金融におけるビッグデータの確率論的モデリング
Stochastic Modelling of Big Data in Finance
Chapman and Hall/CRC Financial Mathematics Series
Swishchuk, Anatoliy
- 出版社：Chapman & Hall/crc
- 出版年月：2022年 11月
- ISBN：9781032209265
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：280 p.
- DDC分類：332.015195
- 内容紹介：
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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).