Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …

cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market …This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse …

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is … in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for …

-- Basics of Financial Data Analytics -- Predictive Analytics Techniques: Theory and Applications in Finance -- Prescriptive … Analytics Techniques: Theory and Applications in Finance -- Forecasting Returns of Crypto Currency - Analyzing Robustness of … -- Natural Language Processing (NLP) for Exploring Culture in Finance: Theory and Applications -- PART 3. TECHNOLOGY DRIVEN …

This book presents both theory of financial data analytics, as well as comprehensive insights into the application of … management, machine learning models, data modeling, visualization, optimization for financial problems, financial econometrics … specific topics. By combining both applications and theory, the book offers a holistic approach. Therefore, it is a must …

This book is a comprehensive introduction of the reader into the simulation and modelling techniques and their … application in the management of organisations. The book is rooted in the thorough understanding of systems theory applied to … organisations and focuses on how this theory can apply to econometric models used in the management of organisations. The …

Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- The Econometrics of Financial Markets -- 1 …, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the …, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory …