Analysis and Forecasting of Financial Time Series Using R: Models and Applications - Couverture souple

Sen, Jaydip; Datta Chaudhuri, Tamal

 
9783330653863: Analysis and Forecasting of Financial Time Series Using R: Models and Applications
Couverture souple
ISBN 10 : 3330653868 ISBN 13 : 9783330653863
Editeur : Scholars' Press, 2017

Synopsis

Analysis and prediction of stock market time series data have attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data and availability of high-performance hardware have made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. This book presents some of the state of the art research work in the field of time series analysis and forecasting. Rich libraries of R software have been used for time series decomposition and for designing of efficient forecasting approaches. It will surely be a valuable source of knowledge for researchers, engineers, practitioners, analysts, data scientists and graduate and doctoral students who are working in the field of econometrics, statistical modeling, time series analysis, forecasting and financial analytics. It will also be useful for faculty members of graduate schools and universities.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Analysis and prediction of stock market time series data have attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data and availability of high-performance hardware have made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. This book presents some of the state of the art research work in the field of time series analysis and forecasting. Rich libraries of R software have been used for time series decomposition and for designing of efficient forecasting approaches. It will surely be a valuable source of knowledge for researchers, engineers, practitioners, analysts, data scientists and graduate and doctoral students who are working in the field of econometrics, statistical modeling, time series analysis, forecasting and financial analytics. It will also be useful for faculty members of graduate schools and universities.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Scholars' Press
Date d'édition
2017
Langue
anglais
ISBN 10 
3330653868
ISBN 13 
9783330653863
Reliure
Broché
Nombre de pages
264
Coordonnées du fabricant
non disponible
Personne responsable
non disponible