Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data by Graham L Giller

Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data by Graham L Giller

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.'

SKU	Unavailable
ISBN 13	9789811250644
ISBN 10	9811250642
Title	Adventures In Financial Data Science: The Empirical Properties Of Financial And Economic Data
Author	Graham L Giller
Series	World Scientific Series In Finance
Condition	Unavailable
Binding Type	Hardback
Publisher	World Scientific Publishing Co Pte Ltd
Year published	2022-07-20
Number of pages	512
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.