Kniha Data Science for Financial Econometrics Nguyen Duc Trung

Data Science for Financial Econometrics

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
199.12
This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2020
Stránok
644
EAN
9783030488529
ISBN
3030488527
Enbook ID
33397335
Hmotnosť
1121
Rozmery
160 x 241 x 40

Kompletný popis

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models - based on researchers' insights - can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics. In terms of capitalizing on data science, many application areas are way ahead of economics. To close this gap, the book provides examples of how data science techniques can be used in economics. Corresponding techniques range from almost traditional statistics to promising novel ideas such as quantum econometrics. Given its scope, the book will appeal to students and researchers interested in state-of-the-art developments, and to practitioners interested in using data science techniques.

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