES
    7. IMPLIED VOLATILITY SURFACE MECHANICS
    8. IMPLIED VOLATILITY SURFACES: VIRTUAL REALITY DISPLAY AND INTERACTIONS
    9. DIFFUSION HISTOGRAMS: VIRTUAL REALITY DISPLAY AND INTERACTIONS
    10. CONCLUSION
  14. Chapter 8: Survey of Trading Systems for Individual Investors
    1. ABSTRACT
    2. INTRODUCTION
    3. TRADING ALGORITHMS
    4. CLASSIFICATION SCHEME
    5. RESULTS
    6. CONCLUSION
  15. Chapter 9: Grid Super-Computable General Equilibrium Models
    1. ABSTRACT
    2. GRID SUPERCOMPUTING
    3. WHY GRID COMPUTING IS NEEDED FOR MACROECONOMIC POLICY EVALUATION
    4. GENERAL EQUILIBRIUM MODELS
    5. METHODOLOGY
    6. DESCRIPTION OF THE COMPUTABLE GENERAL EQUILIBRIUM MODEL
    7. PRICE AND QUANTITY DYNAMICS
    8. ACTOR DESCRIPTIONS
    9. ASSET DESCRIPTIONS
    10. SUMMARY OF THE SUPERCHARGED BINARY ECONOMICS KELSO PLAN
    11. APPENDIX
  16. Chapter 10: Linked Data Driven Information Systems as an Enabler for Integrating Financial Data
    1. ABSTRACT
    2. INTRODUCTION
    3. CASE STUDY FUNDAMENTALS
    4. OVERVIEW OF SEMANTIC WEB TECHNOLOGIES
    5. THE ANATOMY OF WEB ENABLED FINANCIAL DATA INTEGRATION
    6. BEST PRACTICES FOR INTREGRATING WEB AND ENTERPRISE DATA
    7. FINANCIAL DATA ECOSYSTEM
    8. CONCLUSION
  17. Chapter 11: The Persisting Human Element of the Electronic Trading Habit
    1. ABSTRACT
    2. INTRODUCTION
    3. TRANSITIONING TO ELECTRONIC TRADING
    4. RESEARCH METHODOLOGY
    5. EMPIRICAL RESULTS
    6. ANALYSIS OF RESULTS
    7. CONCLUSION
  18. Chapter 12: DSP Acceleration for Dynamic Financial Models
    1. ABSTRACT
    2. WHY DSP?
    3. TAXONOMY OF DYNAMIC MODELS SUITABLE FOR DSP
    4. NESTED MODELS: PREVIOUS WORKS
    5. CONCLUSION: DSP FOR DYNAMIC MODELS
    6. APPENDIX: C CODE TO SIMULATE THE GENERAL UMBRELLA MODEL FGH
  19. Chapter 13: FPGA Speedup for Financial Network Models
    1. ABSTRACT
    2. FINANCIAL TRADING NETWORK MODELS
    3. CHALLENGES OF THEORY AND APPLICATIONS TO CORRECTLY CONSTRUCT AND USE NETWORK MODELS
    4. MORE CLASSIC AND OLDER BOOKS
    5. COMPUTER IMPLEMENTATION OF NETWORK MODELS
    6. FPGA TECHNICAL DETAILS
    7. CONCLUSION
  20. Chapter 14: Using Genetic Programming Systems as Early Warning to Prevent Bank Failure
    1. ABSTRACT
    2. INTRODUCTION
    3. MULTI-POPULATION EVOLVING DECISION RULES
    4. EXPERIMENTAL SECTION
    5. CONCLUSION
  21. Compilation of References
  22. About the Contributors