Stochastic modelling of big data in finance
Auteur :
Swishchuk, Anatoliy
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032209265
Date de publication :
8 nov. 2022
Dimensions :
23,4 x 15,6 cm
Poids :
498 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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).