Stochastic Modelling of Big Data in Finance

Auteur: Swishchuk, Anatoliy (University of Calgary, Alberta, Canada)
Editeur: Taylor & Francis Ltd
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).
Sur commande
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).
ISBN / EAN 9781032209265
Auteur Swishchuk, Anatoliy (University of Calgary, Alberta, Canada)
Editeur Taylor & Francis Ltd