Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data

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A01=Graham L Giller
Author_Graham L Giller
Biography
Bond Market
Category=KFF
Climate
Coronavirus
Data Science
Demographics
Econometrics
Empirical Finance
Empirical Science
Epidemiology
eq_bestseller
eq_business-finance-law
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eq_isMigrated=2
eq_nobargain
eq_non-fiction
Estimation
Finance
Geospatial Analysis
Hypothesis Testing
Index Futures
Index Options
Interest Rates
Machine Learning
Morgan Stanley
Political Science
Probability Distributions
Process Driven Trading
Quant Research
Quant Trading
Statistics
Stock Market
Survey Research
Temperature
Time-Series Analysis
Trading Strategy
Volatility

Product details

  • ISBN 9789811250644
  • Publication Date: 20 Jul 2022
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics, but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly, the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Giller's career in finance, starting with speculating in UK government bonds at the Oxford Post Office, accidentally creating a global instant messaging system that went "viral" before anybody knew what that meant, on being the person who forgot to hit "enter" to run a hundred-million dollar statistical arbitrage system, what he decoded from his brief time spent with Jim Simons, and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial, economics, and alternative data, structured around both Dr Giller's professional career and some of the things that just interested him. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as "The Pleasure of Finding Things Out."

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