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Book
Index Investment and Financialization of Commodities
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Year: 2010 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Book
L'arbre
Authors: ---
ISBN: 9782220061665 2220061663 Year: 2010 Publisher: Paris : Shanghai : Desclée de Brouwer; Presses artistiques et littéraires de Shanghai,

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La nuit
Authors: ---
ISBN: 2220044068 Year: 1999 Publisher: Paris Desclée de Brouwer

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Book
Commodities : fundamental theory of futures, forwards, and derivatives pricing
Authors: ---
ISBN: 1003265391 100078407X 1000784045 1003265391 Year: 2022 Publisher: Boca Raton, FL : CRC Press, Taylor & Francis Group,

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This book covers the fundamental theory of and derivatives pricing for major commodity markets, as well as the interaction between commodity prices, the real economy, and other financial markets.


Book
Bio-Inspired Computing -- Theories and Applications : 10th International Conference, BIC-TA 2015 Hefei, China, September 25-28, 2015, Proceedings
Authors: --- --- --- ---
ISBN: 3662490137 3662490145 Year: 2015 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

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This book constitutes the proceedings of the 10th International Conference on Bio-Inspired Computing: Theories and Applications, BIC-TA 2015, held in Hefei, China, in September 2015. The 63 revised full papers presented were carefully reviewed and selected from 182 submissions. The papers deal with the following main topics: evolutionary computing, neural computing, DNA computing, and membrane computing.


Book
Index Investment and Financialization of Commodities
Authors: --- ---
Year: 2010 Publisher: Cambridge, Mass. National Bureau of Economic Research

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This paper finds that, concurrent with the rapid growing index investment in commodities markets since early 2000s, futures prices of different commodities in the US became increasingly correlated with each other and this trend was significantly more pronounced for commodities in the two popular GSCI and DJ-UBS commodity indices. This finding reflects a financialization process of commodities markets and helps explain the synchronized price boom and bust of a broad set of seemingly unrelated commodities in the US in 2006-2008. In contrast, such commodity price comovements were absent in China, which refutes growing commodity demands from emerging economies as the driver.

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Book
Intelligent Data Engineering and Automated Learning -- IDEAL 2013 : 14th International Conference, IDEAL 2013, Hefei, China, October 20-23, 2013, Proceedings
Authors: --- --- --- --- --- et al.
ISBN: 3642412777 3642412785 Year: 2013 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

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This book constitutes the refereed proceedings of the 14th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2013, held in Hefei, China, in October 2013. The 76 revised full papers presented were carefully reviewed and selected from more than 130 submissions. These papers provided a valuable collection of latest research outcomes in data engineering and automated learning, from methodologies, frameworks and techniques to applications. In addition to various topics such as evolutionary algorithms, neural networks, probabilistic modelling, swarm intelligent, multi-objective optimisation, and practical applications in regression, classification, clustering, biological data  processing, text processing, video analysis, including a number of special sessions on emerging topics such as adaptation and learning multi-agent systems, big data, swarm intelligence and data mining, and combining learning and optimisation in intelligent data engineering.

Keywords

Engineering & Applied Sciences --- Computer Science --- Computer science. --- Computers. --- Algorithms. --- Data mining. --- Information storage and retrieval. --- Artificial intelligence. --- Pattern recognition. --- Computer Science. --- Data Mining and Knowledge Discovery. --- Pattern Recognition. --- Artificial Intelligence (incl. Robotics). --- Algorithm Analysis and Problem Complexity. --- Information Storage and Retrieval. --- Computation by Abstract Devices. --- Database management --- Optical pattern recognition. --- Computer software. --- Information storage and retrieva. --- Artificial Intelligence. --- Informatics --- Science --- Software, Computer --- Computer systems --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Optical data processing --- Pattern perception --- Perceptrons --- Visual discrimination --- Algorithmic knowledge discovery --- Factual data analysis --- KDD (Information retrieval) --- Knowledge discovery in data --- Knowledge discovery in databases --- Mining, Data --- Database searching --- Information storage and retrieval systems. --- Automatic computers --- Automatic data processors --- Computer hardware --- Computing machines (Computers) --- Electronic calculating-machines --- Electronic computers --- Hardware, Computer --- Cybernetics --- Calculators --- Cyberspace --- Algorism --- Algebra --- Arithmetic --- Design perception --- Pattern recognition --- Form perception --- Perception --- Figure-ground perception --- Foundations


Book
Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem
Authors: --- --- --- ---
Year: 2023 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Web3 and DeFi are widely advocated as innovations for greater financial inclusion and democratization. We assemble the most comprehensive dataset to date on the largest Web3 ecosystem and use large-scale computing to conduct an initial investigation. We describe Ethereum's network structure, time trends, and distributions of transactions, mining, and ownership. Mining income and Ether ownership are concentrated in exchanges and a few individual nodes. Network activities evolve from peer-to-peer to user-DApps/DeFi interactions, with significantly more transactions by large players. Moreover, high percentage transaction fees, congestion-induced fluctuation of gas prices, suboptimal reserve setting, and large return volatility of tokens present particular challenges for small, poor, unsophisticated, and new nodes, not to mention that the high failure rates hurt all users. Finally, we present suggestive causal evidence that base-fee burning mechanisms (e.g., EIP-1559) and airdrop programs (e.g., OmiseGo Airdrop) facilitate inclusion through token monetary redistribution.

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Book
Crypto Wash Trading
Authors: --- --- --- ---
Year: 2022 Publisher: Cambridge, Mass. National Bureau of Economic Research

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We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and nature; abnormal first-significant-digit distributions, size rounding, and transaction tail distributions on unregulated exchanges reveal rampant manipulations unlikely driven by strategy or exchange heterogeneity. We quantify the wash trading on each unregulated exchange, which averaged over 70% of the reported volume. We further document how these fabricated volumes (trillions of dollars annually) improve exchange ranking, temporarily distort prices, and relate to exchange characteristics (e.g., age and userbase), market conditions, and regulation.

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Book
Simulated Evolution and Learning : 11th International Conference, SEAL 2017, Shenzhen, China, November 10–13, 2017, Proceedings
Authors: --- --- --- --- --- et al.
ISBN: 331968759X 3319687581 Year: 2017 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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This book constitutes the refereed proceedings of the 11th International Conference on Simulated Evolution and Learning, SEAL 2017, held in Shenzhen, China, in November 2017.  The 85 papers presented in this volume were carefully reviewed and selected from 145 submissions. They were organized in topical sections named: evolutionary optimisation; evolutionary multiobjective optimisation; evolutionary machine learning; theoretical developments; feature selection and dimensionality reduction; dynamic and uncertain environments; real-world applications; adaptive systems; and swarm intelligence.

Keywords

Computer science. --- Computer communication systems. --- Computers. --- Algorithms. --- Artificial intelligence. --- Computer simulation. --- Computer Science. --- Computation by Abstract Devices. --- Artificial Intelligence (incl. Robotics). --- Algorithm Analysis and Problem Complexity. --- Models and Principles. --- Computer Communication Networks. --- Simulation and Modeling. --- Computer modeling --- Computer models --- Modeling, Computer --- Models, Computer --- Simulation, Computer --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Algorism --- Automatic computers --- Automatic data processors --- Computer hardware --- Computing machines (Computers) --- Electronic calculating-machines --- Electronic computers --- Hardware, Computer --- Communication systems, Computer --- Computer communication systems --- Data networks, Computer --- ECNs (Electronic communication networks) --- Electronic communication networks --- Networks, Computer --- Teleprocessing networks --- Informatics --- Computer software. --- Artificial Intelligence. --- Electromechanical analogies --- Mathematical models --- Simulation methods --- Model-integrated computing --- Science --- Software, Computer --- Computer systems --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Fifth generation computers --- Neural computers --- Data transmission systems --- Digital communications --- Electronic systems --- Information networks --- Telecommunication --- Cyberinfrastructure --- Network computers --- Algebra --- Arithmetic --- Cybernetics --- Calculators --- Cyberspace --- Distributed processing --- Foundations --- Artificial intelligence --- Computer simulation --- Evolutionary programming (Computer science) --- Computer networks. --- Theory of Computation. --- Models of Computation. --- Computer Modelling.

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