«Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms» Simon DABLEMONT Analysis of time series is very useful in science to realize modeling, filtering, prediction or smoothing. In the highly complex market structure the intra-day dealers are faced with different constraints and use different strategies to reach their financial goals such as maximizing their profits or utility function after adjusting for market risk. The procedures described in this book are suited for high frequency data showing nonlinear dependencies and observed at irregularly and randomly spaced times or when data are curves with different time points. Standard statistical methods completely fail in these cases. To overcome this problem we use functional analysis and neural networks. Often we have hidden variables that we cannot directly observe, or their measurement are costly or disturb the process. We can estimate these hidden variables, from measurement of other variables, using a Dynamic State Space Model with Kalman and Particle Filters. The methodologies and algorithms described in this book are suited for financial, engineering, physical applications when classical statistical methods fail. Это и многое другое вы найдете в книге Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms (Simon DABLEMONT). Напишите свою рецензию о книге Simon DABLEMONT «Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms» https://izbe.ru/book/432621-forecasting-of-high-frequency-financial-time-series-concepts-methods-algorithms-simon-dablemont/

«Statistical Analysis for the Social Sciences» Norman R. Kurtz People are bombarded with statistical data every day, but not many have had training in how to interpret or analyze this information. Kurtz"s accessible writing style provides a basic yet sophisticated introduction to understanding and analyzing statistical applications. The book gives careful attention to the flow of ideas and concepts so there is a stream of logic which flows throughout, adding to the book"s readability. The book begins with a discussion of methods for describing the distribution of a variable. The introduction of probability avoids the traditional discussion of the basic laws of probability, providing instead an explanation which can be directly applied in the everyday use of statistical probability. The discussion of the bookis focused primarily on the relationship of probability to outcomes. Sociologists, psychologists, social workers, political scientists, educators, as well as anyone who wants to analyze data. Это и многое другое вы найдете в книге Statistical Analysis for the Social Sciences (Norman R. Kurtz). Напишите свою рецензию о книге Norman R. Kurtz «Statistical Analysis for the Social Sciences» https://izbe.ru/book/352985-statistical-analysis-for-the-social-sciences-norman-r-kurtz/