Advanced Analytics for Finance

Designed for graduate and advanced undergrad students, this text synthesizes statistics and econometrics with contemporary artificial intelligence and machine learning methods. Applying empirical methods to massive high-frequency databases, it explores market microstructure, risk, market efficiency, equities, fixed income securities, and options.

Conceput pentru studentii de licenta si masterat, acest text sintetizeaza statistica si econometria cu metode contemporane de inteligenta artificiala si invatare automata. Aplicand metode empirice unor baze de date masive de inalta frecventa, exploreaza microstructura pietei, riscul, eficienta pietei, actiunile, titlurile cu venit fix si optiunile.