Quantitative Finance With R And Cryptocurrencies
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Quantitative Finance With R And Cryptocurrencies
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Author : Dean Fantazzini
language : en
Publisher: Independently Published
Release Date : 2019-05-20
Quantitative Finance With R And Cryptocurrencies written by Dean Fantazzini and has been published by Independently Published this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-20 with categories.
The main objective of this book is to provide the necessary background to analyze cryptocurrencies markets and prices. To this end, the book consists of three parts: the first one is devoted to cryptocurrencies markets and explains how to retrieve cryptocurrencies data, how to compute liquidity measures with these data, how to calculate bounds for Bitcoin (and cryptocurrencies) fundamental value and how competing exchanges contribute to the price discovery process in the Bitcoin market. The second part is devoted to time series analysis with cryptocurrencies and presents a large set of univariate and multivariate time series models, tests for financial bubbles and explosive price behavior, as well as univariate and multivariate volatility models. The third part focuses on risk and portfolio management with cryptocurrencies and shows how to measure and backtest market risk, how to build an optimal portfolio according to several approaches, how to compute the probability of closure/bankruptcy of a crypto-exchange, and how to compute the probability of death of crypto-assets.All the proposed methods are accompanied by worked-out examples in R using the packages bitcoinFinance and bubble.This book is intended for both undergraduate and graduate students in economics, finance and statistics, financial and IT professionals, researchers and anyone interested in cryptocurrencies financial modelling. Readers are assumed to have a background in statistics and financial econometrics, as well as a working knowledge of R software.
Mastering R For Quantitative Finance
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Author : Edina Berlinger
language : en
Publisher: Packt Publishing Ltd
Release Date : 2015-03-10
Mastering R For Quantitative Finance written by Edina Berlinger and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-10 with Computers categories.
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
Quantitative Trading With R
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Author : Harry Georgakopoulos
language : en
Publisher: Springer
Release Date : 2015-02-02
Quantitative Trading With R written by Harry Georgakopoulos and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-02 with Business & Economics categories.
Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
Introduction To R For Quantitative Finance
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Author : Gergely Daróczi
language : en
Publisher: Packt Publishing Ltd
Release Date : 2013-11-22
Introduction To R For Quantitative Finance written by Gergely Daróczi and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Computers categories.
This book is a tutorial guide for new users that aims to help you understand the basics of and become accomplished with the use of R for quantitative finance.If you are looking to use R to solve problems in quantitative finance, then this book is for you. A basic knowledge of financial theory is assumed, but familiarity with R is not required. With a focus on using R to solve a wide range of issues, this book provides useful content for both the R beginner and more experience users.
Financial Data Resampling For Machine Learning Based Trading
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Author : Tomé Almeida Borges
language : en
Publisher: Springer Nature
Release Date : 2021-02-22
Financial Data Resampling For Machine Learning Based Trading written by Tomé Almeida Borges and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-22 with Mathematics categories.
This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk. The performance of the algorithm with the new resampling method and the classical time sampled data are compared and the advantages of using the system developed in this work are highlighted.
An Introduction To Algorithmic Finance Algorithmic Trading And Blockchain
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Author : Satya Chakravarty
language : en
Publisher: Emerald Group Publishing
Release Date : 2020-08-20
An Introduction To Algorithmic Finance Algorithmic Trading And Blockchain written by Satya Chakravarty and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-20 with Business & Economics categories.
The purpose of the book is to provide a broad-based accessible introduction to three of the presently most important areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic understanding required for a career in the finance industry and for doing more specialised courses in finance.
Advanced Studies Of Financial Technologies And Cryptocurrency Markets
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Author : Lukáš Pichl
language : en
Publisher: Springer Nature
Release Date : 2020-07-29
Advanced Studies Of Financial Technologies And Cryptocurrency Markets written by Lukáš Pichl and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-29 with Business & Economics categories.
This book shows that research contributions from different fields—finance, economics, computer sciences, and physics—can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies. Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets. This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.
Prac Quantitative Finance W R
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Author : Jack Xu
language : en
Publisher: Unicad
Release Date : 2016-08-12
Prac Quantitative Finance W R written by Jack Xu and has been published by Unicad this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-12 with Business & Economics categories.
The book provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance.
Education Research And Business Technologies
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Author : Cristian Ciurea
language : en
Publisher: Springer Nature
Release Date : 2023-01-01
Education Research And Business Technologies written by Cristian Ciurea and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-01 with Technology & Engineering categories.
This book includes high-quality research papers presented at 21st International Conference on Informatics in Economy (IE 2022), which is held in Bucharest, Romania, during May 2022. This book covers research results in business informatics and related computer science topics, such as IoT, mobile-embedded and multimedia solutions, e-society, enterprise and business solutions, databases and big data, artificial intelligence, data mining and machine learning, quantitative economics.
Financial Risk Management For Cryptocurrencies
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Author : Eline Van der Auwera
language : en
Publisher: Springer
Release Date : 2020-09-21
Financial Risk Management For Cryptocurrencies written by Eline Van der Auwera and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-21 with Mathematics categories.
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain technologies. It then describes in detail the intrinsic risks involved in cryptocurrencies, an area that, to date, has not been fully documented or investigated. Lastly, it discusses the various types of risk, with a focus on design, operational, market and quantitative risks. Providing insights into the analysis and management of cryptocurrencies, and serving as a starting point for a more in-depth risk analysis, this book will appeal to professionals and researchers interested in familiarizing themselves with the risks in cryptocurrencies, including academics, portfolio managers, risk-managers, quants, financial professionals, regulators, economists, asset managers and traders.