Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Financial data resampling for machine learning based trading : application to cryptocurrency markets / / TomeÌ Almeida Borges, Rui Neves
| Financial data resampling for machine learning based trading : application to cryptocurrency markets / / TomeÌ Almeida Borges, Rui Neves |
| Autore | Borges TomeÌ Almeida |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (108 pages) |
| Disciplina | 332.6322 |
| Soggetto topico |
Investments - Statistical methods
Criptomoneda Inversions Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-68379-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466558303316 |
Borges TomeÌ Almeida
|
||
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Financial data resampling for machine learning based trading : application to cryptocurrency markets / / TomeÌ Almeida Borges, Rui Neves
| Financial data resampling for machine learning based trading : application to cryptocurrency markets / / TomeÌ Almeida Borges, Rui Neves |
| Autore | Borges TomeÌ Almeida |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (108 pages) |
| Disciplina | 332.6322 |
| Soggetto topico |
Investments - Statistical methods
Criptomoneda Inversions Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-68379-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910484264103321 |
|
Borges TomeÌ Almeida
|
||
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III
| Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III |
| Autore | Thompson James R |
| Pubbl/distr/stampa | New York, : John Wiley & Sons, Inc., c2003 |
| Descrizione fisica | 1 online resource (404 p.) |
| Disciplina |
332.6
332.63 332.6322 |
| Altri autori (Persone) |
WilliamsEdward E
FindlayM. Chapman |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Investments - Statistical methods
Securities - Statistical methods Stocks - Statistical methods |
| ISBN |
1-282-30806-8
9786612308062 0-470-31709-4 0-470-31793-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Models for Investors in Real World Markets; Contents; Preface; 1. Introduction and the Institutional Environment; 1.1. Introduction; 1.2. The Stock Market Efficiency Question; 1.3. Some History; 1.4. The Role of Financial Information in the Market Efficiency Question; 1.5. The Role of Organized Markets in the Market Efficiency Question; 1.6. The Role of Trading in the Market Efficiency Question; 1.7. The Role of Securities Market Regulation in the Market Efficiency Question; 1.8. The Role of Stock Market Indicators in the Market Efficiency Question; 1.9. Summary; References
2. Some Conventional Building Blocks (With Various Reservations)2.1. Introduction; 2.2. The St. Petersburg Paradox; 2.3. von Neumann-Morgenstern Utility; 2.4. Creating a "St. Petersburg Trust"; 2.5. Some Problems with Aggregate Choice Behavior; 2.6. Jeffersonian Realities; 2.7. Conclusions; Problems; References; 3. Diversification and Portfolio Selection; 3.1. Introduction; 3.2. Portfolio Design as Constrained Optimization; 3.3. A Graphical Depiction; 3.4. Other Approaches: Confidence Limits and Stochastic Dominance; 3.5. Non-Utility Techniques; 3.6. Portfolio Rebalancing; Problems References4. Capital Market Equilibrium Theories; 4.1. Introduction: The Capital Market Line; 4.2. The Security Market Line; 4.3. The Sharpe Diagonal Model; 4.4. Portfolio Evaluation and the Capital Asset Pricing Model (CAPM); 4.5. Arbitrage Pricing Theory (APT) and Fama-French (FF); 4.6. Interaction of Equilibrium and Efficiency; 4.7. Expectations, Convergence, and the Efficient Market Hypothesis; 4.8. Conclusions; Problems; References; 5. Equilibrium Implying Efflciency: The Neoclassical Fantasy; 5.1. Introduction; 5.2. A Formal Restatement of the Hypothesis; 5.3. Who Are the EMH Investors? 5.4. Some Early History5.5. Science and the "Social Sciences"; 5.6. Risk versus Uncertainty; 5.7. The 1960s and 1970s; 5.8. The Weak Form of the EMH; 5.9. The Semi-strong Form of the EMH; 5.10. An Example of "Soft" Results Becoming "Conclusive"; 5.11. Other Studies; 5.12. Intertemporal Analyses; 5.13. More Evidence That Markets Are Not Efficient; 5.14. Conclusions; References; 6. More Realistic Paradigms for Investment; 6.1. Introduction; 6.2. Growth; 6.3. Rational Valuation and Growth; 6.4. Momentum and Growth; 6.5. An Application; 6.6. The "Risk Profile" Approach to Stock Selection 6.7. The 'Risk Profile" Approach After-Taxes and Transactions Costs6.8. Realistic Capital Market Theory; 6.9. Conclusions; Problems; References; 7. Security Analysis; 7.1. Introduction; 7.2. Financial Statement Analysis; 7.3. Ameritape, Inc.; 7.4. The Auditor's Opinion; 7.5. The Historical Record; 7.6. Notes to the Financial Statement; 7.7. The Most Recent Year and Ratio Calculations; 7.8. Other Information; 7.9. Projections and Evaluation; 7.10. Accounting Numbers and Corporate Accountability; Problems; References; 8. Empirical Financial Forecasting; 8.1. Introduction 8.2. Forecasting as Regression |
| Record Nr. | UNINA-9910144683403321 |
|
Thompson James R
|
||
| New York, : John Wiley & Sons, Inc., c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III
| Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III |
| Autore | Thompson James R |
| Pubbl/distr/stampa | New York, : John Wiley & Sons, Inc., c2003 |
| Descrizione fisica | 1 online resource (404 p.) |
| Disciplina |
332.6
332.63 332.6322 |
| Altri autori (Persone) |
WilliamsEdward E
FindlayM. Chapman |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Investments - Statistical methods
Securities - Statistical methods Stocks - Statistical methods |
| ISBN |
1-282-30806-8
9786612308062 0-470-31709-4 0-470-31793-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Models for Investors in Real World Markets; Contents; Preface; 1. Introduction and the Institutional Environment; 1.1. Introduction; 1.2. The Stock Market Efficiency Question; 1.3. Some History; 1.4. The Role of Financial Information in the Market Efficiency Question; 1.5. The Role of Organized Markets in the Market Efficiency Question; 1.6. The Role of Trading in the Market Efficiency Question; 1.7. The Role of Securities Market Regulation in the Market Efficiency Question; 1.8. The Role of Stock Market Indicators in the Market Efficiency Question; 1.9. Summary; References
2. Some Conventional Building Blocks (With Various Reservations)2.1. Introduction; 2.2. The St. Petersburg Paradox; 2.3. von Neumann-Morgenstern Utility; 2.4. Creating a "St. Petersburg Trust"; 2.5. Some Problems with Aggregate Choice Behavior; 2.6. Jeffersonian Realities; 2.7. Conclusions; Problems; References; 3. Diversification and Portfolio Selection; 3.1. Introduction; 3.2. Portfolio Design as Constrained Optimization; 3.3. A Graphical Depiction; 3.4. Other Approaches: Confidence Limits and Stochastic Dominance; 3.5. Non-Utility Techniques; 3.6. Portfolio Rebalancing; Problems References4. Capital Market Equilibrium Theories; 4.1. Introduction: The Capital Market Line; 4.2. The Security Market Line; 4.3. The Sharpe Diagonal Model; 4.4. Portfolio Evaluation and the Capital Asset Pricing Model (CAPM); 4.5. Arbitrage Pricing Theory (APT) and Fama-French (FF); 4.6. Interaction of Equilibrium and Efficiency; 4.7. Expectations, Convergence, and the Efficient Market Hypothesis; 4.8. Conclusions; Problems; References; 5. Equilibrium Implying Efflciency: The Neoclassical Fantasy; 5.1. Introduction; 5.2. A Formal Restatement of the Hypothesis; 5.3. Who Are the EMH Investors? 5.4. Some Early History5.5. Science and the "Social Sciences"; 5.6. Risk versus Uncertainty; 5.7. The 1960s and 1970s; 5.8. The Weak Form of the EMH; 5.9. The Semi-strong Form of the EMH; 5.10. An Example of "Soft" Results Becoming "Conclusive"; 5.11. Other Studies; 5.12. Intertemporal Analyses; 5.13. More Evidence That Markets Are Not Efficient; 5.14. Conclusions; References; 6. More Realistic Paradigms for Investment; 6.1. Introduction; 6.2. Growth; 6.3. Rational Valuation and Growth; 6.4. Momentum and Growth; 6.5. An Application; 6.6. The "Risk Profile" Approach to Stock Selection 6.7. The 'Risk Profile" Approach After-Taxes and Transactions Costs6.8. Realistic Capital Market Theory; 6.9. Conclusions; Problems; References; 7. Security Analysis; 7.1. Introduction; 7.2. Financial Statement Analysis; 7.3. Ameritape, Inc.; 7.4. The Auditor's Opinion; 7.5. The Historical Record; 7.6. Notes to the Financial Statement; 7.7. The Most Recent Year and Ratio Calculations; 7.8. Other Information; 7.9. Projections and Evaluation; 7.10. Accounting Numbers and Corporate Accountability; Problems; References; 8. Empirical Financial Forecasting; 8.1. Introduction 8.2. Forecasting as Regression |
| Record Nr. | UNINA-9910830157503321 |
|
Thompson James R
|
||
| New York, : John Wiley & Sons, Inc., c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III
| Models for investors in real world markets [[electronic resource] /] / James R. Thompson, Edward E. Williams, M. Chapman Findlay, III |
| Autore | Thompson James R |
| Pubbl/distr/stampa | New York, : John Wiley & Sons, Inc., c2003 |
| Descrizione fisica | 1 online resource (404 p.) |
| Disciplina |
332.6
332.63 332.6322 |
| Altri autori (Persone) |
WilliamsEdward E
FindlayM. Chapman |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Investments - Statistical methods
Securities - Statistical methods Stocks - Statistical methods |
| ISBN |
1-282-30806-8
9786612308062 0-470-31709-4 0-470-31793-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Models for Investors in Real World Markets; Contents; Preface; 1. Introduction and the Institutional Environment; 1.1. Introduction; 1.2. The Stock Market Efficiency Question; 1.3. Some History; 1.4. The Role of Financial Information in the Market Efficiency Question; 1.5. The Role of Organized Markets in the Market Efficiency Question; 1.6. The Role of Trading in the Market Efficiency Question; 1.7. The Role of Securities Market Regulation in the Market Efficiency Question; 1.8. The Role of Stock Market Indicators in the Market Efficiency Question; 1.9. Summary; References
2. Some Conventional Building Blocks (With Various Reservations)2.1. Introduction; 2.2. The St. Petersburg Paradox; 2.3. von Neumann-Morgenstern Utility; 2.4. Creating a "St. Petersburg Trust"; 2.5. Some Problems with Aggregate Choice Behavior; 2.6. Jeffersonian Realities; 2.7. Conclusions; Problems; References; 3. Diversification and Portfolio Selection; 3.1. Introduction; 3.2. Portfolio Design as Constrained Optimization; 3.3. A Graphical Depiction; 3.4. Other Approaches: Confidence Limits and Stochastic Dominance; 3.5. Non-Utility Techniques; 3.6. Portfolio Rebalancing; Problems References4. Capital Market Equilibrium Theories; 4.1. Introduction: The Capital Market Line; 4.2. The Security Market Line; 4.3. The Sharpe Diagonal Model; 4.4. Portfolio Evaluation and the Capital Asset Pricing Model (CAPM); 4.5. Arbitrage Pricing Theory (APT) and Fama-French (FF); 4.6. Interaction of Equilibrium and Efficiency; 4.7. Expectations, Convergence, and the Efficient Market Hypothesis; 4.8. Conclusions; Problems; References; 5. Equilibrium Implying Efflciency: The Neoclassical Fantasy; 5.1. Introduction; 5.2. A Formal Restatement of the Hypothesis; 5.3. Who Are the EMH Investors? 5.4. Some Early History5.5. Science and the "Social Sciences"; 5.6. Risk versus Uncertainty; 5.7. The 1960s and 1970s; 5.8. The Weak Form of the EMH; 5.9. The Semi-strong Form of the EMH; 5.10. An Example of "Soft" Results Becoming "Conclusive"; 5.11. Other Studies; 5.12. Intertemporal Analyses; 5.13. More Evidence That Markets Are Not Efficient; 5.14. Conclusions; References; 6. More Realistic Paradigms for Investment; 6.1. Introduction; 6.2. Growth; 6.3. Rational Valuation and Growth; 6.4. Momentum and Growth; 6.5. An Application; 6.6. The "Risk Profile" Approach to Stock Selection 6.7. The 'Risk Profile" Approach After-Taxes and Transactions Costs6.8. Realistic Capital Market Theory; 6.9. Conclusions; Problems; References; 7. Security Analysis; 7.1. Introduction; 7.2. Financial Statement Analysis; 7.3. Ameritape, Inc.; 7.4. The Auditor's Opinion; 7.5. The Historical Record; 7.6. Notes to the Financial Statement; 7.7. The Most Recent Year and Ratio Calculations; 7.8. Other Information; 7.9. Projections and Evaluation; 7.10. Accounting Numbers and Corporate Accountability; Problems; References; 8. Empirical Financial Forecasting; 8.1. Introduction 8.2. Forecasting as Regression |
| Record Nr. | UNINA-9910841892403321 |
|
Thompson James R
|
||
| New York, : John Wiley & Sons, Inc., c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
