Download or read book Advanced Trading Rules written by Emmanual Acar and published by Elsevier. This book was released on 2002-05-23 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. - The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers - Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation - Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns

Download or read book Researching Human Geography written by Anna Davies and published by Routledge. This book was released on 2014-04-04 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Researching Human Geography is an essential new text for any geography student about to embark on a research project. An understanding of how different theories of knowledge have influenced research methodologies is crucial in planning and designing effective research; this book makes this link clear and explores how various philosophical positions, from positivism to post-structuralism, have become associated with particular methodologies. The book gives an overview of a wide range of methods and data collection, both quantitative and qualitative, and explores their strengths and weaknesses for different kinds of research. 'Researching Human Geography' also looks at the various techniques available for the analysis of data, which is presented as an integral and ongoing part of the research process. Clearly written, with extensive use of examples from previous research to show 'methodology in action', this new text is an invaluable addition to both the theory and method of research in human geography.

Download or read book The Cumulative Book Index written by and published by . This book was released on 1998 with total page 2348 pages. Available in PDF, EPUB and Kindle. Book excerpt: A world list of books in the English language.

Download or read book Statistical Abstract of the United States written by and published by . This book was released on 2000 with total page 1032 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Abstract of the United States 1999 written by Hoover's Incorporated and published by . This book was released on 1999 with total page 1034 pages. Available in PDF, EPUB and Kindle. Book excerpt: 119th edition. Provides tables and graphs of statistics on the social, political, and economic conditions of the United States. Each section has an introductory text. Each table and graph has a source note. Appendix 1 includes guides to sources of statistics, State statistical abstracts, and foreign statistical abstracts.

Download or read book Handbook of Exchange Rates written by Jessica James and published by John Wiley & Sons. This book was released on 2012-05-29 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.

Download or read book Advances in Knowledge Discovery and Data Mining written by Ming-Syan Cheng and published by Springer. This book was released on 2003-08-01 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: Knowledge discovery and data mining have become areas of growing significance because of the recent increasing demand for KDD techniques, including those used in machine learning, databases, statistics, knowledge acquisition, data visualization, and high performance computing. In view of this, and following the success of the five previous PAKDD conferences, the sixth Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD 2002) aimed to provide a forum for the sharing of original research results, innovative ideas, state-of-the-art developments, and implementation experiences in knowledge discovery and data mining among researchers in academic and industrial organizations. Much work went into preparing a program of high quality. We received 128 submissions. Every paper was reviewed by 3 program committee members, and 32 were selected as regular papers and 20 were selected as short papers, representing a 25% acceptance rate for regular papers. The PAKDD 2002 program was further enhanced by two keynote speeches, delivered by Vipin Kumar from the Univ. of Minnesota and Rajeev Rastogi from AT&T. In addition, PAKDD 2002 was complemented by three tutorials, XML and data mining (by Kyuseok Shim and Surajit Chadhuri), mining customer data across various customer touchpoints at- commerce sites (by Jaideep Srivastava), and data clustering analysis, from simple groupings to scalable clustering with constraints (by Osmar Zaiane and Andrew Foss).

Download or read book Statistical Reference Index Cumulative Index written by and published by . This book was released on 1994 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Computational Finance 1999 written by Yaser S. Abu-Mostafa and published by MIT Press. This book was released on 2000 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.

Download or read book Applied Quantitative Methods for Trading and Investment written by Christian L. Dunis and published by John Wiley & Sons. This book was released on 2004-01-09 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio

Download or read book Ordinary Shares Exotic Methods written by Francis E. H. Tay and published by World Scientific. This book was released on 2003 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exotic methods refer to specific functions within general soft computing methods such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment.In this book, particular aspects of the general method are used to create interesting applications. For instance, genetic niching produces a family of portfolios for the trader to choose from. Support vector machines, a special form of neural networks, forecast the financial markets; such a forecast is on market states, of which there are three OCo uptrending, mean reverting and downtrending. A self-organizing map displays in a vivid manner the states of the market. Rough sets with a new discretization method extract information from stock prices."

Download or read book An Introduction to High Frequency Finance written by Ramazan Gençay and published by Elsevier. This book was released on 2001-05-29 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

Download or read book Neural Networks and the Financial Markets written by Jimmy Shadbolt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.

Download or read book Nonlinear Time Series Analysis of Economic and Financial Data written by Philip Rothman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Download or read book Statistical Methods for Food Science written by John A. Bower and published by John Wiley & Sons. This book was released on 2009-11-09 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recording and analysis of food data are becoming increasingly sophisticated. Consequently, the food scientist in industry or at study faces the task of using and understanding statistical methods. Statistics is often viewed as a difficult subject and is often avoided because of its complexity and a lack of specific application to the requirements of food science. This situation is changing – there is now much material on multivariate applications for the more advanced reader, but a case exists for a univariate approach aimed at the non-statistician. This book provides a source text on accessible statistical procedures for the food scientist, and is aimed at professionals and students in food laboratories where analytical, instrumental and sensory data are gathered and require some form of summary and analysis before interpretation. It is suitable for the food analyst, the sensory scientist and the product developer, and others who work in food-related disciplines involving consumer survey investigations will also find many sections of use. There is an emphasis on a ‘hands on’ approach, and worked examples using computer software packages and the minimum of mathematical formulae are included. The book is based on the experience and practice of a scientist engaged for many years in research and teaching of analytical and sensory food science at undergraduate and post-graduate level.

Download or read book New Facets of Economic Complexity in Modern Financial Markets written by Catherine Kyrtsou and published by Routledge. This book was released on 2020-06-04 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world. Challenging the traditional hypotheses that lie behind financial market functioning, new evidence is provided about the hidden factors fuelling bubbles, the impact of agents’ heterogeneity, the importance of endogeneity in the information transmission mechanism, the dynamics of herding, the sources of volatility, the portfolio optimization techniques, the financial innovation and the trend identification in a nonlinear time-series framework. Presenting the advances made in financial market analysis, and putting emphasis on nonlinear dynamics, this book suggests interdisciplinary methodologies for the study of well-known stylised facts and financial abnormalities. This book was originally published as a special issue of The European Journal of Finance.

Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.