Advanced Financial Modeling For Stock Price Prediction

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Advanced Financial Modeling for Stock Price Prediction

Author : Azhar ul Haque Sario
Publisher : epubli
ISBN 13 : 3818708185
Total Pages : 189 pages
Book Rating : 4.8/5 (187 download)

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Book Synopsis Advanced Financial Modeling for Stock Price Prediction by : Azhar ul Haque Sario

Download or read book Advanced Financial Modeling for Stock Price Prediction written by Azhar ul Haque Sario and published by epubli. This book was released on 2024-10-31 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Financial Modeling for Stock Price Prediction: A Quantitative Methods Approach (Third Edition) continues the exploration of quantitative finance established in the earlier editions, Stock Price Predictions: An Introduction to Probabilistic Models and Forecasting Stock Prices: Mathematics of Probabilistic Models. This edition offers a deep dive into advanced financial models for stock price prediction. Beginning with Brownian Motion, the book discusses Geometric Brownian Motion, capturing the exponential growth of stock prices, followed by Mean Reversion Models that address the tendency of prices to revert to long-term averages. Volatility modeling is covered extensively with GARCH models, including their extensions, EGARCH and TGARCH, which analyze the asymmetric effects of news on volatility. The book also emphasizes Machine Learning techniques, such as Support Vector Machines and LSTMs, to identify complex patterns in financial data. Monte Carlo simulations are introduced as tools for assessing risk, while Copula Models provide insights into asset dependence, crucial for portfolio management. Each model is presented with clear mathematical formulations, estimation techniques, and practical applications, making it an essential resource for students, researchers, and practitioners in finance. Grounded in 95 research studies, this book supports its findings with transparency, enhancing its value in the field of stock price prediction.

Advanced Financial Modeling for Stock Price Prediction

Author : Azhar ul Haque Sario
Publisher : tredition
ISBN 13 : 3384403339
Total Pages : 200 pages
Book Rating : 4.3/5 (844 download)

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Book Synopsis Advanced Financial Modeling for Stock Price Prediction by : Azhar ul Haque Sario

Download or read book Advanced Financial Modeling for Stock Price Prediction written by Azhar ul Haque Sario and published by tredition. This book was released on 2024-10-30 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume in the "Stock Predictions" series builds on the success of the first edition, "Stock Price Predictions: An Introduction to Probabilistic Models" (ISBN 979-8223912712), and the second edition, "Forecasting Stock Prices: Mathematics of Probabilistic Models" (ISBN 979-8223038993). This new edition delves deeper into the complex world of quantitative finance, providing readers with a comprehensive guide to advanced financial models used in stock price prediction. The book covers a wide array of models, beginning with the foundational concept of Brownian Motion, which represents the random movement of stock prices and underpins many financial models. It then progresses to Geometric Brownian Motion, a model that accounts for the exponential growth often observed in stock prices. Mean Reversion Models are introduced to capture the tendency of stock prices to revert to their long-term average, offering a counterpoint to trend-following strategies. The book explores the world of volatility modeling with GARCH models, which capture the clustering and persistence of volatility in financial markets, crucial for risk management and option pricing. Extensions of GARCH, such as EGARCH and TGARCH, are examined to address the asymmetric impact of positive and negative news on volatility. In the latter part of the book, the focus shifts to Machine Learning, demonstrating how techniques like Support Vector Machines and Neural Networks can uncover complex patterns in financial data and enhance prediction accuracy. Recurrent Neural Networks, particularly LSTMs, are highlighted for their ability to model sequential data, making them ideal for capturing the temporal dynamics of stock prices. Monte Carlo simulations are discussed as a powerful tool for generating a range of possible future outcomes, enabling investors to assess risk and make informed decisions. Finally, Copula Models are introduced to model the dependence structure between multiple assets, critical for portfolio management and risk assessment. Throughout the book, each model is presented with a clear explanation of its mathematical formulation, parameter estimation techniques, and practical applications in stock price prediction. The book emphasizes the strengths and limitations of each model, equipping readers with the knowledge to select the most appropriate model for their specific needs. This book is an invaluable resource for students, researchers, and practitioners in finance and investments seeking to master the quantitative tools used in stock price prediction. With its rigorous yet accessible approach, this book empowers readers to leverage advanced financial models and make informed investment decisions in today's dynamic markets. The book is based on 95 research studies, which are listed on the references page and uploaded on Harvard University's Dataverse for transparency. As a published book, it has undergone review for originality.

Deep Learning Tools for Predicting Stock Market Movements

Author : Renuka Sharma
Publisher : John Wiley & Sons
ISBN 13 : 1394214316
Total Pages : 358 pages
Book Rating : 4.3/5 (942 download)

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Book Synopsis Deep Learning Tools for Predicting Stock Market Movements by : Renuka Sharma

Download or read book Deep Learning Tools for Predicting Stock Market Movements written by Renuka Sharma and published by John Wiley & Sons. This book was released on 2024-04-10 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: DEEP LEARNING TOOLS for PREDICTING STOCK MARKET MOVEMENTS The book provides a comprehensive overview of current research and developments in the field of deep learning models for stock market forecasting in the developed and developing worlds. The book delves into the realm of deep learning and embraces the challenges, opportunities, and transformation of stock market analysis. Deep learning helps foresee market trends with increased accuracy. With advancements in deep learning, new opportunities in styles, tools, and techniques evolve and embrace data-driven insights with theories and practical applications. Learn about designing, training, and applying predictive models with rigorous attention to detail. This book offers critical thinking skills and the cultivation of discerning approaches to market analysis. The book: details the development of an ensemble model for stock market prediction, combining long short-term memory and autoregressive integrated moving average; explains the rapid expansion of quantum computing technologies in financial systems; provides an overview of deep learning techniques for forecasting stock market trends and examines their effectiveness across different time frames and market conditions; explores applications and implications of various models for causality, volatility, and co-integration in stock markets, offering insights to investors and policymakers. Audience The book has a wide audience of researchers in financial technology, financial software engineering, artificial intelligence, professional market investors, investment institutions, and asset management companies.

Anticipating Future Business Trends: Navigating Artificial Intelligence Innovations

Author : Rim El Khoury
Publisher : Springer Nature
ISBN 13 : 3031634020
Total Pages : 581 pages
Book Rating : 4.0/5 (316 download)

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Book Synopsis Anticipating Future Business Trends: Navigating Artificial Intelligence Innovations by : Rim El Khoury

Download or read book Anticipating Future Business Trends: Navigating Artificial Intelligence Innovations written by Rim El Khoury and published by Springer Nature. This book was released on with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Nature of Statistical Learning Theory

Author : Vladimir Vapnik
Publisher : Springer Science & Business Media
ISBN 13 : 1475732643
Total Pages : 324 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis The Nature of Statistical Learning Theory by : Vladimir Vapnik

Download or read book The Nature of Statistical Learning Theory written by Vladimir Vapnik and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. This second edition contains three new chapters devoted to further development of the learning theory and SVM techniques. Written in a readable and concise style, the book is intended for statisticians, mathematicians, physicists, and computer scientists.

Empirical Asset Pricing

Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Empirical Asset Pricing by : Wayne Ferson

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Data Analytics in Bioinformatics

Author : Rabinarayan Satpathy
Publisher : John Wiley & Sons
ISBN 13 : 111978560X
Total Pages : 433 pages
Book Rating : 4.1/5 (197 download)

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Book Synopsis Data Analytics in Bioinformatics by : Rabinarayan Satpathy

Download or read book Data Analytics in Bioinformatics written by Rabinarayan Satpathy and published by John Wiley & Sons. This book was released on 2021-01-20 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine learning techniques are increasingly being used to address problems in computational biology and bioinformatics. Novel machine learning computational techniques to analyze high throughput data in the form of sequences, gene and protein expressions, pathways, and images are becoming vital for understanding diseases and future drug discovery. Machine learning techniques such as Markov models, support vector machines, neural networks, and graphical models have been successful in analyzing life science data because of their capabilities in handling randomness and uncertainty of data noise and in generalization. Machine Learning in Bioinformatics compiles recent approaches in machine learning methods and their applications in addressing contemporary problems in bioinformatics approximating classification and prediction of disease, feature selection, dimensionality reduction, gene selection and classification of microarray data and many more.

The Feasibility of Predicting Financial Crises using Machine Learning

Author : Julia Markhovski
Publisher : GRIN Verlag
ISBN 13 : 3389003649
Total Pages : 114 pages
Book Rating : 4.3/5 (89 download)

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Book Synopsis The Feasibility of Predicting Financial Crises using Machine Learning by : Julia Markhovski

Download or read book The Feasibility of Predicting Financial Crises using Machine Learning written by Julia Markhovski and published by GRIN Verlag. This book was released on 2024-03-26 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bachelor Thesis from the year 2024 in the subject Computer Science - Commercial Information Technology, grade: 1.0, Frankfurt School of Finance & Management, language: English, abstract: In a world characterized by increasingly complex financial markets, the prediction of financial crises is a constant challenge. This bachelor thesis investigates the use of machine learning, in particular regression algorithms, to analyze and predict financial crises based on macroeconomic data. By building six different regression models and optimizing them using cross-validation and GridSearch, the feasibility of using these technologies for accurate predictions is discussed. Although traditional models show limited effectiveness, the integration of machine learning, especially kNN algorithms, reveals significant potential for improving prediction accuracy. The paper highlights the importance of classification algorithms and provides crucial insights for application in real-world scenarios to provide valuable tools for policy and business decision makers.

Neural Networks in Finance

Author : Paul D. McNelis
Publisher : Academic Press
ISBN 13 : 0124859674
Total Pages : 262 pages
Book Rating : 4.1/5 (248 download)

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Book Synopsis Neural Networks in Finance by : Paul D. McNelis

Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Academic Press. This book was released on 2005-01-05 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong. * Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website

How can I get started Investing in the Stock Market

Author : Lokesh Badolia
Publisher : Educreation Publishing
ISBN 13 :
Total Pages : 63 pages
Book Rating : 4./5 ( download)

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Book Synopsis How can I get started Investing in the Stock Market by : Lokesh Badolia

Download or read book How can I get started Investing in the Stock Market written by Lokesh Badolia and published by Educreation Publishing. This book was released on 2016-10-27 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.

11th International Conference on Theory and Application of Soft Computing, Computing with Words and Perceptions and Artificial Intelligence - ICSCCW-2021

Download 11th International Conference on Theory and Application of Soft Computing, Computing with Words and Perceptions and Artificial Intelligence - ICSCCW-2021 PDF Online Free

Author : Rafik A. Aliev
Publisher : Springer Nature
ISBN 13 : 3030921271
Total Pages : 803 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis 11th International Conference on Theory and Application of Soft Computing, Computing with Words and Perceptions and Artificial Intelligence - ICSCCW-2021 by : Rafik A. Aliev

Download or read book 11th International Conference on Theory and Application of Soft Computing, Computing with Words and Perceptions and Artificial Intelligence - ICSCCW-2021 written by Rafik A. Aliev and published by Springer Nature. This book was released on 2022-01-04 with total page 803 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the proceedings of the 11th Conference on Theory and Applications of Soft Computing, Computing with Words and Perceptions and Artificial Intelligence, ICSCCW-2021, held in Antalya, Turkey, on August 23–24, 2021. The general scope of the book covers uncertain computation, decision making under imperfect information, neuro-fuzzy approaches, natural language processing, and other areas. The topics of the papers include theory and application of soft computing, computing with words, image processing with soft computing, intelligent control, machine learning, fuzzy logic in data mining, soft computing in business, economics, engineering, material sciences, biomedical engineering, and health care. This book is a useful guide for academics, practitioners, and graduates in fields of soft computing and computing with words. It allows for increasing of interest in development and applying of these paradigms in various real-life fields.

Financial Modeling for Equity Research

Author : John Moschella CFA CPA
Publisher :
ISBN 13 : 9781689598323
Total Pages : 239 pages
Book Rating : 4.5/5 (983 download)

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Book Synopsis Financial Modeling for Equity Research by : John Moschella CFA CPA

Download or read book Financial Modeling for Equity Research written by John Moschella CFA CPA and published by . This book was released on 2019-09-08 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Author: This is not another boring, impossible to read, thousand-page textbook. On the contrary, this is an exciting journey into the world of Wall Street-style financial modeling. The motivation behind this book comes from my days as a new research analyst, trying to juggle the demands of 80-plus hour work weeks, FINRA exams, and client meetings, while attempting to learn the basics of modeling. At the time I sought outside educational resources only to find useless classes focused on spreadsheet tricks, or high-level theory-based books with little practical value. What I really needed was someone to sit down, and show me exactly how to build a model, using a real company as an example, from start to finish. Now, years after leaving the sell-side rat race, I have written the book that I sought when I was new to the street. The result is a clear, concise, easy to read guide on how to build a three-statement model. The book starts with an introduction to the industry and important background information for new analysts. Then, beginning with a blank spreadsheet, the text demonstrates exactly how to build a model using an actual company example. Throughout the chapters there are numerous images of the model which highlight key elements, as if I were pointing to a computer screen and explaining it directly to the reader. There are also more than 30 spreadsheets available for download to follow along with the text. After the model is built, I discuss effective ways to use it for forecasting and share valuation, and demonstrate how to maintain the model over time. I have also included insight from my experience in research, pitfalls to watch for, and frequently asked questions from my research team, to help add color to the subject matter. This book is a self-published, grassroots effort. You will not find a shiny professional cover or expert photographs inside. This book is less what you would expect from a traditional textbook, and closer to an informal conversation between me and the reader. Sometimes all you need is to talk to someone who has been there, and that is what you will get between these two covers. Ultimately the goal is to have my readers come away from their experience feeling empowered and excited to build an earnings model of their own. Regardless of whether or not you intend to start a career in equity research, if you would like to learn how to model earnings for a company, then this book is a good place to get started.

Financial Forecasting, Analysis, and Modelling

Author : Michael Samonas
Publisher : John Wiley & Sons
ISBN 13 : 1118921097
Total Pages : 242 pages
Book Rating : 4.1/5 (189 download)

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Book Synopsis Financial Forecasting, Analysis, and Modelling by : Michael Samonas

Download or read book Financial Forecasting, Analysis, and Modelling written by Michael Samonas and published by John Wiley & Sons. This book was released on 2015-01-20 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk analysis has become critical to modern financial planning Financial Forecasting, Analysis and Modelling provides a complete framework of long-term financial forecasts in a practical and accessible way, helping finance professionals include uncertainty in their planning and budgeting process. With thorough coverage of financial statement simulation models and clear, concise implementation instruction, this book guides readers step-by-step through the entire projection plan development process. Readers learn the tools, techniques, and special considerations that increase accuracy and smooth the workflow, and develop a more robust analysis process that improves financial strategy. The companion website provides a complete operational model that can be customised to develop financial projections or a range of other key financial measures, giving readers an immediately-applicable tool to facilitate effective decision-making. In the aftermath of the recent financial crisis, the need for experienced financial modelling professionals has steadily increased as organisations rush to adjust to economic volatility and uncertainty. This book provides the deeper level of understanding needed to develop stronger financial planning, with techniques tailored to real-life situations. Develop long-term projection plans using Excel Use appropriate models to develop a more proactive strategy Apply risk and uncertainty projections more accurately Master the Excel Scenario Manager, Sensitivity Analysis, Monte Carlo Simulation, and more Risk plays a larger role in financial planning than ever before, and possible outcomes must be measured before decisions are made. Uncertainty has become a critical component in financial planning, and accuracy demands it be used appropriately. With special focus on uncertainty in modelling and planning, Financial Forecasting, Analysis and Modelling is a comprehensive guide to the mechanics of modern finance.

Official List of Section 13(f) Securities

Author :
Publisher :
ISBN 13 :
Total Pages : 150 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Official List of Section 13(f) Securities by :

Download or read book Official List of Section 13(f) Securities written by and published by . This book was released on with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Finance, Investment Management and Financial Management

Author : Frank J. Fabozzi
Publisher : Wiley
ISBN 13 : 9780470078150
Total Pages : 1032 pages
Book Rating : 4.0/5 (781 download)

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Book Synopsis Handbook of Finance, Investment Management and Financial Management by : Frank J. Fabozzi

Download or read book Handbook of Finance, Investment Management and Financial Management written by Frank J. Fabozzi and published by Wiley. This book was released on 2008-08-04 with total page 1032 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume II: Investment Management and Financial Management focuses on the theories, decisions, and implementations aspects associated with both financial management and investment management. It discusses issues that dominate the financial management arena—capital structure, dividend policies, capital budgeting, and working capital—and highlights the essential elements of today's investment management environment, which include allocating funds across major asset classes and effectively dealing with equity and fixed income portfolios. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume I: Financial Markets and Instruments and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

Applied Soft Computing and Communication Networks

Author : Sabu M. Thampi
Publisher : Springer Nature
ISBN 13 : 9813361735
Total Pages : 340 pages
Book Rating : 4.8/5 (133 download)

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Book Synopsis Applied Soft Computing and Communication Networks by : Sabu M. Thampi

Download or read book Applied Soft Computing and Communication Networks written by Sabu M. Thampi and published by Springer Nature. This book was released on 2021-07-01 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes thoroughly refereed post-conference proceedings of the International Applied Soft Computing and Communication Networks (ACN 2020) held in VIT, Chennai, India, during October 14–17, 2020. The research papers presented were carefully reviewed and selected from several initial submissions. The book is directed to the researchers and scientists engaged in various fields of intelligent systems.

Multifractal Volatility

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Author : Laurent E. Calvet
Publisher : Academic Press
ISBN 13 : 0080559964
Total Pages : 273 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Multifractal Volatility by : Laurent E. Calvet

Download or read book Multifractal Volatility written by Laurent E. Calvet and published by Academic Press. This book was released on 2008-10-13 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. - Presents a powerful new technique for forecasting volatility - Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities - The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research