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thach n data science financial econometrics 2021

Type:: E-books
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Size:: 12.7 MB
Uploaded On:: Nov. 15, 2020, 10:01 a.m.
Added By:: andryold1
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Info Hash:: 9B5985723A055A73C999FB4C84457003D54A9661

Textbook in PDF format This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics. In terms of capitalizing on data science, many application areas are way ahead of economics. To close this gap, the book provides examples of how data science techniques can be used in economics. Corresponding techniques range from almost traditional statistics to promising novel ideas such as quantum econometrics. Given its scope, the book will appeal to students and researchers interested in state-of-the-art developments, and to practitioners interested in using data science techniques

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Thach N. Data Science for Financial Econometrics 2021.pdf 12.7 MB

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thach n data science financial econometrics 2021

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