Adventures In Financial Data Science The Empirical Properties Of Financial And Economic Data Second Edition
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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.'
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.
Mergers Acquisitions And Other Restructuring Activities
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Author : Donald M. DePamphilis
language : en
Publisher: Academic Press
Release Date : 2003
Mergers Acquisitions And Other Restructuring Activities written by Donald M. DePamphilis and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
This work includes updated cases and grounded models which reflect the theoretical underpinnings of the field. Expanded usage of key idea section headings enable the student to understand more easily the key point in each section of each chapter.
Financial Statistics And Data Analytics
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Author : Shuangzhe Li
language : en
Publisher: MDPI
Release Date : 2021-03-02
Financial Statistics And Data Analytics written by Shuangzhe Li and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-02 with Business & Economics categories.
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
Resources In Education
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Author :
language : en
Publisher:
Release Date : 1998
Resources In Education written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Education categories.
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.
Introduction To Econophysics
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Author : Rosario N. Mantegna
language : en
Publisher: Cambridge University Press
Release Date : 1999-11-13
Introduction To Econophysics written by Rosario N. Mantegna and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-11-13 with Business & Economics categories.
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
The Economics And Implications Of Data
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Author : Mr.Yan Carriere-Swallow
language : en
Publisher: International Monetary Fund
Release Date : 2019-09-23
The Economics And Implications Of Data written by Mr.Yan Carriere-Swallow and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-23 with Computers categories.
This SPR Departmental Paper will provide policymakers with a framework for studying changes to national data policy frameworks.
Complexity In Financial Markets
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Author : Matthieu Cristelli
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-28
Complexity In Financial Markets written by Matthieu Cristelli and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-28 with Science categories.
Tools and methods from complex systems science can have a considerable impact on the way in which the quantitative assessment of economic and financial issues is approached, as discussed in this thesis. First it is shown that the self-organization of financial markets is a crucial factor in the understanding of their dynamics. In fact, using an agent-based approach, it is argued that financial markets’ stylized facts appear only in the self-organized state. Secondly, the thesis points out the potential of so-called big data science for financial market modeling, investigating how web-driven data can yield a picture of market activities: it has been found that web query volumes anticipate trade volumes. As a third achievement, the metrics developed here for country competitiveness and product complexity is groundbreaking in comparison to mainstream theories of economic growth and technological development. A key element in assessing the intangible variables determining the success of countries in the present globalized economy is represented by the diversification of the productive basket of countries. The comparison between the level of complexity of a country's productive system and economic indicators such as the GDP per capita discloses its hidden growth potential.
Data Science For Economics And Finance
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Author : Sergio Consoli
language : en
Publisher: Springer Nature
Release Date : 2021-06-09
Data Science For Economics And Finance written by Sergio Consoli and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-09 with Computers categories.
This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.