Search icon Close icon
Search icon
Subscription
0
Cart icon
Close icon
You have no products in your basket yet
Save more on your purchases!
Savings automatically calculated. No voucher code required
Arrow left icon
All Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletters
Free Learning
Arrow right icon
Mastering R for Quantitative Finance

You're reading from  Mastering R for Quantitative Finance

Product type Book
Published in Mar 2015
Publisher
ISBN-13 9781783552078
Pages 362 pages
Edition 1st Edition
Languages
Concepts

Table of Contents (20) Chapters

Mastering R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
1. Time Series Analysis 2. Factor Models 3. Forecasting Volume 4. Big Data – Advanced Analytics 5. FX Derivatives 6. Interest Rate Derivatives and Models 7. Exotic Options 8. Optimal Hedging 9. Fundamental Analysis 10. Technical Analysis, Neural Networks, and Logoptimal Portfolios 11. Asset and Liability Management 12. Capital Adequacy 13. Systemic Risks Index

References

  • Bai, J. (2003): Inferential theory for factor models of large dimensions. Econometrica, 71:135-171.

  • Bialkowski, J., Darolles, S., and Le Fol, G. (2008): Improving VWAP strategies: A dynamic volume approach. Journal of Banking & Finance, 32:1709-1722.

  • Brownlees, C. T., Cipollini, F., and Gallo, G. M. (2011): Intra-daily volume modeling and prediction for algorithmic trading. Journal of Financial Econometrics, 9:489-518.

  • Hmaied, D. M., Sioud, O. B., and Grar, A. (2006): Intra-daily and weekly patterns of bid-ask spreads, trading volume and volatility on the Tunisian Stock Exchange. Banque & Marchés, 84:35-44.

  • Hussain, S. M. (2011): The intraday behavior of bid-ask spreads, trading volume, and return volatility: Evidence from DAX30. International Journal of Economics and Finance, 3:23-34.

  • Kaastra, I. and Boyd, M. S. (1995): Forecasting futures trading volume using neural networks. The Journal of Futures Markets, Vol. 15, No. 8,:953-970.

  • Lux, T. and Kaizoji, T. (2004): Forecasting...

lock icon The rest of the chapter is locked
arrow left Previous Chapter
Chapter 1 of 20
Next Chapter arrow right
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Sign up now
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Start free trial
Renews at $15.99/month. Cancel anytime}

Personalised recommendations for you

Based on your interests and search pattern
Left arrow icon
Et al.
Et al.
Ever wonder why speech recognition systems don't understand the Scottish accent, or what would happen if an astronaut only ate mac 'n' cheese, or other spurious reflections you'd have at a bar? We did, then collated those deliberations into absurd research articles with fake figures and methodologies inspired by even more fictionally absurd studies.
Aug 2023 7 hours 40 minutes
Generative AI with LangChain
Generative AI with LangChain
This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.
Dec 2023 12 hours 0 minutes
Generative AI with LangChain
Generative AI with LangChain
This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.
Dec 2023 12 hours 0 minutes
Generative AI with LangChain
Generative AI with LangChain
This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.
Dec 2023 12 hours 0 minutes
Generative AI with LangChain
Generative AI with LangChain
This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.
Dec 2023 12 hours 0 minutes
Mastering Tableau 2023
Mastering Tableau 2023
This book is a comprehensive resource to mastering your Tableau skills and becoming a BI expert. As you progress, you will learn how to build advanced dashboards and improve your storytelling to derive key business insight, as well as make you well-versed with advanced functionalities of Tableau in the business intelligence domain.
Aug 2023 22 hours 48 minutes
Building AI Applications with ChatGPT APIs
Building AI Applications with ChatGPT APIs
This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.
Sep 2023 8 hours 36 minutes
Building AI Applications with ChatGPT APIs
Building AI Applications with ChatGPT APIs
This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.
Sep 2023 8 hours 36 minutes
Data Engineering with AWS
Data Engineering with AWS
Embark on a journey to master data engineering pipelines on AWS! Our book offers a hands-on experience of AWS services for ingesting, transforming, and consuming data. Whether you're an absolute beginner or someone with basic data engineering experience, this guide is an indispensable resource.
Oct 2023 21 hours 12 minutes
Modern Data Architecture on AWS
Modern Data Architecture on AWS
Every organization wants an agile, performant, and cost-effective data platform that meets all their current and future business needs. Purpose-built AWS analytics services and their features play a big part in building such a modern data platform. This book brings to you all the design and architectural patterns that’ll help you achieve this goal.
Aug 2023 14 hours 0 minutes
Practical Guide to Applied Conformal Prediction in Python
Practical Guide to Applied Conformal Prediction in Python
Discover the power of Conformal Prediction with the "Practical Guide to Applied Conformal Prediction in Python." Master the latest techniques to quantify uncertainty in machine learning and computer vision models, and seamlessly apply them to your industry applications.
Dec 2023 8 hours 0 minutes
TinyML Cookbook
TinyML Cookbook
With over 70 project-based recipes, the TinyML Cookbook is a practical guide that will help you to get the most out of your microcontrollers. It provides a comprehensive understanding of the theoretical foundations while giving you hands-on experience training ML models for deployment on Arduino Nano 33 BLE Sense, Raspberry Pi Pico, and SparkFun RedBoard Artemis Nano microcontrollers.
Nov 2023 22 hours 8 minutes
Right arrow icon