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Computational Finance with R / Rituparna Sen, Sourish Das
| Computational Finance with R / Rituparna Sen, Sourish Das |
| Autore | Sen, Rituparna |
| Pubbl/distr/stampa | Singapore, : Springer, : Indian Statistical Institute, 2023 |
| Descrizione fisica | xiii, 353 p. : ill. ; 24 cm |
| Altri autori (Persone) | Das, Sourish |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62D05 - Sampling theory, sample surveys [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62F40 - Bootstrap, jackknife and other resampling methods [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65R20 - Numerical methods for integral equations [MSC 2020] 90C05 - Linear programming [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Back-test financial models
Data science in finance Financial Econometrics High-frequency data Machine learning in finance Quantitative Finance Simulate Brownian motion Stylized facts of stock markets |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279176 |
Sen, Rituparna
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| Singapore, : Springer, : Indian Statistical Institute, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Machine Learning in Finance : From Theory to Practice / Matthew F. Dixon, Igor Halperin, Paul Bilokon
| Machine Learning in Finance : From Theory to Practice / Matthew F. Dixon, Igor Halperin, Paul Bilokon |
| Autore | Dixon, Matthew F. |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxv, 548 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Bilokon, Paul
Halperin, Igor |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
68T05 - Learning and adaptive systems in artificial intelligence [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62M45 - Neural nets and related approaches to inference from stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Bayesian neural networks
Financial Econometrics Financial mathematics Investment Management Machine learning Neural networks Reinforcement Learning Time Series Modeling Wealth Management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249410 |
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Dixon, Matthew F.
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Machine Learning in Finance : From Theory to Practice / Matthew F. Dixon, Igor Halperin, Paul Bilokon
| Machine Learning in Finance : From Theory to Practice / Matthew F. Dixon, Igor Halperin, Paul Bilokon |
| Autore | Dixon, Matthew F. |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxv, 548 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Bilokon, Paul
Halperin, Igor |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M45 - Neural nets and related approaches to inference from stochastic processes [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 68T05 - Learning and adaptive systems in artificial intelligence [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Bayesian neural networks
Financial Econometrics Financial mathematics Investment Management Machine learning Neural networks Reinforcement Learning Time Series Modeling Wealth Management |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249410 |
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Dixon, Matthew F.
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors
| The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVIII, 527 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] |
| Soggetto non controllato |
Barndorff-Nielsen
Exponential Families Financial Econometrics Infinitely divisible distributions Lévy processes Mathematical Finance Quantitative Finance Risk Measurement Statistics of Stochastic Processes Stochastic Analysis Stochastic Partial Differential Equations Time series Turbulence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115421 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors
| The fascination of probability, statistics and their applications : in honour of Ole E. Barndorff-Nielsen / Mark Podolskij ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | XVIII, 527 p. : ill. ; 24 cm |
| Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
00B30 - Festschriften [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Barndorff-Nielsen
Exponential Families Financial Econometrics Infinitely divisible distributions Lévy processes Mathematical Finance Quantitative Finance Risk Measurement Statistics of Stochastic Processes Stochastic Analysis Stochastic Partial Differential Equations Time series Turbulence |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115421 |
| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series in Economics and Finance / Tomas Cipra
| Time Series in Economics and Finance / Tomas Cipra |
| Autore | Cipra, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249973 |
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Cipra, Tomas
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series in Economics and Finance / Tomas Cipra
| Time Series in Economics and Finance / Tomas Cipra |
| Autore | Cipra, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249973 |
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Cipra, Tomas
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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