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Systemic risk management and investment analysis with financial network analytics:research opportunities and challenges

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Financial Innovation 2015年第1期1卷 2-10页

作者： Daning Hu Gerhard Schwabe Xiao Li Department of informatics Faculty of Economics Business Administration and Information TechnologyUniversity of ZurichZurichSwitzerland

Recent economic crises like the 2008 financial tsunami has demonstrated a critical need for better understanding of the topologies and various economic,social,and technical mechanisms of the increasingly interconnected global financial *** a system largely relies on the interconnectedness of various financial entities such as banks,firms,and investors through complex financial relationships such as interbank payment networks,investment relations,or supply chains.A network-based perspective or approach is needed to study various financial networks in order to improve or extend financial theories,as well as develop business ***,with the advance of big data related technologies,and the availability of huge amounts of financial and economic network data,advanced computing technologies and data analytics that can comprehend such big data are also *** referred this approach as financial network *** suggest that it will enable stakeholders better understand the network dynamics within the interconnected global financial system and help designing financial policies such as managing and monitoring banking systemic risk,as well as developing intelligent business applications like banking advisory *** this paper,we review the existing research about financial network analytics and then discuss its main research challenges from the economic,social,and technological perspectives.

关键词： Financial network analytics Risk management investment analysis

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Regional study on investment for transmission infrastructure in China based on the State Grid data

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Frontiers of Earth Science 2017年第1期11卷 162-183页

作者： Wendong WEI Xudong WU Xiaofang WU Qiangmin XI Xi JI Guoping LI College of Government Peking University Beijing 100871 China College of Engineering Peking University Beijing 100871 China School of Economics Nankai University Tianjin 300071 China School of Economics Peking University Beijing 100871 China

Transmission infrastructure is an integral component of safeguarding the stability of electricity delivery. However, existing studies of transmission infra- structure mostly rely on a simple review of the network, while the analysis of investments remains rudimentary. This study conducted the first regionally focused analysis of investments in transmission infrastructure in China to help optimize its structure and reduce investment costs. Using State Grid data, the investment costs, under various voltages, for transmission lines and transformer substa- tions are calculated. By analyzing the regional profile of cumulative investment in transmission infrastructure, we assess correlations between investment, population, and economic development across the regions. The recent development of ultra-high-voltage transmission networks will provide policy-makers new options for policy development.

关键词： regional study energy geography investment analysis transmission lines transformer substation

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Economic and Financial Viability in Spanish Thermal Power Station

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Management Studies 2017年第3期5卷 234-249页

作者： Sergio Paiva Universidade Federal de Mato Grosso do Sul Campo Grande Brazil Alfonso Redondo Castn Gregorio Antolin Giraldo Universidad de VaUadolid Valladolid Spain

This article tracked, identified, and demonstrated the economic and financial viability of the renewable energy sector from biomass in a Spanish Thermal Power Plant. The methodology used came from Theoretical postulates （GITMAN, 2004; VAN HORNE, 1993） called, Technical Preparation of capital budgets （Economic and Financial analysis） called, payback, Net Present Value, and Internal Rate of Return）. The economic and financial viability results demonstrated were in two stages： the first identified that the plant is viable according to the payback. The second traced the economic and financial viability from the thermal energy production hypothesis equivalent to electricity power in the amount of 7,699.08 MWh, which resulted in the following indicators： payback of seven years and three months, NPV of R$ 369,064.98, and the IRR of 12.46%. Therefore, managers would have to make a user raising campaign in the ratio of 24.66%, taking into account of an unused capacity of 25%. These indicators were calculated using the following financial data： initial investment of R $ 3,654,731.86, operational income of R $1,262,264.16, operational inputs of R$ 503,639.59, and capital cost of 10.95% over 20 years. This industrial plant is located in the city of Cuellar in northern Spain, having two employees working eight hours a day; it produces only thermal power, represented in this study by MWh of electric power. This industrial plant produces power by burning forest residues from tree pruning. It was concluded that, given the research question developed in this paper--is the study plant profitable from the economic and financial point of view？--The response was identified by calculating the economic and financial indicators that the plant studied is viable from the proposed of maximizing sales revenues to 7,699.08 MWh.

关键词： economic and fmancial viability renewable energy biomass financial analysis investment analysis thermal power

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An Introduction to Algorithmic Trading : Basic to Advanced Strategies

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丛书名： Wiley trading series

2011年

作者： Edward Leshik Jane Cralle

ISBN: (纸本)9780470689547;9780470979358;9781119975090

Interest in algorithmic trading is growing massively – it''s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think''the market, executing complex math in real time and take the required decisions based on the strategy defined. We are no longer limited by human ‘bandwidth''. The cost alone (estimated at 6 cents per share manual, 1 cent per share algorithmic) is a sufficient driver to power the growth of the industry. According to consultant firm, Aite Group LLC, high frequency trading firms alone account for 73% of all US equity trading volume, despite only representing approximately 2% of the total firms operating in the US markets. Algorithmic trading is becoming the industry lifeblood. But it is a secretive industry with few willing to share the secrets of their success. The book begins with a step-by-step guide to algorithmic trading, demystifying this complex subject and providing readers with a specific and usable algorithmic trading knowledge. It provides background information leading to more advanced work by outlining the current trading algorithms, the basics of their design, what they are, how they work, how they are used, their strengths, their weaknesses, where we are now and where we are going. The book then goes on to demonstrate a selection of detailed algorithms including their implementation in the markets. Using actual algorithms that have been used in live trading readers have access to real time trading functionality and can use the never before seen algorithms to trade their own accounts. The markets are complex adaptive systems exhibiting unpredictable behaviour. As the markets evolve algorithmic designers need to be constantly aware of any changes that may impact their work, so for the more adventurous reader there is also a section on how to design trading algorithms. All examples and algorithms are demonstrated in Excel on the accompanying CD ROM, including actual algorithmic examples which have been used

关键词： Stocks--Mathematical models Program trading (Securities) Algorithms investment analysis

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