Read Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)

Anatoliy Swishchuk

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Description:Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance. FeaturesSelf-contained book suitable for graduate students and post-doctoral fellows in financial mathematics and data science, as well as for practitioners working in the financial industry who deal with big dataAll results are presented visually to aid in understanding of concepts.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series). To get started finding Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series), you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 1032209267

Description: Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance. FeaturesSelf-contained book suitable for graduate students and post-doctoral fellows in financial mathematics and data science, as well as for practitioners working in the financial industry who deal with big dataAll results are presented visually to aid in understanding of concepts.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series). To get started finding Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)

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