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Titlebook: Computational Finance; An Introductory Cour Argimiro Arratia Textbook 2014 The Editor(s) (if applicable) and The Author(s), under exclusive

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發(fā)表于 2025-3-21 19:31:27 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱Computational Finance
副標(biāo)題An Introductory Cour
編輯Argimiro Arratia
視頻videohttp://file.papertrans.cn/233/232283/232283.mp4
概述Teaches how to use the statistical tools and methods available in the free software R, for processing and analyzing real financial data.Numerous step-by-step examples of programming in R will teach th
叢書(shū)名稱Atlantis Studies in Computational Finance and Financial Engineering
圖書(shū)封面Titlebook: Computational Finance; An Introductory Cour Argimiro Arratia Textbook 2014 The Editor(s) (if applicable) and The Author(s), under exclusive
描述.The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of c
出版日期Textbook 2014
關(guān)鍵詞computational finance; optimization heuristics; portfolio optimization; statistical computing; time seri
版次1
doihttps://doi.org/10.2991/978-94-6239-070-6
isbn_ebook978-94-6239-070-6Series ISSN 2352-3255 Series E-ISSN 2352-3115
issn_series 2352-3255
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature B.V. 201
The information of publication is updating

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沙發(fā)
發(fā)表于 2025-3-21 22:02:35 | 只看該作者
2352-3255 rous step-by-step examples of programming in R will teach th.The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the ba
板凳
發(fā)表于 2025-3-22 00:47:36 | 只看該作者
Studies in Computational Intelligenceions, for which exact deterministic approaches are inadequate. Then, an appropriate heuristic for solving these hard problems must, in principle, offer an improvement over the classical local search procedure.
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發(fā)表于 2025-3-22 07:04:56 | 只看該作者
Optimization Heuristics in Finance,ions, for which exact deterministic approaches are inadequate. Then, an appropriate heuristic for solving these hard problems must, in principle, offer an improvement over the classical local search procedure.
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發(fā)表于 2025-3-22 16:19:09 | 只看該作者
An Abridged Introduction to Finance,all describe the composition and regulations of some stock markets, part of the lingo used by investors, and summarize some important concepts of finance and paradigms for asset pricing, which will be dealt in more depth later in the book at a more mathematical and computational level.
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發(fā)表于 2025-3-22 19:46:58 | 只看該作者
Argimiro ArratiaTeaches how to use the statistical tools and methods available in the free software R, for processing and analyzing real financial data.Numerous step-by-step examples of programming in R will teach th
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發(fā)表于 2025-3-23 00:17:07 | 只看該作者
Atlantis Studies in Computational Finance and Financial Engineeringhttp://image.papertrans.cn/c/image/232283.jpg
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https://doi.org/10.2991/978-94-6239-070-6computational finance; optimization heuristics; portfolio optimization; statistical computing; time seri
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發(fā)表于 2025-3-23 08:16:10 | 只看該作者
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature B.V. 201
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