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Author: Kuan-Ching Li
Publisher: CRC Press
ISBN: 1498760406
Category : Computers
Languages : en
Pages : 444
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Book Description
As today’s organizations are capturing exponentially larger amounts of data than ever, now is the time for organizations to rethink how they digest that data. Through advanced algorithms and analytics techniques, organizations can harness this data, discover hidden patterns, and use the newly acquired knowledge to achieve competitive advantages. Presenting the contributions of leading experts in their respective fields, Big Data: Algorithms, Analytics, and Applications bridges the gap between the vastness of Big Data and the appropriate computational methods for scientific and social discovery. It covers fundamental issues about Big Data, including efficient algorithmic methods to process data, better analytical strategies to digest data, and representative applications in diverse fields, such as medicine, science, and engineering. The book is organized into five main sections: Big Data Management—considers the research issues related to the management of Big Data, including indexing and scalability aspects Big Data Processing—addresses the problem of processing Big Data across a wide range of resource-intensive computational settings Big Data Stream Techniques and Algorithms—explores research issues regarding the management and mining of Big Data in streaming environments Big Data Privacy—focuses on models, techniques, and algorithms for preserving Big Data privacy Big Data Applications—illustrates practical applications of Big Data across several domains, including finance, multimedia tools, biometrics, and satellite Big Data processing Overall, the book reports on state-of-the-art studies and achievements in algorithms, analytics, and applications of Big Data. It provides readers with the basis for further efforts in this challenging scientific field that will play a leading role in next-generation database, data warehousing, data mining, and cloud computing research. It also explores related applications in diverse sectors, covering technologies for media/data communication, elastic media/data storage, cross-network media/data fusion, and SaaS.
Author: Kuan-Ching Li
Publisher: CRC Press
ISBN: 1498760406
Category : Computers
Languages : en
Pages : 444
Get Book Here
Book Description
As today’s organizations are capturing exponentially larger amounts of data than ever, now is the time for organizations to rethink how they digest that data. Through advanced algorithms and analytics techniques, organizations can harness this data, discover hidden patterns, and use the newly acquired knowledge to achieve competitive advantages. Presenting the contributions of leading experts in their respective fields, Big Data: Algorithms, Analytics, and Applications bridges the gap between the vastness of Big Data and the appropriate computational methods for scientific and social discovery. It covers fundamental issues about Big Data, including efficient algorithmic methods to process data, better analytical strategies to digest data, and representative applications in diverse fields, such as medicine, science, and engineering. The book is organized into five main sections: Big Data Management—considers the research issues related to the management of Big Data, including indexing and scalability aspects Big Data Processing—addresses the problem of processing Big Data across a wide range of resource-intensive computational settings Big Data Stream Techniques and Algorithms—explores research issues regarding the management and mining of Big Data in streaming environments Big Data Privacy—focuses on models, techniques, and algorithms for preserving Big Data privacy Big Data Applications—illustrates practical applications of Big Data across several domains, including finance, multimedia tools, biometrics, and satellite Big Data processing Overall, the book reports on state-of-the-art studies and achievements in algorithms, analytics, and applications of Big Data. It provides readers with the basis for further efforts in this challenging scientific field that will play a leading role in next-generation database, data warehousing, data mining, and cloud computing research. It also explores related applications in diverse sectors, covering technologies for media/data communication, elastic media/data storage, cross-network media/data fusion, and SaaS.
Author: Larry Harris
Publisher: OUP USA
ISBN: 9780195144703
Category : Business & Economics
Languages : en
Pages : 664
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Book Description
Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock trading markets. Writing to be understandable to the lay reader, he examines the structure of trading, puts forward an economic theory of trading, discusses speculative trading strategies, explores liquidity and volatility, and considers the evaluation of trader performance. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com).
Author: Joel Hasbrouck
Publisher: Oxford University Press
ISBN: 0198041306
Category : Business & Economics
Languages : en
Pages : 209
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Book Description
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Author: Maureen O'Hara
Publisher: John Wiley & Sons
ISBN: 0631207619
Category : Business & Economics
Languages : en
Pages : 310
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Book Description
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
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Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Author: Jessica James
Publisher: John Wiley & Sons
ISBN: 1118445775
Category : Business & Economics
Languages : en
Pages : 674
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Book Description
Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.
Author: Wayne Ferson
Publisher: MIT Press
ISBN: 0262039370
Category : Business & Economics
Languages : en
Pages : 497
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Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author: Yacine Aït-Sahalia
Publisher: Princeton University Press
ISBN: 0691161437
Category : Business & Economics
Languages : en
Pages : 683
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Book Description
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.
Author: Econometric Society. World Congress
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 452
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Book Description
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