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Showing 1 - 12 of 12 results for “thomas barrau”
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  • Artificial Intelligence for Financial Markets

    The Polymodel Approach

    by Thomas Barrau, Raphael Douady ...
    Series series Mathematics and Statistics (R0)
    This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone ... Read more

    $128.09 CAD

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  • Quantitative Equity Investing

    Techniques and Strategies

    by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi ...
    Series series Frank J. Fabozzi Series
    A comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies ... Read more

    $74.99 CAD

  • Asset Price Dynamics, Volatility, and Prediction

    by Stephen J. Taylor ...
    This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess ... Read more

    $109.89 CAD

  • The Econometrics of Financial Markets

    by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay ...
    A landmark book on quantitative methods in financial markets for graduate students and finance professionalsRecent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. ... Read more

    $142.99 CAD

  • Time Series and Panel Data Econometrics

    by M. Hashem Pesaran ...
    This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers ... Read more

    $104.19 CAD

  • Regression Modeling with Actuarial and Financial Applications

    by Edward W. Frees ...
    Series series International Series on Actuarial Science
    This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical ... Read more

    $81.59 CAD

  • Introductory Econometrics

    A Practical Approach

    by Hamid Seddighi ...
    This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might ... Read more

    $182.75 CAD

  • Probability and Statistics for Finance

    by Svetlozar T. Rachev, Markus Hoechstoetter, Sergio M. Focardi, Frank J. Fabozzi ...
    Series Book 176 - Frank J. Fabozzi Series
    A comprehensive look at how probability and statistics is applied to the investment processFinance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline.Probability and Statistics for Finance addresses this issue by showing ... Read more

    $77.99 CAD

  • Forecasting, Structural Time Series Models and the Kalman Filter

    by Andrew C. Harvey ...
    In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to ... Read more

    $51.19 CAD

  • Quantitative Portfolio Management

    The Art and Science of Statistical Arbitrage

    by Michael Isichenko ...
    Discover foundational and advanced techniques in quantitative equity trading from a veteran insiderIn Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn ... Read more

    $44.99 CAD

  • Handbook of Financial Econometrics

    Applications

    Edited by Yacine Ait-Sahalia, Lars Peter Hansen ...
    Series Book 2 - Handbooks in Finance
    Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their ... Read more

    $91.99 CAD

  • Yield Curve Modeling and Forecasting

    The Dynamic Nelson-Siegel Approach

    by Francis X. Diebold, Glenn D. Rudebusch ...
    Series series The Econometric and Tinbergen Institutes Lectures
    Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically ... Read more

    $67.09 CAD