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Quantitative Portfolio Management : with Applications in Python / Pierre Brugière
| Quantitative Portfolio Management : with Applications in Python / Pierre Brugière |
| Autore | Brugière, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
91G70 - Statistical methods; risk measures [MSC 2020]
91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
APT models
Factor models Markowitz theory Principal component analysis Python code Quantitative Finance Risk measures |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249686 |
Brugière, Pierre
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Quantitative Portfolio Management : with Applications in Python / Pierre Brugière
| Quantitative Portfolio Management : with Applications in Python / Pierre Brugière |
| Autore | Brugière, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 205 p. : ill. ; 24 cm |
| Soggetto topico |
91G10 - Portfolio theory [MSC 2020]
91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
APT models
Factor models Markowitz theory Principal component analysis Python code Quantitative Finance Risk measures |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249686 |
|
Brugière, Pierre
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistical analysis for high-dimensional data : the Abel symposium 2014 / Arnoldo Frigessi ... [et al.] editors
| Statistical analysis for high-dimensional data : the Abel symposium 2014 / Arnoldo Frigessi ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XII, 306 p. : ill. ; 24 cm |
| Soggetto topico |
62P10 - Applications of statistics to biology and medical sciences; meta analysis [MSC 2020]
62Hxx - Multivariate analysis [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62Fxx - Parametric inference [MSC 2020] |
| Soggetto non controllato |
Dimension reduction
Factor models High dimensional inference Multiple testing Penelised regression Sparsity Statistical genomics Statistical inference in high dimensions Thresholding |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115372 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Statistical analysis for high-dimensional data : the Abel symposium 2014 / Arnoldo Frigessi ... [et al.] editors
| Statistical analysis for high-dimensional data : the Abel symposium 2014 / Arnoldo Frigessi ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XII, 306 p. : ill. ; 24 cm |
| Soggetto topico |
62F12 - Asymptotic properties of parametric estimators [MSC 2020]
62Fxx - Parametric inference [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] 62Hxx - Multivariate analysis [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 62P10 - Applications of statistics to biology and medical sciences; meta analysis [MSC 2020] |
| Soggetto non controllato |
Dimension reduction
Factor models High dimensional inference Multiple testing Penelised regression Sparsity Statistical genomics Statistical inference Thresholding |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115372 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] |
| Soggetto non controllato |
AR and ARMA Processes
ARCH and GARCH Models Factor models Forecasting and Filtering Granger Causality Linear Dynamical Systems Multivariate time series State Space Systems Time Series Analysis Time and Frequency Domain Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278215 |
|
Deistler, Manfred
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||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] |
| Soggetto non controllato |
AR and ARMA Processes
ARCH and GARCH Models Factor models Forecasting and Filtering Granger Causality Linear Dynamical Systems Multivariate time series State Space Systems Time Series Analysis Time and Frequency Domain Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278215 |
|
Deistler, Manfred
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||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||