Mlemvd

Download Mlemvd full books in PDF, epub, and Kindle. Read online Mlemvd ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Machine Learning in Finance

Author : Matthew F. Dixon
Publisher : Springer Nature
ISBN 13 : 3030410684
Total Pages : 565 pages
Book Rating : 4.0/5 (34 download)

DOWNLOAD NOW!

Book Synopsis Machine Learning in Finance by : Matthew F. Dixon

Download or read book Machine Learning in Finance written by Matthew F. Dixon and published by Springer Nature. This book was released on 2020-07-01 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance.

In All Likelihood

Author : Yudi Pawitan
Publisher : OUP Oxford
ISBN 13 : 0191650587
Total Pages : 626 pages
Book Rating : 4.1/5 (916 download)

DOWNLOAD NOW!

Book Synopsis In All Likelihood by : Yudi Pawitan

Download or read book In All Likelihood written by Yudi Pawitan and published by OUP Oxford. This book was released on 2013-01-17 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem. It takes the concept ot the likelihood as providing the best methods for unifying the demands of statistical modelling and the theory of inference. Every likelihood concept is illustrated by realistic examples, which are not compromised by computational problems. Examples range from a simile comparison of two accident rates, to complex studies that require generalised linear or semiparametric modelling. The emphasis is that the likelihood is not simply a device to produce an estimate, but an important tool for modelling. The book generally takes an informal approach, where most important results are established using heuristic arguments and motivated with realistic examples. With the currently available computing power, examples are not contrived to allow a closed analytical solution, and the book can concentrate on the statistical aspects of the data modelling. In addition to classical likelihood theory, the book covers many modern topics such as generalized linear models and mixed models, non parametric smoothing, robustness, the EM algorithm and empirical likelihood.

The R Book

Author : Michael J. Crawley
Publisher : John Wiley & Sons
ISBN 13 : 9780470515068
Total Pages : 953 pages
Book Rating : 4.5/5 (15 download)

DOWNLOAD NOW!

Book Synopsis The R Book by : Michael J. Crawley

Download or read book The R Book written by Michael J. Crawley and published by John Wiley & Sons. This book was released on 2007-06-13 with total page 953 pages. Available in PDF, EPUB and Kindle. Book excerpt: The high-level language of R is recognized as one of the mostpowerful and flexible statistical software environments, and israpidly becoming the standard setting for quantitative analysis,statistics and graphics. R provides free access to unrivalledcoverage and cutting-edge applications, enabling the user to applynumerous statistical methods ranging from simple regression to timeseries or multivariate analysis. Building on the success of the author’s bestsellingStatistics: An Introduction using R, The R Book ispacked with worked examples, providing an all inclusive guide to R,ideal for novice and more accomplished users alike. The bookassumes no background in statistics or computing and introduces theadvantages of the R environment, detailing its applications in awide range of disciplines. Provides the first comprehensive reference manual for the Rlanguage, including practical guidance and full coverage of thegraphics facilities. Introduces all the statistical models covered by R, beginningwith simple classical tests such as chi-square and t-test. Proceeds to examine more advance methods, from regression andanalysis of variance, through to generalized linear models,generalized mixed models, time series, spatial statistics,multivariate statistics and much more. The R Book is aimed at undergraduates, postgraduates andprofessionals in science, engineering and medicine. It is alsoideal for students and professionals in statistics, economics,geography and the social sciences.

Big Data Science in Finance

Author : Irene Aldridge
Publisher : John Wiley & Sons
ISBN 13 : 1119602971
Total Pages : 336 pages
Book Rating : 4.1/5 (196 download)

DOWNLOAD NOW!

Book Synopsis Big Data Science in Finance by : Irene Aldridge

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.

Financial Modelling with Jump Processes

Author : Peter Tankov
Publisher : CRC Press
ISBN 13 : 1135437947
Total Pages : 552 pages
Book Rating : 4.1/5 (354 download)

DOWNLOAD NOW!

Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov

Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic

GPU Computing Gems Jade Edition

Author : Wen-mei Hwu
Publisher : Elsevier
ISBN 13 : 0123859638
Total Pages : 562 pages
Book Rating : 4.1/5 (238 download)

DOWNLOAD NOW!

Book Synopsis GPU Computing Gems Jade Edition by : Wen-mei Hwu

Download or read book GPU Computing Gems Jade Edition written by Wen-mei Hwu and published by Elsevier. This book was released on 2011-09-28 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Since the introduction of CUDA in 2007, more than 100 million computers with CUDA capable GPUs have been shipped to end users. GPU computing application developers can now expect their application to have a mass market. With the introduction of OpenCL in 2010, researchers can now expect to develop GPU applications that can run on hardware from multiple vendors"--

The Heston Model and its Extensions in Matlab and C#

Author : Fabrice D. Rouah
Publisher : John Wiley & Sons
ISBN 13 : 1118695178
Total Pages : 437 pages
Book Rating : 4.1/5 (186 download)

DOWNLOAD NOW!

Book Synopsis The Heston Model and its Extensions in Matlab and C# by : Fabrice D. Rouah

Download or read book The Heston Model and its Extensions in Matlab and C# written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2013-08-01 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.

Modern Computational Finance

Author : Antoine Savine
Publisher : John Wiley & Sons
ISBN 13 : 1119539455
Total Pages : 592 pages
Book Rating : 4.1/5 (195 download)

DOWNLOAD NOW!

Book Synopsis Modern Computational Finance by : Antoine Savine

Download or read book Modern Computational Finance written by Antoine Savine and published by John Wiley & Sons. This book was released on 2018-11-20 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.

Levy Processes in Finance

Author : Wim Schoutens
Publisher : Wiley
ISBN 13 : 9780470851562
Total Pages : 200 pages
Book Rating : 4.8/5 (515 download)

DOWNLOAD NOW!

Book Synopsis Levy Processes in Finance by : Wim Schoutens

Download or read book Levy Processes in Finance written by Wim Schoutens and published by Wiley. This book was released on 2003-05-07 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L?vy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. L?vy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of L?vy-based models, and features many examples of how they may be used to solve problems in finance. * Provides an introduction to the use of L?vy processes in finance. * Features many examples using real market data, with emphasis on the pricing of financial derivatives. * Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling. * Includes many figures to illustrate the theory and examples discussed. * Avoids unnecessary mathematical formalities. The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.

Novel Methods in Computational Finance

Author : Matthias Ehrhardt
Publisher : Springer
ISBN 13 : 3319612824
Total Pages : 599 pages
Book Rating : 4.3/5 (196 download)

DOWNLOAD NOW!

Book Synopsis Novel Methods in Computational Finance by : Matthias Ehrhardt

Download or read book Novel Methods in Computational Finance written by Matthias Ehrhardt and published by Springer. This book was released on 2017-09-19 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.

The Complete Guide to Option Pricing Formulas

Author : Espen Gaarder Haug
Publisher : Professional Finance & Investment
ISBN 13 :
Total Pages : 586 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!

Book Synopsis The Complete Guide to Option Pricing Formulas by : Espen Gaarder Haug

Download or read book The Complete Guide to Option Pricing Formulas written by Espen Gaarder Haug and published by Professional Finance & Investment. This book was released on 2007-01-08 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--Jacket.

Progress in Industrial Mathematics at ECMI 2016

Author : Peregrina Quintela
Publisher : Springer
ISBN 13 : 3319630822
Total Pages : 749 pages
Book Rating : 4.3/5 (196 download)

DOWNLOAD NOW!

Book Synopsis Progress in Industrial Mathematics at ECMI 2016 by : Peregrina Quintela

Download or read book Progress in Industrial Mathematics at ECMI 2016 written by Peregrina Quintela and published by Springer. This book was released on 2018-03-26 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics. Using the classification system defined in the EU Framework Programme for Research and Innovation H2020, several of the topics covered belong to the challenge climate action, environment, resource efficiency and raw materials; and some to health, demographic change and wellbeing; while others belong to Europe in a changing world – inclusive, innovative and reflective societies. The 19th European Conference on Mathematics for Industry, ECMI2016, was held in Santiago de Compostela, Spain in June 2016. The proceedings of this conference include the plenary lectures, ECMI awards and special lectures, mini-symposia (including the description of each mini-symposium) and contributed talks. The ECMI conferences are organized by the European Consortium for Mathematics in Industry with the aim of promoting interaction between academy and industry, leading to innovation in both fields and providing unique opportunities to discuss the latest ideas, problems and methodologies, and contributing to the advancement of science and technology. They also encourage industrial sectors to propose challenging problems where mathematicians can provide insights and fresh perspectives. Lastly, the ECMI conferences are one of the main forums in which significant advances in industrial mathematics are presented, bringing together prominent figures from business, science and academia to promote the use of innovative mathematics in industry.

Numerical Methods and Optimization in Finance

Author : Manfred Gilli
Publisher : Academic Press
ISBN 13 : 0128150653
Total Pages : 638 pages
Book Rating : 4.1/5 (281 download)

DOWNLOAD NOW!

Book Synopsis Numerical Methods and Optimization in Finance by : Manfred Gilli

Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Pricing Derivatives Under Lévy Models

Author : Andrey Itkin
Publisher : Birkhäuser
ISBN 13 : 1493967924
Total Pages : 318 pages
Book Rating : 4.4/5 (939 download)

DOWNLOAD NOW!

Book Synopsis Pricing Derivatives Under Lévy Models by : Andrey Itkin

Download or read book Pricing Derivatives Under Lévy Models written by Andrey Itkin and published by Birkhäuser. This book was released on 2017-02-27 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is herein presented for the first time in a single volume. The results within, developed in a series of research papers, are collected and arranged together with the necessary background material from Lévy processes, the modern theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that gives the reader a smooth introduction to the subject. For readers with no knowledge of finance, a short explanation of the main financial terms and notions used in the book is given in the glossary. The latter part of the book demonstrates the efficacy of the method by solving some typical problems encountered in computational finance, including structural default models with jumps, and local stochastic volatility models with stochastic interest rates and jumps. The author also adds extra complexity to the traditional statements of these problems by taking into account jumps in each stochastic component while all jumps are fully correlated, and shows how this setting can be efficiently addressed within the framework of the new method. Written for non-mathematicians, this book will appeal to financial engineers and analysts, econophysicists, and researchers in applied numerical analysis. It can also be used as an advance course on modern finite-difference methods or computational finance.

Progress in Industrial Mathematics at ECMI 2008

Author : Alistair D. Fitt
Publisher : Springer Science & Business Media
ISBN 13 : 3642121101
Total Pages : 1060 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!

Book Synopsis Progress in Industrial Mathematics at ECMI 2008 by : Alistair D. Fitt

Download or read book Progress in Industrial Mathematics at ECMI 2008 written by Alistair D. Fitt and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 1060 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 15th European Conference on Mathematics for Industry was held in the agreeable surroundings of University College London, just 5 minutes walk from the British Museum in the heart of London, over the ?ve warm, sunny days from 30 June to 4 July 2008. Participants from all over the world met with the commonaimofreinforcingthe roleofmathematics asanoverarching resource for industry and business. The conference attracted over 300 participants from 30 countries, most of them participating with either a contributed talk, a minisymposium pres- tation or a plenary lecture. ‘Mathematics in Industry’ was interpreted in its widest sense as can be seen from the range of applications and techniques described in this volume. We mention just two examples. The Alan Tayler Lecture was given by Mario Primicerio on a problem arising from moving oil through pipelines when temperature variations a?ect the shearing properties of wax and thus modify the ?ow. The Wacker Prize winner, Master’s student Lauri Harhanen from the Helsinki University of Technology, showed how a novel piece of mathematics allowed new software to capture real-time images of teeth from the data supplied by present day dental machinery (see ECMI Newsletter 44). The meeting was attended by leading ?gures from government, bu- ness and science who all shared the same aim – to promote the application of innovative mathematics to industry, and identify industrial sectors that o?er the most exciting opportunities for mathematicians to provide new insight and new ideas.

Numerical Methods in Finance

Author : René Carmona
Publisher : Springer Science & Business Media
ISBN 13 : 3642257461
Total Pages : 478 pages
Book Rating : 4.6/5 (422 download)

DOWNLOAD NOW!

Book Synopsis Numerical Methods in Finance by : René Carmona

Download or read book Numerical Methods in Finance written by René Carmona and published by Springer Science & Business Media. This book was released on 2012-03-23 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.

Natural Computing in Computational Finance

Author : Anthony Brabazon
Publisher : Springer Science & Business Media
ISBN 13 : 3642139493
Total Pages : 220 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!

Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer Science & Business Media. This book was released on 2010-06-09 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.