Advanced Financial Modeling for Stock Price Prediction
A Quantitative Methods
Seiten
2024
epubli (Verlag)
978-3-7598-8261-5 (ISBN)
epubli (Verlag)
978-3-7598-8261-5 (ISBN)
This third edition in the "Stock Predictions" series builds upon its predecessors, offering a deep dive into the quantitative methods used in stock price prediction.
This third edition in the "Stock Predictions" series builds upon its predecessors, offering a deep dive into the quantitative methods used in stock price prediction. It presents a comprehensive guide to advanced financial models, ranging from the foundational Brownian Motion to cutting-edge machine learning techniques. The book explores key concepts like Geometric Brownian Motion for modeling exponential growth, Mean Reversion Models for capturing price reversion tendencies, and GARCH models for understanding volatility. It also delves into the world of machine learning, showcasing how Support Vector Machines, Neural Networks, and LSTMs can enhance prediction accuracy. Monte Carlo simulations and Copula Models are further discussed for their roles in risk assessment and portfolio management.Throughout the book, mathematical formulations, parameter estimation techniques, and practical applications are presented with clarity. The strengths and limitations of each model are highlighted, enabling readers to make informed choices. This edition is an invaluable resource for anyone in finance and investments seeking to master the quantitative tools used in stock price prediction. Whether a student, researcher, or practitioner, this book empowers you to leverage advanced models and navigate the complexities of today's markets.
This third edition in the "Stock Predictions" series builds upon its predecessors, offering a deep dive into the quantitative methods used in stock price prediction. It presents a comprehensive guide to advanced financial models, ranging from the foundational Brownian Motion to cutting-edge machine learning techniques. The book explores key concepts like Geometric Brownian Motion for modeling exponential growth, Mean Reversion Models for capturing price reversion tendencies, and GARCH models for understanding volatility. It also delves into the world of machine learning, showcasing how Support Vector Machines, Neural Networks, and LSTMs can enhance prediction accuracy. Monte Carlo simulations and Copula Models are further discussed for their roles in risk assessment and portfolio management.Throughout the book, mathematical formulations, parameter estimation techniques, and practical applications are presented with clarity. The strengths and limitations of each model are highlighted, enabling readers to make informed choices. This edition is an invaluable resource for anyone in finance and investments seeking to master the quantitative tools used in stock price prediction. Whether a student, researcher, or practitioner, this book empowers you to leverage advanced models and navigate the complexities of today's markets.
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 Azhar.sario@hotmail.co.uk
Erscheinungsdatum | 03.10.2024 |
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Sprache | englisch |
Maße | 170 x 240 mm |
Gewicht | 330 g |
Themenwelt | Sachbuch/Ratgeber ► Beruf / Finanzen / Recht / Wirtschaft |
Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
Schlagworte | financial modeling • investment in securities • Machine learning in finance • Quantitative Finance • Stock Price Forecasting |
ISBN-10 | 3-7598-8261-7 / 3759882617 |
ISBN-13 | 978-3-7598-8261-5 / 9783759882615 |
Zustand | Neuware |
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