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1995 Conference on Computational Intelligence for Financial Engineering
| 1995 Conference on Computational Intelligence for Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 1995 |
| Descrizione fisica | 1 online resource |
| Soggetto topico | Finance - Data processing |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910872702403321 |
| [Place of publication not identified], : IEEE, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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2010 2nd IEEE International Conference on Information and Financial Engineering
| 2010 2nd IEEE International Conference on Information and Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 2010 |
| Descrizione fisica | 1 online resource (930 pages) |
| Disciplina | 332 |
| Soggetto topico |
Financial engineering
Finance - Data processing |
| ISBN | 1-4244-6928-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996213752603316 |
| [Place of publication not identified], : IEEE, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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2010 2nd IEEE International Conference on Information and Financial Engineering
| 2010 2nd IEEE International Conference on Information and Financial Engineering |
| Pubbl/distr/stampa | [Place of publication not identified], : IEEE, 2010 |
| Descrizione fisica | 1 online resource (930 pages) |
| Disciplina | 332 |
| Soggetto topico |
Financial engineering
Finance - Data processing |
| ISBN |
9781424469284
1424469287 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910140920503321 |
| [Place of publication not identified], : IEEE, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advances in Financial Machine Learning / / de Prado, Marcos
| Advances in Financial Machine Learning / / de Prado, Marcos |
| Autore | de Prado Marcos |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Wiley, , 2018 |
| Descrizione fisica | 1 online resource (400 pages) |
| Disciplina | 332.0285/631 |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models Machine learning |
| ISBN |
9781119482116
1119482119 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: About the Author Preamble 1. Financial Machine Learning as a Distinct Subject Part 1: Data Analysis 2. Financial Data Structures 3. Labeling 4. Sample Weights 5. Fractionally Differentiated Features Part 2: Modelling 6. Ensemble Methods 7. Cross-validation in Finance 8. Feature Importance 9. Hyper-parameter Tuning with Cross-Validation Part 3: Backtesting 10. Bet Sizing 11. The Dangers of Backtesting 12. Backtesting through Cross-Validation 13. Backtesting on Synthetic Data 14. Backtest Statistics 15. Understanding Strategy Risk 16. Machine Learning Asset Allocation Part 4: Useful Financial Features 17. Structural Breaks 18. Entropy Features 19. Microstructural Features Part 5: High-Performance Computing Recipes 20. Multiprocessing and Vectorization 21. Brute Force and Quantum Computers 22. High-Performance Computational Intelligence and Forecasting Technologies Dr. Kesheng Wu and Dr. Horst Simon Index. |
| Record Nr. | UNINA-9910957713703321 |
de Prado Marcos
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| Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910454902303321 |
|
Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910779830003321 |
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Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Automated Market Makers : A Practical Guide to Decentralized Exchanges and Cryptocurrency Trading / / by Miguel Ottina, Peter Johannes Steffensen, Jesper Kristensen
| Automated Market Makers : A Practical Guide to Decentralized Exchanges and Cryptocurrency Trading / / by Miguel Ottina, Peter Johannes Steffensen, Jesper Kristensen |
| Autore | Ottina Miguel |
| Edizione | [1st edition 2023] |
| Pubbl/distr/stampa | Berkeley, CA : , : Apress : , : Imprint : Apress, , 2023 |
| Descrizione fisica | 1 online resource (301 pages) |
| Disciplina | 296 |
| Soggetto topico |
Electronic trading of securities
Cryptocurrencies Finance - Data processing Blockchains (Databases) |
| ISBN |
9781484286166
1484286162 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to AMMs -- 2. Uniswap v2 -- 3. Balancer -- 4. Curve Finance -- 5. Uniswap v3. . |
| Record Nr. | UNINA-9910639886703321 |
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Ottina Miguel
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| Berkeley, CA : , : Apress : , : Imprint : Apress, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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C# for financial markets / / Daniel J. Duffy and Andrea Germani
| C# for financial markets / / Daniel J. Duffy and Andrea Germani |
| Autore | Duffy Daniel J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, : John Wiley & Sons, 2013 |
| Descrizione fisica | 1 online resource (xxii, 831 pages) : illustrations |
| Disciplina | 332.0285/5133 |
| Collana | Wiley finance |
| Soggetto topico |
Finance - Mathematical models
Finance - Data processing C# (Computer program language) |
| ISBN |
1-118-81857-1
1-299-18856-7 1-118-50281-7 1-118-50283-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
C# for Financial Markets; Contents; List of Figures; List of Tables; Introduction; 0.1 What Is This Book?; 0.2 Special Features in This Book; 0.3 Who Is This Book for and What Do You Learn?; 0.4 Structure of This Book; 0.5 C# Source Code; 1 Global Overview of the Book; 1.1 Introduction and Objectives; 1.2 Comparing C# and C++; 1.3 Using This Book; 2 C# Fundamentals; 2.1 Introduction and Objectives; 2.2 Background to C#; 2.3 Value Types, Reference Types and Memory Management; 2.4 Built-in Data Types in C#; 2.5 Character and String Types; 2.6 Operators; 2.7 Console Input and Output
2.8 User-defined Structs2.9 Mini Application: Option Pricing; 2.10 Summary and Conclusions; 2.11 Exercises and Projects; 3 Classes in C#; 3.1 Introduction and Objectives; 3.2 The Structure of a Class: Methods and Data; 3.3 The Keyword 'this'; 3.4 Properties; 3.5 Class Variables and Class Methods; 3.6 Creating and Using Objects in C#; 3.7 Example: European Option Price and Sensitivities; 3.7.1 Supporting Mathematical Functions; 3.7.2 Black-Scholes Formula; 3.7.3 C# Implementation; 3.7.4 Examples and Applications; 3.8 Enumeration Types; 3.9 Extension Methods 3.10 An Introduction to Inheritance in C#3.11 Example: Two-factor Payoff Hierarchies and Interfaces; 3.12 Exception Handling; 3.13 Summary and Conclusions; 3.14 Exercises and Projects; 4 Classes and C# Advanced Features; 4.1 Introduction and Objectives; 4.2 Interfaces; 4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing; 4.3.1 Defining Standard Interfaces; 4.3.2 Bond Models and Stochastic Differential Equations; 4.3.3 Option Pricing and the Visitor Pattern; 4.4 Interfaces in .NET and Some Advanced Features; 4.4.1 Copying Objects; 4.4.2 Interfaces and Properties 4.4.3 Comparing Abstract Classes and Interfaces4.4.4 Explicit Interfaces; 4.4.5 Casting an Object to an Interface; 4.5 Combining Interfaces, Inheritance and Composition; 4.5.1 Design Philosophy: Modular Programming; 4.5.2 A Model Problem and Interfacing; 4.5.3 Implementing the Interfaces; 4.5.4 Examples and Testing; 4.6 Introduction to Delegates and Lambda Functions; 4.6.1 Comparing Delegates and Interfaces; 4.7 Lambda Functions and Anonymous Methods; 4.8 Other Features in C#; 4.8.1 Static Constructors; 4.8.2 Finalisers; 4.8.3 Casting; 4.8.4 The var Keyword; 4.9 Advanced .NET Delegates 4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates4.9.2 Multicast Delegates; 4.9.3 Generic Delegate Types; 4.9.4 Delegates versus Interfaces, Again; 4.10 The Standard Event Pattern in .NET and the Observer Pattern; 4.11 Summary and Conclusions; 4.12 Exercises and Projects; 5 Data Structures and Collections; 5.1 Introduction and Objectives; 5.2 Arrays; 5.2.1 Rectangular and Jagged Arrays; 5.2.2 Bounds Checking; 5.3 Dates, Times and Time Zones; 5.3.1 Creating and Modifying Dates; 5.3.2 Formatting and Parsing Dates; 5.3.3 Working with Dates 5.4 Enumeration and Iterators |
| Record Nr. | UNINA-9910141502803321 |
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Duffy Daniel J
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| Chichester, : John Wiley & Sons, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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C# for financial markets / / Daniel J. Duffy and Andrea Germani
| C# for financial markets / / Daniel J. Duffy and Andrea Germani |
| Autore | Duffy Daniel J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, : John Wiley & Sons, 2013 |
| Descrizione fisica | 1 online resource (xxii, 831 pages) : illustrations |
| Disciplina | 332.0285/5133 |
| Collana | Wiley finance |
| Soggetto topico |
Finance - Mathematical models
Finance - Data processing C# (Computer program language) |
| ISBN |
1-118-81857-1
1-299-18856-7 1-118-50281-7 1-118-50283-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
C# for Financial Markets; Contents; List of Figures; List of Tables; Introduction; 0.1 What Is This Book?; 0.2 Special Features in This Book; 0.3 Who Is This Book for and What Do You Learn?; 0.4 Structure of This Book; 0.5 C# Source Code; 1 Global Overview of the Book; 1.1 Introduction and Objectives; 1.2 Comparing C# and C++; 1.3 Using This Book; 2 C# Fundamentals; 2.1 Introduction and Objectives; 2.2 Background to C#; 2.3 Value Types, Reference Types and Memory Management; 2.4 Built-in Data Types in C#; 2.5 Character and String Types; 2.6 Operators; 2.7 Console Input and Output
2.8 User-defined Structs2.9 Mini Application: Option Pricing; 2.10 Summary and Conclusions; 2.11 Exercises and Projects; 3 Classes in C#; 3.1 Introduction and Objectives; 3.2 The Structure of a Class: Methods and Data; 3.3 The Keyword 'this'; 3.4 Properties; 3.5 Class Variables and Class Methods; 3.6 Creating and Using Objects in C#; 3.7 Example: European Option Price and Sensitivities; 3.7.1 Supporting Mathematical Functions; 3.7.2 Black-Scholes Formula; 3.7.3 C# Implementation; 3.7.4 Examples and Applications; 3.8 Enumeration Types; 3.9 Extension Methods 3.10 An Introduction to Inheritance in C#3.11 Example: Two-factor Payoff Hierarchies and Interfaces; 3.12 Exception Handling; 3.13 Summary and Conclusions; 3.14 Exercises and Projects; 4 Classes and C# Advanced Features; 4.1 Introduction and Objectives; 4.2 Interfaces; 4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing; 4.3.1 Defining Standard Interfaces; 4.3.2 Bond Models and Stochastic Differential Equations; 4.3.3 Option Pricing and the Visitor Pattern; 4.4 Interfaces in .NET and Some Advanced Features; 4.4.1 Copying Objects; 4.4.2 Interfaces and Properties 4.4.3 Comparing Abstract Classes and Interfaces4.4.4 Explicit Interfaces; 4.4.5 Casting an Object to an Interface; 4.5 Combining Interfaces, Inheritance and Composition; 4.5.1 Design Philosophy: Modular Programming; 4.5.2 A Model Problem and Interfacing; 4.5.3 Implementing the Interfaces; 4.5.4 Examples and Testing; 4.6 Introduction to Delegates and Lambda Functions; 4.6.1 Comparing Delegates and Interfaces; 4.7 Lambda Functions and Anonymous Methods; 4.8 Other Features in C#; 4.8.1 Static Constructors; 4.8.2 Finalisers; 4.8.3 Casting; 4.8.4 The var Keyword; 4.9 Advanced .NET Delegates 4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates4.9.2 Multicast Delegates; 4.9.3 Generic Delegate Types; 4.9.4 Delegates versus Interfaces, Again; 4.10 The Standard Event Pattern in .NET and the Observer Pattern; 4.11 Summary and Conclusions; 4.12 Exercises and Projects; 5 Data Structures and Collections; 5.1 Introduction and Objectives; 5.2 Arrays; 5.2.1 Rectangular and Jagged Arrays; 5.2.2 Bounds Checking; 5.3 Dates, Times and Time Zones; 5.3.1 Creating and Modifying Dates; 5.3.2 Formatting and Parsing Dates; 5.3.3 Working with Dates 5.4 Enumeration and Iterators |
| Record Nr. | UNINA-9910817063103321 |
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Duffy Daniel J
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| Chichester, : John Wiley & Sons, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.]
| Computational finance 1999 [[electronic resource] /] / edited by Yaser S. Abu-Mostafa ... [et al.] |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2000 |
| Descrizione fisica | 1 online resource (732 p.) |
| Disciplina | 332/.0285 |
| Altri autori (Persone) | Abu-MostafaYaser S. <1957-> |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-262-29179-7
0-262-26674-1 0-585-37898-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets"" ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and Fundamentals� Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles"" ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to"" ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing"" ""A Computational Framework for Contingent Claim"" |
| Record Nr. | UNINA-9910455176303321 |
| Cambridge, Mass., : MIT Press, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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