Adventures In Financial Data Science

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Adventures In Financial Data Science The Empirical Properties Of Financial And Economic Data Second Edition

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Author : Graham L Giller
language : en
Publisher: World Scientific
Release Date : 2022-06-27

Adventures In Financial Data Science The Empirical Properties Of Financial And Economic Data Second Edition written by Graham L Giller and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-27 with Business & Economics categories.

This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went 'viral' before anybody knew what that meant, on being the person who forgot to hit 'enter' to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as 'The Pleasure of Finding Things Out.'

Adventures In Financial Data Science

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Author : Graham L. Giller
language : en
Publisher:
Release Date :

Adventures In Financial Data Science written by Graham L. Giller and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with Financial services industry categories.

Adventures In Financial Data Science

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Author : Graham L. Giller
language : en
Publisher:
Release Date : 2022

Adventures In Financial Data Science written by Graham L. Giller and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Financial services industry categories.

"This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world. The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went "viral" before anybody knew what that meant, on being the person who forgot to hit "enter" to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality. The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as 'The Pleasure of Finding Things Out.'"--

Essays On Trading Strategy

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Author : Graham L Giller
language : en
Publisher: World Scientific
Release Date : 2023-08-17

Essays On Trading Strategy written by Graham L Giller and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-17 with Business & Economics categories.

This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.

The Science Of Financial Market Trading

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Author : Don K Mak
language : en
Publisher: World Scientific
Release Date : 2003-03-19

The Science Of Financial Market Trading written by Don K Mak and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-03-19 with Business & Economics categories.

In this book, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors — if that particular market can be forecasted at all.The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled — phenomenologically and from first principle — is explained.It discusses indicators, which are quite objective, rather than price patterns, which are rather subjective. Similarities between indicators in market trading and operators in mathematics are noted, and particularly, between oscillator indicators and derivatives in Calculus. It illustrates why some indicators, e.g., Stochastics, have limited usage. Several new indicators are designed and tested on theoretical waveforms to check their validity and applicability. The indicators have a minimal time lag, which is significant for trading purposes. Common market behaviors like divergences between price and momentum are explained. A skipped convolution technique is introduced to allow traders to pick up market movements at an earlier time. The market is treated as a nonlinear phenomenon. Forecasting of when the market is going to turn is emphasized.

Big Data Science In Finance

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Author : Irene Aldridge
language : en
Publisher: John Wiley & Sons
Release Date : 2021-01-27

Big Data Science In Finance written by Irene Aldridge and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-27 with Computers categories.

Explains the mathematics, theory, and methods of Big Data as applied to finance and investing Data science has fundamentally changed Wall Street—applied mathematics and software code are increasingly driving finance and investment-decision tools. Big Data Science in Finance examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world. Marco Avellaneda, a leader in quantitative finance, and quantitative methodology author Irene Aldridge help readers harness the power of Big Data. Comprehensive in scope, this book offers in-depth instruction on how to separate signal from noise, how to deal with missing data values, and how to utilize Big Data techniques in decision-making. Key topics include data clustering, data storage optimization, Big Data dynamics, Monte Carlo methods and their applications in Big Data analysis, and more. This valuable book: Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samples Explains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD) Covers vital topics in the field in a clear, straightforward manner Compares, contrasts, and discusses Big Data and Small Data Includes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slides Big Data Science in Finance: Mathematics and Applications is an important, up-to-date resource for students in economics, econometrics, finance, applied mathematics, industrial engineering, and business courses, and for investment managers, quantitative traders, risk and portfolio managers, and other financial practitioners.

Machine Learning For Financial Risk Management With Python

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Author : Abdullah Karasan
language : en
Publisher: "O'Reilly Media, Inc."
Release Date : 2021-12-07

Machine Learning For Financial Risk Management With Python written by Abdullah Karasan and has been published by "O'Reilly Media, Inc." this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-07 with Business & Economics categories.

Financial risk management is quickly evolving with the help of artificial intelligence. With this practical book, developers, programmers, engineers, financial analysts, and risk analysts will explore Python-based machine learning and deep learning models for assessing financial risk. You'll learn how to compare results from ML models with results obtained by traditional financial risk models. Author Abdullah Karasan helps you explore the theory behind financial risk assessment before diving into the differences between traditional and ML models. Review classical time series applications and compare them with deep learning models Explore volatility modeling to measure degrees of risk, using support vector regression, neural networks, and deep learning Revisit and improve market risk models (VaR and expected shortfall) using machine learning techniques Develop a credit risk based on a clustering technique for risk bucketing, then apply Bayesian estimation, Markov chain, and other ML models Capture different aspects of liquidity with a Gaussian mixture model Use machine learning models for fraud detection Identify corporate risk using the stock price crash metric Explore a synthetic data generation process to employ in financial risk.

Modelling Financial Time Series

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Author : Stephen J. Taylor
language : en
Publisher: World Scientific
Release Date : 2008

Modelling Financial Time Series written by Stephen J. Taylor and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts.This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.

Dreamland Adventures In The Strange Science Of Sleep

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Author : David K. Randall
language : en
Publisher: W. W. Norton & Company
Release Date : 2012-08-13

Dreamland Adventures In The Strange Science Of Sleep written by David K. Randall and has been published by W. W. Norton & Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-13 with Science categories.

An engrossing examination of the science behind the little-known world of sleep. Like many of us, journalist David K. Randall never gave sleep much thought. That is, until he began sleepwalking. One midnight crash into a hallway wall sent him on an investigation into the strange science of sleep. In Dreamland, Randall explores the research that is investigating those dark hours that make up nearly a third of our lives. Taking readers from military battlefields to children’s bedrooms, Dreamland shows that sleep isn't as simple as it seems. Why did the results of one sleep study change the bookmakers’ odds for certain Monday Night Football games? Do women sleep differently than men? And if you happen to kill someone while you are sleepwalking, does that count as murder? This book is a tour of the often odd, sometimes disturbing, and always fascinating things that go on in the peculiar world of sleep. You’ll never look at your pillow the same way again.

An Adventure In Applied Science

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Author : Robert Flint Chandler
language : en
Publisher: Int. Rice Res. Inst.
Release Date : 1992

An Adventure In Applied Science written by Robert Flint Chandler and has been published by Int. Rice Res. Inst. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Agricultural innovations categories.