金融計量経済学・数学・統計学・機械学習ハンドブック(全4巻)
Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
Lee, Cheng Few (EDT)
Lee, John C (EDT)
- 出版社:World Scientific Publishing Co Pte Ltd
- 出版年月:2020年 08月
- ISBN:9789811202384
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:5056 p.
- DDC分類:330.015195
- 内容紹介:
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This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. Simulation, machine learning, big data, and financial payments are also explored in this handbook.