國立高雄大學圖資館 |

Language: English

Back

Stochastic modelling of big data in finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic modelling of big data in financeAnatoliy Swishchuk.
Author:	Swishchuk, Anatoliy.
Published:	Boca Raton, FL :Chapman & Hall/CRC Press,2023.
Description:	1 online resource.
Subject:	FinanceMathematical models.
Online resource:	https://www.taylorfrancis.com/books/9781003265986
ISBN:	9781003265986$q(electronic bk.)

Stochastic modelling of big data in finance
Swishchuk, Anatoliy.

Stochastic modelling of big data in finance[electronic resource] /Anatoliy Swishchuk. - 1st ed. - Boca Raton, FL :Chapman & Hall/CRC Press,2023. - 1 online resource. - Chapman and Hall/CRC financial mathematics series. - Chapman and Hall/CRC financial mathematics series..

Includes bibliographical references and index.

"Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance. Features Self-contained book suitable for graduate students and post-doctoral fellows in financial mathematics and data science, as well as for practitioners working in the financial industry who deal with big data All results are presented visually to aid in understanding of concepts"--

ISBN: 9781003265986$q(electronic bk.)Subjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106

Dewey Class. No.: 332.01/5195

Stochastic modelling of big data in finance
LDR:02238cmm a2200361 a 4500 001 682177
005 20251017072503.0
006 m o d
007 cr cnu---unuuu
008 251202s2023 flu ob 001 0 eng d
020 $a 9781003265986$q(electronic bk.)
020 $a 1003265987$q(electronic bk.)
020 $a 9781000776805$q(electronic bk. : PDF)
020 $a 1000776808$q(electronic bk. : PDF)
020 $a 9781000776812$q(electronic bk. : EPUB)
020 $a 1000776816$q(electronic bk. : EPUB)
020 $z 9781032209289$q(paperback)
020 $z 9781032209265$q(hardback)
035 $a (OCoLC)1338229767
035 $a (OCoLC-P)1338229767
035 $a 9781003265986
040 $a OCoLC-P $b eng $c OCoLC-P
041 0 $a eng
050 0 0 $a HG106
082 0 0 $a 332.01/5195 $2 23
100 1 $a Swishchuk, Anatoliy. $3 747932
245 1 0 $a Stochastic modelling of big data in finance $h [electronic resource] / $c Anatoliy Swishchuk.
250 $a 1st ed.
260 $a Boca Raton, FL : $b Chapman & Hall/CRC Press, $c 2023.
300 $a 1 online resource.
490 1 $a Chapman and Hall/CRC financial mathematics series
504 $a Includes bibliographical references and index.
520 $a "Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance. Features Self-contained book suitable for graduate students and post-doctoral fellows in financial mathematics and data science, as well as for practitioners working in the financial industry who deal with big data All results are presented visually to aid in understanding of concepts"-- $c Provided by publisher.
588 $a OCLC-licensed vendor bibliographic record.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Stochastic models. $3 242915
650 0 $a Big data. $3 609582
830 0 $a Chapman and Hall/CRC financial mathematics series. $3 995780
856 4 0 $u https://www.taylorfrancis.com/books/9781003265986