Adventures In Financial Data Science The Empirical Properties Of Financial And Economic Data Second Edition
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| Author | : Graham L Giller |
| Publisher | : World Scientific |
| Total Pages | : 512 |
| Release | : 2022-06-27 |
| Genre | : Business & Economics |
| ISBN | : 9811251827 |
This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went 'viral' before anybody knew what that meant, on being the person who forgot to hit 'enter' to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as 'The Pleasure of Finding Things Out.'
| Author | : Graham L Giller |
| Publisher | : World Scientific |
| Total Pages | : 217 |
| Release | : 2023-08-17 |
| Genre | : Business & Economics |
| ISBN | : 9811273839 |
This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.
| Author | : Anol Bhattacherjee |
| Publisher | : CreateSpace |
| Total Pages | : 156 |
| Release | : 2012-04-01 |
| Genre | : Science |
| ISBN | : 9781475146127 |
This book is designed to introduce doctoral and graduate students to the process of conducting scientific research in the social sciences, business, education, public health, and related disciplines. It is a one-stop, comprehensive, and compact source for foundational concepts in behavioral research, and can serve as a stand-alone text or as a supplement to research readings in any doctoral seminar or research methods class. This book is currently used as a research text at universities on six continents and will shortly be available in nine different languages.
| Author | : Rosario N. Mantegna |
| Publisher | : Cambridge University Press |
| Total Pages | : 164 |
| Release | : 1999-11-13 |
| Genre | : Business & Economics |
| ISBN | : 1139431226 |
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
| Author | : Aki-Hiro Sato |
| Publisher | : Springer |
| Total Pages | : 264 |
| Release | : 2019-07-04 |
| Genre | : Business & Economics |
| ISBN | : 9811071942 |
The intention behind this book is to illustrate the deep relation among human behavior, data-centric science, and social design. In fact, these three issues have been independently developing in different fields, although they are, of course, deeply interrelated to one another. Specifically, fundamental understanding of human behavior should be employed for investigating our human society and designing social systems. Insights and both quantitative and qualitative understandings of collective human behavior are quite useful when social systems are designed. Fundamental principles of human behavior, theoretical models of human behavior, and information cascades are addressed as aspects of human behavior. Data-driven investigation of human nature, social behavior, and societal systems are developed as aspects of data-centric science. As design aspects, how to design social systems from heterogeneous memberships is explained. There is also discussion of these three aspects—human behavior, data-centric science, and social design—independently and with regard to the relationships among them.
| Author | : Sergio Consoli |
| Publisher | : Springer Nature |
| Total Pages | : 357 |
| Release | : 2021 |
| Genre | : Application software |
| ISBN | : 3030668916 |
This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.
| Author | : Jean-François Mercure |
| Publisher | : Cambridge University Press |
| Total Pages | : 489 |
| Release | : 2022-11-30 |
| Genre | : Business & Economics |
| ISBN | : 1108428827 |
This book redesigns environmental governance for a sustainability transition, helping academics and decision-makers truly understand the socio-economic impacts of policy.
| Author | : Vladik Kreinovich |
| Publisher | : Springer |
| Total Pages | : 788 |
| Release | : 2017-11-30 |
| Genre | : Technology & Engineering |
| ISBN | : 3319709429 |
This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thailand Econometric Society (TES2018), held in Chiang Mai, Thailand, on January 10-12, 2018, its main focus is on predictive techniques – which directly aim at predicting economic phenomena; and big data techniques – which enable us to handle the enormous amounts of data generated by modern computers in a reasonable time. The book also discusses the applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that employs mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. It is therefore important to develop data processing techniques that explicitly focus on prediction. The more data we have, the better our predictions will be. As such, these techniques are essential to our ability to process huge amounts of available data.
| Author | : Gary Koop |
| Publisher | : John Wiley & Sons |
| Total Pages | : 264 |
| Release | : 2006-01-09 |
| Genre | : Business & Economics |
| ISBN | : |
Analysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to apply such techniques in the context of real-world empirical problems. Adopting a largely non-mathematical approach Analysis of Financial Data relies more on verbal intuition and graphical methods for understanding. Key features include: Coverage of many of the major tools used by the financial economist e.g. correlation, regression, time series analysis and methods for analyzing financial volatility. Extensive use of real data examples, which involves readers in hands-on computer work. Mathematical techniques at a level suited to MBA students and undergraduates taking a first course in the topic. Supplementary material for readers and lecturers provided on an accompanying website.
| Author | : Shuangzhe Li |
| Publisher | : MDPI |
| Total Pages | : 232 |
| Release | : 2021-03-02 |
| Genre | : Business & Economics |
| ISBN | : 3039439758 |
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
