Stochastic modelling of big data in finance:
This book 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 li...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton ; London ; New York
CRC Press
2023
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| Edition: | First edition |
| Series: | Chapman and Hall/CRC financial mathematics series
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| Subjects: | |
| Online Access: | DE-188 DE-2070s |
| Summary: | This book 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) |
| Physical Description: | 1 Online-Ressource (xxiii, 280 Seiten) Illustrationen |
| ISBN: | 9781000776805 9781003265986 |
Staff View
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| discipline | Informatik Mathematik Wirtschaftswissenschaften |
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| edition | First edition |
| format | Electronic eBook |
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| id | DE-604.BV048523666 |
| illustrated | Illustrated |
| index_date | 2024-07-03T20:50:26Z |
| indexdate | 2024-12-16T11:00:33Z |
| institution | BVB |
| isbn | 9781000776805 9781003265986 |
| language | English |
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| physical | 1 Online-Ressource (xxiii, 280 Seiten) Illustrationen |
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| publishDate | 2023 |
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| publisher | CRC Press |
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| series2 | Chapman and Hall/CRC financial mathematics series |
| spelling | Sviščuk, Anatolij Verfasser (DE-588)1048087905 aut Stochastic modelling of big data in finance Anatoliy Swishchuk, Department of Mathematics and Statistics, University of Calgary, Calgary, Canada First edition Boca Raton ; London ; New York CRC Press 2023 1 Online-Ressource (xxiii, 280 Seiten) Illustrationen txt rdacontent c rdamedia cr rdacarrier Chapman and Hall/CRC financial mathematics series This book 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) Wirtschaft (DE-588)4066399-1 gnd rswk-swf Big Data (DE-588)4802620-7 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Electronic books Statistisches Modell (DE-588)4121722-6 s Big Data (DE-588)4802620-7 s Wirtschaft (DE-588)4066399-1 s Finanzmanagement (DE-588)4139075-1 s DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-032-20926-5 Erscheint auch als Druck-Ausgabe, Paperback 978-1-032-20928-9 |
| spellingShingle | Sviščuk, Anatolij Stochastic modelling of big data in finance Wirtschaft (DE-588)4066399-1 gnd Big Data (DE-588)4802620-7 gnd Finanzmanagement (DE-588)4139075-1 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| subject_GND | (DE-588)4066399-1 (DE-588)4802620-7 (DE-588)4139075-1 (DE-588)4121722-6 |
| title | Stochastic modelling of big data in finance |
| title_auth | Stochastic modelling of big data in finance |
| title_exact_search | Stochastic modelling of big data in finance |
| title_exact_search_txtP | Stochastic modelling of big data in finance |
| title_full | Stochastic modelling of big data in finance Anatoliy Swishchuk, Department of Mathematics and Statistics, University of Calgary, Calgary, Canada |
| title_fullStr | Stochastic modelling of big data in finance Anatoliy Swishchuk, Department of Mathematics and Statistics, University of Calgary, Calgary, Canada |
| title_full_unstemmed | Stochastic modelling of big data in finance Anatoliy Swishchuk, Department of Mathematics and Statistics, University of Calgary, Calgary, Canada |
| title_short | Stochastic modelling of big data in finance |
| title_sort | stochastic modelling of big data in finance |
| topic | Wirtschaft (DE-588)4066399-1 gnd Big Data (DE-588)4802620-7 gnd Finanzmanagement (DE-588)4139075-1 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| topic_facet | Wirtschaft Big Data Finanzmanagement Statistisches Modell |
| work_keys_str_mv | AT sviscukanatolij stochasticmodellingofbigdatainfinance |