Financial Data Analytics

Download or read book Financial Data Analytics written by Sinem Derindere Köseoğlu and published by Springer Nature. This book was released on 2022-04-25 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​This book presents both theory of financial data analytics, as well as comprehensive insights into the application of financial data analytics techniques in real financial world situations. It offers solutions on how to logically analyze the enormous amount of structured and unstructured data generated every moment in the finance sector. This data can be used by companies, organizations, and investors to create strategies, as the finance sector rapidly moves towards data-driven optimization. This book provides an efficient resource, addressing all applications of data analytics in the finance sector. International experts from around the globe cover the most important subjects in finance, including data processing, knowledge management, machine learning models, data modeling, visualization, optimization for financial problems, financial econometrics, financial time series analysis, project management, and decision making. The authors provide empirical evidence as examples of specific topics. By combining both applications and theory, the book offers a holistic approach. Therefore, it is a must-read for researchers and scholars of financial economics and finance, as well as practitioners interested in a better understanding of financial data analytics.

Download or read book Financial Analytics with R written by Mark J. Bennett and published by Cambridge University Press. This book was released on 2016-10-06 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Analytics with R sharpens readers' skills in time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.

Download or read book Financial Statistics and Data Analytics written by Shuangzhe Li and published by MDPI. This book was released on 2021-03-02 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.

Download or read book Statistics and Data Analysis for Financial Engineering written by David Ruppert and published by Springer. This book was released on 2015-04-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Download or read book Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data (Second Edition) written by Graham L Giller and published by World Scientific. This book was released on 2022-06-27 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went 'viral' before anybody knew what that meant, on being the person who forgot to hit 'enter' to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as 'The Pleasure of Finding Things Out.'

Download or read book Financial Statement Analysis written by Martin S. Fridson and published by John Wiley & Sons. This book was released on 2002-10-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Financial Statement Analysis A Practitioner's Guide Third Edition "This is an illuminating and insightful tour of financial statements, how they can be used to inform, how they can be used to mislead, and how they can be used to analyze the financial health of a company." -Professor Jay O. Light Harvard Business School "Financial Statement Analysis should be required reading for anyone who puts a dime to work in the securities markets or recommends that others do the same." -Jack L. Rivkin Executive Vice President (retired) Citigroup Investments "Fridson and Alvarez provide a valuable practical guide for understanding, interpreting, and critically assessing financial reports put out by firms. Their discussion of profits-'quality of earnings'-is particularly insightful given the recent spate of reporting problems encountered by firms. I highly recommend their book to anyone interested in getting behind the numbers as a means of predicting future profits and stock prices." -Paul Brown Chair-Department of Accounting Leonard N. Stern School of Business, NYU "Let this book assist in financial awareness and transparency and higher standards of reporting, and accountability to all stakeholders." -Patricia A. Small Treasurer Emeritus, University of California Partner, KCM Investment Advisors "This book is a polished gem covering the analysis of financial statements. It is thorough, skeptical and extremely practical in its review." -Daniel J. Fuss Vice Chairman Loomis, Sayles & Company, LP

Download or read book Big Data Science in Finance written by Irene Aldridge and published by John Wiley & Sons. This book was released on 2021-01-08 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explains the mathematics, theory, and methods of Big Data as applied to finance and investing Data science has fundamentally changed Wall Street—applied mathematics and software code are increasingly driving finance and investment-decision tools. Big Data Science in Finance examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world. Marco Avellaneda, a leader in quantitative finance, and quantitative methodology author Irene Aldridge help readers harness the power of Big Data. Comprehensive in scope, this book offers in-depth instruction on how to separate signal from noise, how to deal with missing data values, and how to utilize Big Data techniques in decision-making. Key topics include data clustering, data storage optimization, Big Data dynamics, Monte Carlo methods and their applications in Big Data analysis, and more. This valuable book: Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samples Explains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD) Covers vital topics in the field in a clear, straightforward manner Compares, contrasts, and discusses Big Data and Small Data Includes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slides Big Data Science in Finance: Mathematics and Applications is an important, up-to-date resource for students in economics, econometrics, finance, applied mathematics, industrial engineering, and business courses, and for investment managers, quantitative traders, risk and portfolio managers, and other financial practitioners.