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Author: Tim Leung (Professor of industrial engineering)
Publisher: World Scientific
ISBN: 9814725927
Category : Business & Economics
Languages : en
Pages : 221
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Book Description
"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives. This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature. This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments."--
Author: Tim Leung (Professor of industrial engineering)
Publisher: World Scientific
ISBN: 9814725927
Category : Business & Economics
Languages : en
Pages : 221
Get Book Here
Book Description
"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives. This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature. This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments."--
Author: Tim Siu-tang Leung
Publisher: World Scientific
ISBN: 9814725935
Category : Business & Economics
Languages : en
Pages : 221
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Book Description
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature.This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.
Author: M. K. Jha
Publisher: WIT Press
ISBN: 1845640039
Category : Transportation
Languages : en
Pages : 449
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Book Description
Addressing the intelligent concepts of the ancient endeavour of road design, this book discusses how a road alignment optimization model can be developed and applied in real case studies. Based on research in intelligent road design and alignment optimization, it is suitable for road planners, designers, senior undergraduate and graduate students.
Author: Anatoly B. Schmidt
Publisher: John Wiley & Sons
ISBN: 1118093658
Category : Business & Economics
Languages : en
Pages : 195
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Book Description
An informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, shaped by the forces of technology, globalization, and market innovations to name a few. In order to operate effectively in today's markets, you need more than just the motivation to succeed, you need a firm understanding of how modern financial markets work and what professional trading is really about. Dr. Anatoly Schmidt, who has worked in the financial industry since 1997, and teaches in the Financial Engineering program of Stevens Institute of Technology, puts these topics in perspective with his new book. Divided into three comprehensive parts, this reliable resource offers a balance between the theoretical aspects of market microstructure and trading strategies that may be more relevant for practitioners. Along the way, it skillfully provides an informative overview of modern financial markets as well as an engaging assessment of the methods used in deriving and back-testing trading strategies. Details the modern financial markets for equities, foreign exchange, and fixed income Addresses the basics of market dynamics, including statistical distributions and volatility of returns Offers a summary of approaches used in technical analysis and statistical arbitrage as well as a more detailed description of trading performance criteria and back-testing strategies Includes two appendices that support the main material in the book If you're unprepared to enter today's markets you will underperform. But with Financial Markets and Trading as your guide, you'll quickly discover what it takes to make it in this competitive field.
Author: Kenton O'Hara
Publisher: Springer Science & Business Media
ISBN: 9781402040313
Category : Computers
Languages : en
Pages : 332
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Book Description
Listening to, buying and sharing music is an immensely important part of everyday life. Yet recent technological developments are increasingly changing how we use and consume music. This book collects together the most recent studies of music consumption, and new developments in music technology. It combines the perspectives of both social scientists and technology designers, uncovering how new music technologies are actually being used, along with discussions of new music technologies still in development. With a specific focus on the social nature of music, the book breaks new ground in bringing together discussions of both the social and technological aspects of music use. Chapters cover topics such as the use of the iPod, music technologies which encourage social interaction in public places, and music sharing on the internet. A valuable collection for anyone concerned with the future of music technology, this book will be of particular interest to those designing new music technologies, those working in the music industry, along with students of music and new technology.
Author: Sebastian Ventura Soto
Publisher: BoD – Books on Demand
ISBN: 9535124897
Category : Computers
Languages : en
Pages : 126
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Book Description
As technology advances, high volumes of valuable data are generated day by day in modern organizations. The management of such huge volumes of data has become a priority in these organizations, requiring new techniques for data management and data analysis in Big Data environments. These environments encompass many different fields including medicine, education data, and recommender systems. The aim of this book is to provide the reader with a variety of fields and systems where the analysis and management of Big Data are essential. This book describes the importance of the Big Data era and how existing information systems are required to be adapted to face up the problems derived from the management of massive datasets.
Author: Manfred Krifka
Publisher: Walter de Gruyter
ISBN: 311026160X
Category : Language Arts & Disciplines
Languages : en
Pages : 476
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Book Description
Information structure deals with the linguistic forms and techniques that support the integration of what is said into the current informational and attentional state of the addressee. This shows in categories like topic-comment structuring, focus to highlight expressions, marking of givenness and of presupposed information, and ways to indicate that the information provided is restricted. The book relates infor-mation structure to theoretical models of grammar, to computation and modelling and brings together what is known about the expression of information structure in human language with regard to its empirical investigation, its psycholinguistic aspects and the acquisition of information structure. Since the need to integrate what is said into the informational and attentional state of the addressee is central to all human communication, it is not surprising that all natural languages have developed devices to express information structural cate-gories. To illustrate this, the book also provides concrete and theory independent descriptions of the information structural encoding strategies of individual languages of different types . The book can be used as a textbook appropriate for advanced undergraduate and graduate courses; it also provides information for linguists that are not specialists in the field.
Author: Rebekah Dowd
Publisher: Springer Nature
ISBN: 3030829693
Category : Political Science
Languages : en
Pages : 284
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Book Description
This book considers contested responsibilities between the public and private sectors over the use of online data, detailing exactly how digital human rights evolved in specific European states and gradually became a part of the European Union framework of legal protections. The author uniquely examines why and how European lawmakers linked digital data protection to fundamental human rights, something heretofore not explained in other works on general data governance and data privacy. In particular, this work examines the utilization of national and European Union institutional arrangements as a location for activism by legal and academic consultants and by first-mover states who legislated digital human rights beginning in the 1970s. By tracing the way that EU Member States and non-state actors utilized the structure of EU bodies to create the new norm of digital human rights, readers will learn about the process of expanding the scope of human rights protections within multiple dimensions of European political space. The project will be informative to scholar, student, and layperson, as it examines a new and evolving area of technology governance – the human rights of digital data use by the public and private sectors.
Author: Daniel Wallach
Publisher: Academic Press
ISBN: 0444594469
Category : Business & Economics
Languages : en
Pages : 504
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Book Description
This second edition of Working with Dynamic Crop Models is meant for self-learning by researchers or for use in graduate level courses devoted to methods for working with dynamic models in crop, agricultural, and related sciences. Each chapter focuses on a particular topic and includes an introduction, a detailed explanation of the available methods, applications of the methods to one or two simple models that are followed throughout the book, real-life examples of the methods from literature, and finally a section detailing implementation of the methods using the R programming language. The consistent use of R makes this book immediately and directly applicable to scientists seeking to develop models quickly and effectively, and the selected examples ensure broad appeal to scientists in various disciplines. - 50% new content – 100% reviewed and updated - Clearly explains practical application of the methods presented, including R language examples - Presents real-life examples of core crop modeling methods, and ones that are translatable to dynamic system models in other fields
Author: Jacob Benesty
Publisher: Springer Science & Business Media
ISBN: 364200296X
Category : Technology & Engineering
Languages : en
Pages : 236
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Book Description
Noise is everywhere and in most applications that are related to audio and speech, such as human-machine interfaces, hands-free communications, voice over IP (VoIP), hearing aids, teleconferencing/telepresence/telecollaboration systems, and so many others, the signal of interest (usually speech) that is picked up by a microphone is generally contaminated by noise. As a result, the microphone signal has to be cleaned up with digital signal processing tools before it is stored, analyzed, transmitted, or played out. This cleaning process is often called noise reduction and this topic has attracted a considerable amount of research and engineering attention for several decades. One of the objectives of this book is to present in a common framework an overview of the state of the art of noise reduction algorithms in the single-channel (one microphone) case. The focus is on the most useful approaches, i.e., filtering techniques (in different domains) and spectral enhancement methods. The other objective of Noise Reduction in Speech Processing is to derive all these well-known techniques in a rigorous way and prove many fundamental and intuitive results often taken for granted. This book is especially written for graduate students and research engineers who work on noise reduction for speech and audio applications and want to understand the subtle mechanisms behind each approach. Many new and interesting concepts are presented in this text that we hope the readers will find useful and inspiring.
