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We employ the expected signature of equity and foreign exchange markets to derive an optimal double-execution trading strategy. The signature of a path of a stochastic process is a sequence of real numbers that provides a full description of the evolution of the process. The double-execution...
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-- 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 …
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Purpose: This paper aims to design an evaluation method that enables an organization to assess its current IT landscape and provide readiness assessment prior to Software as a Service (SaaS) adoption.Design/methodology/approach: The research employs a mixed of quantitative and qualitative...
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This book presents both theory of financial data analytics, as well as comprehensive insights into the application of … specific topics. By combining both applications and theory, the book offers a holistic approach. Therefore, it is a must … -- Basics of Financial Data Analytics -- Predictive Analytics Techniques: Theory and Applications in Finance -- Prescriptive …
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On-line portfolio selection is an important and challenging question in computational finance and attracts increasing attention in the machine learning and data mining fields. Previously an on-line portfolio selection strategy called On-Line Moving Average Reversion (OLMAR) (Li et al., 2012)...
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