Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) PDF Download
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Author: Cheng Few Lee Publisher: World Scientific ISBN: 9811202400 Category : Business & Economics Languages : en Pages : 5053
Book Description
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.
Author: Cheng Few Lee Publisher: World Scientific ISBN: 9811202400 Category : Business & Economics Languages : en Pages : 5053
Book Description
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.
Author: Cheng F. Lee Publisher: World Scientific ISBN: 9789810234850 Category : Business & Economics Languages : en Pages : 1124
Book Description
This text integrates various statistical techniques with concepts from business, economics and finance, and demonstrates the power of statistical methods in the real world of business. This edition places more emphasis on finance, economics and accounting concepts with updated sample data.
Author: Ipsita C. Patranabis Publisher: Allied Publishers ISBN: 9385926195 Category : Business & Economics Languages : en Pages : 222
Book Description
The book contains diverse topics such as stock valuation, risk management, gender diversity, work place spirituality, consumer behaviour, etc.
Author: Arnab Kumar Laha Publisher: Springer Nature ISBN: 9813366567 Category : Business & Economics Languages : en Pages : 236
Book Description
This book covers several new areas in the growing field of analytics with some innovative applications in different business contexts, and consists of selected presentations at the 6th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence. The book is conceptually divided in seven parts. The first part gives expository briefs on some topics of current academic and practitioner interests, such as data streams, binary prediction and reliability shock models. In the second part, the contributions look at artificial intelligence applications with chapters related to explainable AI, personalized search and recommendation, and customer retention management. The third part deals with credit risk analytics, with chapters on optimization of credit limits and mitigation of agricultural lending risks. In its fourth part, the book explores analytics and data mining in the retail context. In the fifth part, the book presents some applications of analytics to operations management. This part has chapters related to improvement of furnace operations, forecasting food indices and analytics for improving student learning outcomes. The sixth part has contributions related to adaptive designs in clinical trials, stochastic comparisons of systems with heterogeneous components and stacking of models. The seventh and final part contains chapters related to finance and economics topics, such as role of infrastructure and taxation on economic growth of countries and connectedness of markets with heterogenous agents, The different themes ensure that the book would be of great value to practitioners, post-graduate students, research scholars and faculty teaching advanced business analytics courses.
Author: Cheng-Few Lee Publisher: Springer ISBN: 1493994298 Category : Business & Economics Languages : en Pages : 657
Book Description
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics.
Author: Cheng Few Lee
Author: Cheng Few Lee
Author: Cheng F. Lee
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Author: Ipsita C. Patranabis
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Author: Carlene Cassidy
Author: Arnab Kumar Laha
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Author: Cheng-Few Lee
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