Algorithmic finance : a companion to data science

By:

Ting, Christopher Hian Ann

Publication details: World Scientific Publishing 2022 New JerseyDescription: 392pISBN:

9811238308
9789811238307

Subject(s):

DDC classification:

332.0285 TIN

Summary: This book explains the algorithmic aspects of statistics and provides several instances of how these approaches are applied to address questions in the world of finance. One of the key tenets of science is defended in this book: that subsequent researchers should be able to replicate one's own findings independently and objectively. Many examples of basic Python programmes and working data sets are available for download on a companion website. People can freely sketch the characters in the book.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Jammu General Stacks	Non-fiction	332.0285 TIN (Browse shelf(Opens below))	Available		IIMJ-6361

Total holds: 0

Table of contents: 1.Cross-Sectional Data Analysis 2.Comparative Data Analysis 3.Price and Returns 4.Log Return and Random Walk 5.Stock Market Indexes and ETF 6.Non-Equity Indexes 7.Linear Regression 8.Event Study 9.Pair Trading

This book explains the algorithmic aspects of statistics and provides several instances of how these approaches are applied to address questions in the world of finance. One of the key tenets of science is defended in this book: that subsequent researchers should be able to replicate one's own findings independently and objectively. Many examples of basic Python programmes and working data sets are available for download on a companion website. People can freely sketch the characters in the book.

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