Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)

Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
Author :
Publisher : World Scientific
Total Pages : 5053
Release :
ISBN-10 : 9789811202407
ISBN-13 : 9811202400
Rating : 4/5 (400 Downloads)

Book Synopsis Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) by : Cheng Few Lee

Download or read book Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.


Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) Related Books

Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
Language: en
Pages: 5053
Authors: Cheng Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2020-07-30 - Publisher: World Scientific

GET EBOOK

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econo
Handbook of Financial Econometrics
Language: en
Pages: 809
Authors: Yacine Ait-Sahalia
Categories: Business & Economics
Type: BOOK - Published: 2009-10-19 - Publisher: Elsevier

GET EBOOK

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical
Handbook of Quantitative Finance and Risk Management
Language: en
Pages: 1700
Authors: Cheng-Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2010-06-14 - Publisher: Springer Science & Business Media

GET EBOOK

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology.
Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance
Language: en
Pages: 35
Authors: El Bachir Boukherouaa
Categories: Business & Economics
Type: BOOK - Published: 2021-10-22 - Publisher: International Monetary Fund

GET EBOOK

This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benef
Quantitative Financial Risk Management
Language: en
Pages: 455
Authors: Constantin Zopounidis
Categories: Business & Economics
Type: BOOK - Published: 2015-05-18 - Publisher: John Wiley & Sons

GET EBOOK

A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management