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Historically, specialists and other floor brokers, in direct contact on the trading floor, have been at the heart of operations at the national U.S. equity exchanges. At the other end of the spectrum, electronic trading platforms have characterized most other equity markets globally for many years. Recent developments at the NYSE have moved in this direction, but fundamental questions effecting market quality remain. Can the unique services offered by the floor be provided as effectively in an electronic environment? Which environment would institutional and retail traders each find most suitable to their special needs? Which environment offers better price and quantity discovery? These are some of the questions that are addressed in this book, while providing perspective on the future direction that exchange market structure is likely to follow in the coming years.

Electronic trading of securities --- Stock exchanges --- Stocks --- Computer networks. --- Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Online investing --- Online trading of securities --- Screen trading (Securities) --- Trading of securities, Electronic --- Online stockbrokers --- Data processing --- Finance. --- Finance, general. --- Science, Humanities and Social Sciences, multidisciplinary. --- Funding --- Funds --- Economics --- Currency question --- 333.610 --- AA / International- internationaal --- Computer networks --- Effectenbeurzen: algemeenheden

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Telecommunicatie - Internet - FINANCIËLE INSTELLINGEN - Instellingen voor collectieve beleggingen - COMMISSIE VOOR HET BANK- EN FINANCIEWEZEN (CBF) - TRANSACTIES IN FINANCIËLE INSTRUMENTENFinanciele dienstverlening - internet fincanciele dienstverlening & inleidende bedenkingen: actuele tendenzen bij de bescherming van de belegger typologie van de actuele bescherming van de financiele belegger & de wet op de handelspraktijken en beleggersbescherming - toepassingsgebied - samenloop met het CBF - toezicht - toepassing van de regelen van de wet handelspraktijken op financiele producten - bijzondere regelen voor de ICB's (instelling voor collectieve belegging) & bescherming van de belegger bij belangenconflict(en) in multifunctionele financiele instellingen - situering tegenstrijdig belang - gemeen recht - financiele reglementering & de richtlijn elektronische handel en financiele diensten: een brug te ver? - hoofdlijnen van de e-commerce richtlijn - knelpunten bij de toepassing van de richtlijn elektronische handel in de financiele sector & e-commerce en beleggingsdiensten: de bescherming van de e-belegger in de precontractuele en de contractuele fase & het CBF (Commissie voor Bank- en Financiewezen) - toezicht op e-finance bemiddelaar(s): een stand van zaken - e-finance en de opdracht van de prudentiele toezichthouder - toegang tot de e-finance - prudentieel toezicht op de e-bemiddelaar(s) - gedragsregels (deontologie) - informatie aan de beleggers & het oplossen van grensoverschrijdend(e) geschil(len) met de e-belegger - FIN-NET (FINancial Services Complaints NETwork) - arbitrage - beding ingevoegd in contracten afgesloten met de e-belegger - gerechtelijke bevoegdheid (bevoegdheid rechtbank) op het gebied van contracten afgesloten met e-beleggers Beleggersbescherming BI - Effecten en andere financiële instrumenten - WHPC - Verkoop op afstand financiële diensten - Vermogensbeheer en beleggingsadvies & actuele tendenzen in de bescherming van de belegger & de wet op de handelspraktijken en beleggersbescherming & bescherming van de belegger bij belangenconflict(en) in multifunctionele financiele instellingen & de Richtlijn Elektronische Handel en financiele diensten: een brug te ver? & de bescherming van de E-belegger in de precontractuele en de contractuele fase & het CBF-toezicht op e-finance bemiddelaars: een stand van zaken & het oplossen van grensoverschrijdende conflicten met E-beleggers: capita selecta

Investeringen --- Investissements --- Investments --- Electronic trading of securities --- Law and legislation --- 336.762 <493> --- 654 --- 336.762 --- Beurs als instituut. Beschermingsmaatregelen voor beleggers. Makelaars van effecten--België --- Telecommunication and telecontrol (organization, services) --- 654 Telecommunication and telecontrol (organization, services) --- 336.762 <493> Beurs als instituut. Beschermingsmaatregelen voor beleggers. Makelaars van effecten--België --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Online investing --- Online trading of securities --- Screen trading (Securities) --- Trading of securities, Electronic --- Securities --- Online stockbrokers --- Data processing --- Investments - Law and legislation - Belgium - Congresses. --- Electronic trading of securities - Law and legislation - Belgium - Congresses. --- GESTION FINANCIERE --- CONSOMMATEURS ET CONSOMMATION --- COMMERCE ELECTRONIQUE --- INVESTISSEMENT --- PROTECTION

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By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting. Contents Multivariate Standard Normal Tempered Stable Distribution FIGARCH High Frequency Data and Risk Management Target Groups Researchers and students in the field of finance Practitioners in this area The Author Florian Jacob obtained his Master’s Degree in Business Engineering from the Karlsruhe Institute of Technology focusing on the application of tempered stable distributions on financial data and financial engineering.

Mathematics. --- Probability Theory and Stochastic Processes. --- Computational Mathematics and Numerical Analysis. --- Analysis. --- Global analysis (Mathematics). --- Computer science --- Distribution (Probability theory). --- Mathématiques --- Analyse globale (Mathématiques) --- Informatique --- Distribution (Théorie des probabilités) --- Computer science_xMathematics. --- Distribution (Probability theory. --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Stock exchanges --- Electronic trading of securities. --- Investments --- Mathematical models. --- Online investing --- Online trading of securities --- Screen trading (Securities) --- Trading of securities, Electronic --- Mathematical analysis. --- Analysis (Mathematics). --- Computer mathematics. --- Probabilities. --- Securities --- Online stockbrokers --- Data processing --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- 517.1 Mathematical analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Probability Theory. --- Data processing.

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Stockbrokers. --- Stock exchanges. --- Electronic trading of securities. --- Finance --- Business anthropology. --- Agents de change --- Bourse --- Valeurs mobilières --- Finances --- Affaires --- Social aspects. --- Commerce électronique --- Aspect social --- Aspect anthropologique --- AA / International- internationaal --- US / United States of America - USA - Verenigde Staten - Etats Unis --- GB / United Kingdom - Verenigd Koninkrijk - Royaume Uni --- 333.610 --- 333.612 --- 333.62 --- 333.645 --- Effectenbeurzen: algemeenheden. --- Officiële beursnoteringen. Noteringsmethodes van effecten. --- Wisselagenten. Primary dealers. --- Speculatie op de beurs. --- Valeurs mobilières --- Commerce électronique --- Business anthropology --- Electronic trading of securities --- Stockbrokers --- Stock exchanges --- Bulls and bears --- Commercial corners --- Corners, Commercial --- Equity markets --- Exchanges, Securities --- Exchanges, Stock --- Securities exchanges --- Stock-exchange --- Stock markets --- Capital market --- Efficient market theory --- Speculation --- Investment brokers --- Securities dealers --- Security traders --- Stock brokerage firms --- Stock brokers --- Brokers --- Funding --- Funds --- Economics --- Currency question --- Online investing --- Online trading of securities --- Screen trading (Securities) --- Trading of securities, Electronic --- Securities --- Online stockbrokers --- Business --- Corporate anthropology --- Industrial anthropology --- Management anthropology --- Private sector anthropology --- Public sector anthropology --- Anthropology --- Corporate culture --- Social aspects --- Effectenbeurzen: algemeenheden --- Officiële beursnoteringen. Noteringsmethodes van effecten --- Wisselagenten. Primary dealers --- Speculatie op de beurs --- Data processing --- Anthropological aspects

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This volume contains ten thoroughly refereed and revised papers detailing recent advances in research on designing trading agents and mechanisms for agent-mediated e-commerce. They were originally presented at the 13th International Workshop on Agent-Mediated Electronic Commerce (AMEC 2011), collocated with AAMAS 2011 in Taipei, Taiwan, or at the 2011 Workshop on Trading Agent Design and Analysis (TADA 2011), collocated with IJCAI 2011 in Barcelona, Spain. The papers presented at these two workshops illustrate both the depth and broad range of research topics in this field. They range from providing solutions to open theoretical problems in online scheduling and bargaining under uncertainty, to designing bidding agents in a wide area of application areas, such as electronic commerce, supply chain management, or keyword advertising, to designing agents that can successfully replicate actual human behaviors in realistic games.

Computer science. --- Artificial intelligence. --- Information systems. --- Management information systems. --- Computer Science. --- e-Commerce/e-business. --- Business Information Systems. --- Artificial Intelligence (incl. Robotics). --- Computer Appl. in Administrative Data Processing. --- Information Systems Applications (incl. Internet). --- Electronic commerce --- Multiagent systems --- Electronic trading of securities --- Commerce --- Business & Economics --- Marketing & Sales --- Online investing --- Online trading of securities --- Screen trading (Securities) --- Trading of securities, Electronic --- Agent-based model (Computer software) --- MASs (Multiagent systems) --- Multi-agent systems --- Systems, Multiagent --- Computer-based information systems --- EIS (Information systems) --- Executive information systems --- MIS (Information systems) --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Informatics --- Information technology. --- Business --- Application software. --- E-commerce. --- IT in Business. --- Data processing. --- Securities --- Online stockbrokers --- Intelligent agents (Computer software) --- Data processing --- Artificial Intelligence. --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- IT (Information technology) --- Technology --- Telematics --- Information superhighway --- Knowledge management --- Business—Data processing. --- Application computer programs --- Application computer software --- Applications software --- Apps (Computer software) --- Computer software --- Cybercommerce --- E-business --- E-commerce --- E-tailing --- eBusiness --- eCommerce --- Electronic business --- Internet commerce --- Internet retailing --- Online commerce --- Web retailing --- Electronic commerce. --- Business information services. --- Information technology --- e-Commerce and e-Business. --- Computer Application in Administrative Data Processing. --- Computer and Information Systems Applications. --- Management. --- Business enterprises --- Information services