Decision Making with Quantitative Financial Market Data : Applications, Precautions and Pitfalls
Ruttiens, Alain
Decision Making with Quantitative Financial Market Data : Applications, Precautions and Pitfalls by Alain Ruttiens - 1st ed. 2021. - 1 recurso en línea - SpringerBriefs in Operations Research 2195-0504 .
1. Basic Notions -- 2. A Major Problem in Using Time Series of Data: the Stationarity -- 3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures -- 4. Issues About Modeling -- 5. Financial Data: Some Risk Management Issues -- 6.Synthesis.
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
9783030675806
10.1007/978-3-030-67580-6 doi
Mercado financiero
T57.6-.97 / 2021 EB
Decision Making with Quantitative Financial Market Data : Applications, Precautions and Pitfalls by Alain Ruttiens - 1st ed. 2021. - 1 recurso en línea - SpringerBriefs in Operations Research 2195-0504 .
1. Basic Notions -- 2. A Major Problem in Using Time Series of Data: the Stationarity -- 3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures -- 4. Issues About Modeling -- 5. Financial Data: Some Risk Management Issues -- 6.Synthesis.
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
9783030675806
10.1007/978-3-030-67580-6 doi
Mercado financiero
T57.6-.97 / 2021 EB