A Signal Processing Perspective on Financial Engineering

저자
Feng, Yiyong
출판사
Now Publishers,
출판일
20160809
ISBN
9781680831184
ISBN 등록 지역
영어권 (ISBN 978-1)

소개

Despite the different nature of financial engineering and electrical engineering, both areas are intimately connected on a mathematical level. The foundations of financial engineering lie on the statistical analysis of numerical time series and the modeling of the behavior of the financial markets in order to perform predictions and systematically optimize investment strategies.