Recent Developments In Computational Finance And Business Analytics
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Recent Developments In Computational Finance And Business Analytics
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Author : Rangan Gupta
language : en
Publisher: Springer
Release Date : 2025-08-22
Recent Developments In Computational Finance And Business Analytics written by Rangan Gupta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-08-22 with Computers categories.
Recent Advancements in Computational Finance and Business Analytics captures the transformation reshaping finance, business, and decision-making. Structured around Financial Analytics, Business Analytics, and HR & Marketing Analytics, this volume presents cutting-edge research and real-world applications. Topics include machine learning in financial forecasting, AI-driven customer segmentation, and blockchain-enabled supply chains. Blending rigorous methods with actionable insights, it offers value to researchers, analysts, students, and policymakers. As industries embrace data-driven innovation, this book serves as both a reference and a roadmap for navigating the digital economy through strategic and intelligent analytics.
Recent Advancements In Computational Finance And Business Analytics
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Author : Rangan Gupta
language : en
Publisher: Springer Nature
Release Date : 2023-10-29
Recent Advancements In Computational Finance And Business Analytics written by Rangan Gupta and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-29 with Technology & Engineering categories.
Recent Advancements of Computational Finance and Business Analytics provide a comprehensive overview of the cutting-edge advancements in this dynamic field. By embracing computational finance and business analytics, organizations can gain a competitive edge in an increasingly data-driven and complex business environment. This book has explored the latest developments and breakthroughs in this rapidly evolving domain, providing a comprehensive overview of the current state of computational finance and business analytics. It covers the following dimensions of this domains: Business Analytics Financial Analytics Human Resource Analytics Marketing Analytics
Recent Advancements In Computational Finance And Business Analytics
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Author : Rangan Gupta
language : en
Publisher: Springer Nature
Release Date : 2024-09-03
Recent Advancements In Computational Finance And Business Analytics written by Rangan Gupta and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-03 with Computers categories.
This book presents the latest breakthroughs and cutting-edge advancements within this rapidly evolving field. By providing computational finance and business analytics, organizations can secure a competitive advantage in today’s data-driven and cutting-edge business landscape. This book explores the most recent innovations and significant developments in both the domains of computational finance and business analytics, offering a thorough overview of the current landscape. It encompasses various dimensions including: Business Analytics Financial Analytics HR & Marketing Analytics By integrating the latest theoretical insights with practical applications, this book equips researchers, practitioners, and students with the knowledge and tools necessary to explore and progress in the ever-changing realm of computational finance and business analytics. As the present organizations confront the challenges and adapt the opportunities presented by the data revolution, this book serves as an essential guide, illuminating the transformative frontiers where computational finance and business analytics are redefining the realm of possibilities.
Detecting Regime Change In Computational Finance
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Author : Jun Chen
language : en
Publisher: CRC Press
Release Date : 2020-09-14
Detecting Regime Change In Computational Finance written by Jun Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-14 with Computers categories.
Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithms It will be of great interest to researchers in computational finance, machine learning and data science. About the Authors Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019. Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
Modern Computational Finance
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Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2021-11-02
Modern Computational Finance written by Antoine Savine 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 2021-11-02 with Mathematics categories.
An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA). Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers: Effective strategies for improving scripting libraries, from basic examples—like support for dates and vectors—to advanced improvements, including American Monte Carlo techniques Exploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains Discussion of the application of scripting to xVA, complete with a full treatment of branching Perfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, Modern Computational Finance Scripting for Derivatives and xVA: Volume 2 is also a must-read resource for students and teachers in master’s and PhD finance programs.
Market Risk Analysis Pricing Hedging And Trading Financial Instruments
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Author : Carol Alexander
language : en
Publisher: John Wiley & Sons
Release Date : 2008-06-09
Market Risk Analysis Pricing Hedging And Trading Financial Instruments written by Carol Alexander 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 2008-06-09 with Business & Economics categories.
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Duration-Convexity approximation to bond portfolios, and portfolio immunization; Pricing floaters and vanilla, basis and variance swaps; Coupon stripping and yield curve fitting; Proxy hedging, and hedging international securities and energy futures portfolios; Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, ‘best-of’ and spread options; Libor model calibration; Dynamic models for implied volatility based on principal component analysis; Calibration of stochastic volatility models (Matlab code); Simulations from stochastic volatility and jump models; Duration, PV01 and volatility invariant cash flow mappings; Delta-gamma-theta-vega mappings for options portfolios; Volatility beta mapping to volatility indices.
An Introduction To Market Risk Measurement
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Author : Kevin Dowd
language : en
Publisher: John Wiley & Sons
Release Date : 2003-03-14
An Introduction To Market Risk Measurement written by Kevin Dowd 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 2003-03-14 with Business & Economics categories.
Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.
The Journal Of Computational Finance
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Author :
language : en
Publisher:
Release Date : 2006
The Journal Of Computational Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Finance categories.
Advances In Operational Risk
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Author :
language : en
Publisher: Bharat Book Bureau
Release Date : 2003
Advances In Operational Risk written by and has been published by Bharat Book Bureau this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Building upon the seminal work established in the first best-selling edition, this fully revised multi-contributor title brings you right up-to-date on all the latest issues and developments in the area of operational risk management and the regulatory environment.
The Journal Of Financial Engineering
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Author :
language : en
Publisher:
Release Date : 1999
The Journal Of Financial Engineering written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Finance categories.