Asset Management: Tools And Issues

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Author :
Publisher : World Scientific
ISBN 13 : 9811225761
Total Pages : 514 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Asset Management: Tools And Issues by : Frank J Fabozzi

Download or read book Asset Management: Tools And Issues written by Frank J Fabozzi and published by World Scientific. This book was released on 2020-12-02 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long gone are the times when investors could make decisions based on intuition. Modern asset management draws on a wide-range of fields beyond financial theory: economics, financial accounting, econometrics/statistics, management science, operations research (optimization and Monte Carlo simulation), and more recently, data science (Big Data, machine learning, and artificial intelligence). The challenge in writing an institutional asset management book is that when tools from these different fields are applied in an investment strategy or an analytical framework for valuing securities, it is assumed that the reader is familiar with the fundamentals of these fields. Attempting to explain strategies and analytical concepts while also providing a primer on the tools from other fields is not the most effective way of describing the asset management process. Moreover, while an increasing number of investment models have been proposed in the asset management literature, there are challenges and issues in implementing these models. This book provides a description of the tools used in asset management as well as a more in-depth explanation of specialized topics and issues covered in the companion book, Fundamentals of Institutional Asset Management. The topics covered include the asset management business and its challenges, the basics of financial accounting, securitization technology, analytical tools (financial econometrics, Monte Carlo simulation, optimization models, and machine learning), alternative risk measures for asset allocation, securities finance, implementing quantitative research, quantitative equity strategies, transaction costs, multifactor models applied to equity and bond portfolio management, and backtesting methodologies. This pedagogic approach exposes the reader to the set of interdisciplinary tools that modern asset managers require in order to extract profits from data and processes.

Machine Learning for Asset Managers

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Publisher : Cambridge University Press
ISBN 13 : 1108879721
Total Pages : 152 pages
Book Rating : 4.1/5 (88 download)

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Book Synopsis Machine Learning for Asset Managers by : Marcos M. López de Prado

Download or read book Machine Learning for Asset Managers written by Marcos M. López de Prado and published by Cambridge University Press. This book was released on 2020-04-22 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of ML's strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to "learn" complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.

Advances in Financial Machine Learning

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Publisher : John Wiley & Sons
ISBN 13 : 1119482119
Total Pages : 395 pages
Book Rating : 4.1/5 (194 download)

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Book Synopsis Advances in Financial Machine Learning by : Marcos Lopez de Prado

Download or read book Advances in Financial Machine Learning written by Marcos Lopez de Prado and published by John Wiley & Sons. This book was released on 2018-01-23 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Paul Rudolph

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Publisher : Princeton Architectural Press
ISBN 13 : 1568985517
Total Pages : 255 pages
Book Rating : 4.5/5 (689 download)

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Book Synopsis Paul Rudolph by : Christopher Domin

Download or read book Paul Rudolph written by Christopher Domin and published by Princeton Architectural Press. This book was released on 2005-12 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Paul Rudolph: The Florida Houses catalogs Rudolph's early residential work: over sixty projects built between 1941 and 1962. Rudolph's striking renderings, Ezra Stoller's photographs, and Christopher Domin and Joseph King's insightful text convey the lightness, materiality, and transcendency of Rudolph's early work."--Jacket.

The Chinchorro culture

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Publisher : UNESCO Publishing
ISBN 13 : 9231000209
Total Pages : 198 pages
Book Rating : 4.2/5 (31 download)

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Book Synopsis The Chinchorro culture by : Sanz, Nuria

Download or read book The Chinchorro culture written by Sanz, Nuria and published by UNESCO Publishing. This book was released on 2015-04-13 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Machine Learning and AI in Finance

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Author :
Publisher : Routledge
ISBN 13 : 1000372006
Total Pages : 131 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Machine Learning and AI in Finance by : German Creamer

Download or read book Machine Learning and AI in Finance written by German Creamer and published by Routledge. This book was released on 2021-04-05 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: The significant amount of information available in any field requires a systematic and analytical approach to select the most critical information and anticipate major events. During the last decade, the world has witnessed a rapid expansion of applications of artificial intelligence (AI) and machine learning (ML) algorithms to an increasingly broad range of financial markets and problems. Machine learning and AI algorithms facilitate this process understanding, modelling and forecasting the behaviour of the most relevant financial variables. The main contribution of this book is the presentation of new theoretical and applied AI perspectives to find solutions to unsolved finance questions. This volume proposes an optimal model for the volatility smile, for modelling high-frequency liquidity demand and supply and for the simulation of market microstructure features. Other new AI developments explored in this book includes building a universal model for a large number of stocks, developing predictive models based on the average price of the crowd, forecasting the stock price using the attention mechanism in a neural network, clustering multivariate time series into different market states, proposing a multivariate distance nonlinear causality test and filtering out false investment strategies with an unsupervised learning algorithm. Machine Learning and AI in Finance explores the most recent advances in the application of innovative machine learning and artificial intelligence models to predict financial time series, to simulate the structure of the financial markets, to explore nonlinear causality models, to test investment strategies and to price financial options. The chapters in this book were originally published as a special issue of the Quantitative Finance journal.

Operative Mapping

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Publisher : Actar
ISBN 13 : 9781948765077
Total Pages : 0 pages
Book Rating : 4.7/5 (65 download)

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Book Synopsis Operative Mapping by : Roger Paez

Download or read book Operative Mapping written by Roger Paez and published by Actar. This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to explore the critical uses of maps in design, and it introduces the concept of operative mapping as its cornerstone. The concept is rooted in an understanding of mapping as a design tool. Maps don't merely inform; they propose. They don't offer a neutral representation of reality; they construct reality in a particular way. In that sense, cartography is a propositive discipline, and not simply a descriptive one.

Innovating with Concept Mapping

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Author :
Publisher : Springer
ISBN 13 : 331945501X
Total Pages : 342 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Innovating with Concept Mapping by : Alberto Cañas

Download or read book Innovating with Concept Mapping written by Alberto Cañas and published by Springer. This book was released on 2016-08-20 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 7th International Conference on Concept Mapping, CMC 2016, held in Tallinn, Estonia, in September 2016. The 25 revised full papers presented were carefully reviewed and selected from 135 submissions. The papers address issues such as facilitation of learning; eliciting, capturing, archiving, and using “expert” knowledge; planning instruction; assessment of “deep” understandings; research planning; collaborative knowledge modeling; creation of “knowledge portfolios”; curriculum design; eLearning, and administrative and strategic planning and monitoring.

High-frequency Trading

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Author :
Publisher :
ISBN 13 : 9781782720096
Total Pages : 236 pages
Book Rating : 4.7/5 (2 download)

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Book Synopsis High-frequency Trading by : David Easley

Download or read book High-frequency Trading written by David Easley and published by . This book was released on 2013-09-30 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Gender, Health, and Society in Contemporary Latin America and the Caribbean

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Author :
Publisher : Rowman & Littlefield
ISBN 13 : 1498572855
Total Pages : 231 pages
Book Rating : 4.4/5 (985 download)

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Book Synopsis Gender, Health, and Society in Contemporary Latin America and the Caribbean by : Ronnie Shepard

Download or read book Gender, Health, and Society in Contemporary Latin America and the Caribbean written by Ronnie Shepard and published by Rowman & Littlefield. This book was released on 2019-07-02 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gender, Health, and Society in Contemporary Latin America and the Caribbean takes a multilayered approach to the contemporary peoples of Latin America, the Caribbean, and Latinx peoples in the greater diaspora. Central to this edited collection, and critical to its creative significance and contribution, is the conceptual unification of gendered health, the embodiment of identity, societal structures, and social inequality, and the ways in which gender, health, and society intersect daily. By emphasizing the complex ways in which gender and health intersect in Latin America, the contributors to this collection offer a more detailed look at how gender embodies health inequities in these populations and how societal woes impact and constrain gendered bodies in public spheres.

The Cambridge Prehistory of the Bronze and Iron Age Mediterranean

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Publisher : Cambridge University Press
ISBN 13 : 131619406X
Total Pages : 1677 pages
Book Rating : 4.3/5 (161 download)

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Book Synopsis The Cambridge Prehistory of the Bronze and Iron Age Mediterranean by : A. Bernard Knapp

Download or read book The Cambridge Prehistory of the Bronze and Iron Age Mediterranean written by A. Bernard Knapp and published by Cambridge University Press. This book was released on 2015-01-12 with total page 1677 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Cambridge Prehistory of the Bronze and Iron Age Mediterranean offers new insights into the material and social practices of many different Mediterranean peoples during the Bronze and Iron Ages, presenting in particular those features that both connect and distinguish them. Contributors discuss in depth a range of topics that motivate and structure Mediterranean archaeology today, including insularity and connectivity; mobility, migration, and colonization; hybridization and cultural encounters; materiality, memory, and identity; community and household; life and death; and ritual and ideology. The volume's broad coverage of different approaches and contemporary archaeological practices will help practitioners of Mediterranean archaeology to move the subject forward in new and dynamic ways. Together, the essays in this volume shed new light on the people, ideas, and materials that make up the world of Mediterranean archaeology today, beyond the borders that separate Europe, Africa, and the Middle East.

The Autobiography of an Idea

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Author :
Publisher :
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis The Autobiography of an Idea by : Louis H. Sullivan

Download or read book The Autobiography of an Idea written by Louis H. Sullivan and published by . This book was released on 1926 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: The early creative years of pioneer American architect and theorist called the 'father of the skyscraper.' Projects, insights, evaluations. Essential for an understanding of early modern American architecture.

Heritage Building Information Modelling

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Publisher : Taylor & Francis
ISBN 13 : 1317239768
Total Pages : 292 pages
Book Rating : 4.3/5 (172 download)

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Book Synopsis Heritage Building Information Modelling by : Yusuf Arayici

Download or read book Heritage Building Information Modelling written by Yusuf Arayici and published by Taylor & Francis. This book was released on 2017-02-10 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building Information Modelling (BIM) is being debated, tested and implemented wherever you look across the built environment sector. This book is about Heritage Building Information Modelling (HBIM), which necessarily differs from the commonplace applications of BIM to new construction. Where BIM is being used, the focus is still very much on design and construction. However, its use as an operational and management tool for existing buildings, particularly heritage buildings, is lagging behind. The first of its kind, this book aims to clearly define the scope for HBIM and present cutting-edge research findings alongside international case studies, before outlining challenges for the future of HBIM research and practice. After an extensive introduction to HBIM, the core themes of the book are arranged into four parts: Restoration philosophies in practice Data capture and visualisation for maintenance and repair Building performance Stakeholder engagement This book will be a key reference for built environment practitioners, researchers, academics and students engaged in BIM, HBIM, building energy modelling, building surveying, facilities management and heritage conservation more widely.

The New Latin American Left

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Author :
Publisher : Pluto Press (UK)
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The New Latin American Left by : Patrick S. Barrett

Download or read book The New Latin American Left written by Patrick S. Barrett and published by Pluto Press (UK). This book was released on 2008-10-20 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leading scholars discuss ideology and hotly contested post-structuralist theory.

The Architecture of Paul Rudolph

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Publisher : Yale University Press
ISBN 13 : 0300149395
Total Pages : 301 pages
Book Rating : 4.3/5 (1 download)

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Book Synopsis The Architecture of Paul Rudolph by : Timothy M. Rohan

Download or read book The Architecture of Paul Rudolph written by Timothy M. Rohan and published by Yale University Press. This book was released on 2014-07-10 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Equally admired and maligned for his remarkable Brutalist buildings, Paul Rudolph (1918–1997) shaped both late modernist architecture and a generation of architects while chairing Yale’s department of architecture from 1958 to 1965. Based on extensive archival research and unpublished materials, The ArchitectureofPaul Rudolph is the first in-depth study of the architect, neglected since his postwar zenith. Author Timothy M. Rohan unearths the ideas that informed Rudolph’s architecture, from his Florida beach houses of the 1940s to his concrete buildings of the 1960s to his lesser-known East Asian skyscrapers of the 1990s. Situating Rudolph within the architectural discourse of his day, Rohan shows how Rudolph countered the perceived monotony of mid-century modernism with a dramatically expressive architecture for postwar America, exemplified by his Yale Art and Architecture Building of 1963, famously clad in corrugated concrete. The fascinating story of Rudolph’s spectacular rise and fall considerably deepens longstanding conceptions about postwar architecture: Rudolph emerges as a pivotal figure who anticipated new directions for architecture, ranging from postmodernism to sustainability.

Tierra Vacante en Ciudades Latinoamericanas

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Publisher :
ISBN 13 : 9781558441491
Total Pages : 0 pages
Book Rating : 4.4/5 (414 download)

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Book Synopsis Tierra Vacante en Ciudades Latinoamericanas by : Nora Clichevsky

Download or read book Tierra Vacante en Ciudades Latinoamericanas written by Nora Clichevsky and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vacant urban land--the product of land market activity, the actions of private agents, and the policies of public agents--is an important challenge for policy makers. Vacant lots on the urban fringe and in central and interstitial areas have affected growth patterns in Latin America. Contributors to this book analyze the problems and opportunities related to vacant urban land in five cities: Buenos Aires, Argentina; Rio de Janeiro, Brazil; Quito, Ecuador; Lima, Perú; and San Salvador, El Salvador.

The Failure of Modern Civilization and the Struggle for a "deep" Alternative

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Publisher : Beiträge zur Dissidenz
ISBN 13 : 9783631615522
Total Pages : 0 pages
Book Rating : 4.6/5 (155 download)

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Book Synopsis The Failure of Modern Civilization and the Struggle for a "deep" Alternative by : Claudia von Werlhof

Download or read book The Failure of Modern Civilization and the Struggle for a "deep" Alternative written by Claudia von Werlhof and published by Beiträge zur Dissidenz. This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Western civilization is the Utopia of a better and higher life on Earth. The globalization of neo-liberalism proves that this project has failed. The paradigm of «Critical Theory of Patriarchy» explains this failure and discusses alternatives. By confronting the central civilizations in history, the egalitarian, life-oriented matriarchal one, and the hierarchical, nature and life dominating, hostile patriarchal one, we see that 5000 years of patriarchy have «replaced» matriarchies and nature itself by a «progressive» counter-world of «capital». This transformation characterizes «capitalist patriarchy» including «socialism». Its demise is due to the «alchemical» destruction of the world's resources, thought of, theologically legitimized and fetishized as «creation». This violence is not recognized. Elites have, instead, begun with a new «military alchemy», treating the whole Planet as weapon of mass destruction. Hence, the «Planetary Movement for Mother Earth».