Decision Making with Quantitative Financial Market Data: Applications, Precautions and Pitfalls / by Alain Ruttiens.
2021
HG4012.5 .R88 2021
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Details
Title
Decision Making with Quantitative Financial Market Data: Applications, Precautions and Pitfalls / by Alain Ruttiens.
Author
Ruttiens, Alain., author.
Edition
1st ed. 2021.
ISBN
9783030675806
3030675807
9783030675806
3030675807
9783030675806
Published
Cham : Springer International Publishing : Imprint: Springer, 2021.
Language
English
Description
1 online resource (X, 61 p. 24 illus., 9 illus. in color. :) online resource.
Other Standard Identifiers
10.1007/978-3-030-67580-6 doi
Call Number
HG4012.5 .R88 2021
Dewey Decimal Classification
658.40301
Summary
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
Access Note
Access limited to authorized users.
Digital File Characteristics
text file PDF
Series
SpringerBriefs in operations research, 2195-0482
Available in Other Form
Print version: 9783030675790
Print version: 9783030675813
Print version: 9783030675813
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Table of Contents
1. Basic Notions
2. A Major Problem in Using Time Series of Data: the Stationarity
3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures
4. Issues About Modeling
5. Financial Data: Some Risk Management Issues
6.Synthesis.
2. A Major Problem in Using Time Series of Data: the Stationarity
3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures
4. Issues About Modeling
5. Financial Data: Some Risk Management Issues
6.Synthesis.