May 2016
Intermediate to advanced
320 pages
10h 17m
English
book
Financial Signal Processing and Machine Learning
by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry M. Malioutov
Content preview from Financial Signal Processing and Machine Learning
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Index
- References to figures are given in bold type. References to tables are given in italic type.
- ACF see autocorrelation functions
- adaptive lasso
- anti-monotone sets
- AR(1) process
- Eigen subspace
- KLT kernel derivation
- orthogonal subspace
- Karhunen-Loeve transform
- performance matrices
- power spectral density
- stochastic signal model
- arbitrage
- ARCH model
- nonparametric tests
- parametric tests
- Archimedean copula
- assets, mean-reverting
- autocorrelation functions (ACF)
- Kendall's tau
- misspecification testing
- conditional heteroscedascicity
- Ljung-Box
- Spearman's rho
- autocovariance
- autoregressive conditional heteroscedasticity (ARCH)
- backward simulation (BS)
- BEKK Garch model
- bias
- BIC criterion
- bid-ask price
- big data finance
- Black-Scholes model
- BS method
- capital market line
- causal strength modeling
- causal strength modeling (CSM)
- CDVine
- CLIME
- co-monotone sets
- coherent risk measure
- cointegration-based trading strategies
- collateralized debt obligation (CDO)
- conditional sparsity
- conditional value at risk (CVaR)
- minimization
- support vector machines
- minimization
- conditional value at risk (CVaR)
- portfolio selection
- as risk measure
- robust optimization
- under finite scenarios
- under normal distribution
- constant relative risk aversion (CRRA)
- constant shift insensitivity
- contract asymptotics
- convex relaxation
- copula modeling
- Archimedean
- multiple variables
- parametric
- product copula
- software
- copula (software)
- correlation measures
- copulas
- fitting
- dependence types
- positive and negative
- copulas
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.