Azhar ul Haque Sario

Financial Modeling Excellence (eBook, ePUB)

Innovative Approaches to Stock Predictions

• Format: ePub

Produktbeschreibung

Financial Modeling Excellence: Innovative Approaches to Stock Predictions (Third Edition) offers an advanced exploration of probabilistic models for stock price predictions. The book begins with a detailed analysis of time series data, addressing key concepts like stationarity, trends, seasonality, and decomposition. It covers autoregressive (AR) models, moving average (MA) models, and their combinations, including ARMA and ARIMA models. Each chapter emphasizes model selection, parameter estimation, diagnostics, and validation, alongside practical applications in financial forecasting. The edition also delves into state space models and the Kalman filter, providing insights into their implementation in stock predictions. Hidden Markov models (HMM), Bayesian models, and stochastic processes are thoroughly examined, featuring mathematical formulations and real-world applications. Case studies and practical examples throughout the book demonstrate the effectiveness of these models in financial analysis. As the third installment in the series, following Stock Price Predictions: An Introduction to Probabilistic Models and Forecasting Stock Prices: Mathematics of Probabilistic Models, this edition builds on earlier foundations and introduces advanced techniques. Readers can anticipate a forthcoming series that will further expand on innovative applications in stock price predictions.

Produktdetails

• Verlag: epubli
• Seitenzahl: 130
• Erscheinungstermin: 31. Oktober 2024
• Englisch
• ISBN-13: 9783818708177
• Artikelnr.: 72044491

Autorenporträt

I am bestselling author. I have proven technical skills (Google certifications) to deliver insightful books with ten years of business experience. I have written and published 400 books as per Goodreads record. ORCID: https://orcid.org/0009-0004-8629-830X [e-mail]