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Advanced Portfolio Optimization : A Cutting-edge Quantitative Approach / / by Dany Cajas
| Advanced Portfolio Optimization : A Cutting-edge Quantitative Approach / / by Dany Cajas |
| Autore | Cajas Dany |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (XV, 503 p. 216 illus., 186 illus. in color.) |
| Disciplina | 300.727 |
| Soggetto topico |
Statistics
Data mining Machine learning Valuation Financial risk management Statistics in Business, Management, Economics, Finance, Insurance Data Mining and Knowledge Discovery Machine Learning Investment Appraisal Risk Management Estadística Mineria de dades Aprenentatge automàtic Valoració Gestió del risc Estadística econòmica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031843044
3031843045 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Why use Python? -- Part I Parameter Estimation -- Chapter 3 Sample Based Methods -- Chapter 4 Risk Factors Models -- Chapter 5 Black Litterman Models -- Chapter 7 Convex Risk Measures -- Chapter 8 Return-Risk Trade-Off Optimization -- Chapter 9 Real Features Constraints -- Chapter 10 Risk Parity Optimization -- Chapter 11 Robust Optimization -- Part III Machine Learning Portfolio Optimization -- Chapter 12 Hierarchical Clustering Portfolios -- Chapter 13 Graph Theory Based Portfolios -- Part IV Backtesting -- Chapter 14 Generation of Synthetic Data -- Chapter 15 Backtesting Process -- Part V Appendix -- Chapter A Linear Algebra -- Chapter B Convex Optimization -- Chapter C Mixed Integer Programming. |
| Record Nr. | UNINA-9910999679103321 |
Cajas Dany
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar
| Applied Multivariate Statistical Analysis / / by Wolfgang Karl Härdle, Léopold Simar |
| Autore | Härdle Wolfgang |
| Edizione | [5th ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (xii, 558 pages) : 443 illustrations, 308 illustrations in color |
| Disciplina | 519.535 |
| Soggetto topico |
Statistics
Social sciences - Mathematics Econometrics Statistical Theory and Methods Statistics in Business, Management, Economics, Finance, Insurance Mathematics in Business, Economics and Finance Quantitative Economics Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Anàlisi multivariable Estadística econòmica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783030260064
3030260062 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Descriptive Techniques -- 1 Comparison of Batches -- Part II Multivariate Random Variables -- 2 A Short Excursion into Matrix Algebra -- 3 Moving to Higher Dimensions -- 4 Multivariate Distributions -- 5 Theory of the Multinormal -- 6 Theory of Estimation -- 7 Hypothesis Testing -- Part III Multivariate Techniques -- 8 Regression Models -- 9 Variable Selection.-10 Decomposition of Data Matrices by Factors -- 11 Principal Components Analysis -- 12 Factor Analysis -- 13 Cluster Analysis -- 14 Discriminant Analysis -- 15 Correspondence Analysis -- 16 Canonical Correlation Analysis -- 17 Multidimensional Scaling -- 18 Conjoint Measurement Analysis -- 19 Applications in Finance -- 20 Computationally Intensive Techniques -- Part IV Appendix -- A Symbols and Notations -- B Data -- Index -- References. |
| Record Nr. | UNINA-9910360852903321 |
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Härdle Wolfgang
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Cookbook with Probability One : With Financial Applications / / by Damiano Rossello
| A Cookbook with Probability One : With Financial Applications / / by Damiano Rossello |
| Autore | Rossello Damiano |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (401 pages) |
| Disciplina | 519.2 |
| Collana | La Matematica per il 3+2 |
| Soggetto topico |
Probabilities
Statistics Probability Theory Statistical Theory and Methods Probabilitats Estadística econòmica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031546884
9783031546877 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probability, Events and Random Variables -- 2 Distribution of Random Variables -- 3 Multidimensional Random Variables -- 4 Moments and the Alike -- 5 Special Distributions -- 6 Conditioning -- 7 Regression, Prediction and more Dependence -- 8 Convergence Concepts -- 9 Introduction to Stochastic Processes -- 10 Introduction to Market Risk Measures. |
| Record Nr. | UNINA-9910874660303321 |
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Rossello Damiano
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Understanding the Role of Business Analytics [[electronic resource] ] : Some Applications / / edited by Hardeep Chahal, Jeevan Jyoti, Jochen Wirtz
| Understanding the Role of Business Analytics [[electronic resource] ] : Some Applications / / edited by Hardeep Chahal, Jeevan Jyoti, Jochen Wirtz |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (216 pages) |
| Disciplina | 658.4038011 |
| Soggetto topico |
Estadística econòmica
Presa de decisions (Estadística) Dades massives Negocis Big data Management information systems Statistics Big Data/Analytics Business Process Management Statistics for Business, Management, Economics, Finance, Insurance |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-13-1334-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Managerial Traits and Collaborative Behaviours as Determinants of Export Propensity: An Application of Fuzzy-Set Qualitative Comparative Analysis -- Spiritual Well- being Scale within a Sample of Veterans of Iran–Iraq Warfare: An examination of psychometric properties -- Examining the Relationship between Organizational Justice, Job Security, and Organizational Citizenship Behavior in the Jordanian Banks: A Structural Equation Modeling Perspective -- Re-Investigating the Role of Market Orientation and Environmental Turbulence in Marketing Capabilities and Business Performance -- Impact of Customer Experience on Marketing Outcomes in Financial Services -- Examınıng Determınants of Turkısh Automotıve Industry Exports usıng Panel Quantıle Regressıon and Gravıty Model Approaches -- Cultural Intelligence and Knowledge Sharing: Role of Cultural Adjustment and Work Experience -- Stock price reactions to the announcement of general election results in India -- Prevention of Diabetes Through Knowledge, Awareness and Practice -- Corporate Project Dashboard Design Using Cost and Benefit Analysis: Evidence from Indonesia Leasing Industry. |
| Record Nr. | UNINA-9910350213803321 |
| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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