Eccellenza nella modellazione finanziaria
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Eccellenza nella modellazione finanziaria

Eccellenza nella modellazione finanziaria


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About the Book

Eccellenza nella modellazione finanziaria: Approcci innovativi alle previsioni sulle azioni (Third Edition) offre un'esplorazione completa e avanzata dei vari modelli probabilistici utilizzati nelle previsioni dei prezzi azionari. Il libro inizia con un'analisi approfondita dei dati delle serie temporali, trattando argomenti essenziali come la stazionarietà, l'analisi del trend e della stagionalità e la decomposizione delle serie temporali. Si addentra poi nei modelli autoregressivi (AR), nei modelli a media mobile (MA) e nelle loro combinazioni, compresi i modelli ARMA e ARIMA. Ogni capitolo fornisce spiegazioni dettagliate sulla selezione dei modelli, sulla stima dei parametri, sulla diagnostica e sulla convalida, nonché sulle applicazioni pratiche nelle previsioni finanziarie. Il libro esplora inoltre i modelli di spazio di stato e il filtro di Kalman, offrendo approfondimenti sulla loro implementazione e sulle loro applicazioni nelle previsioni dei prezzi azionari. Anche i modelli di Markov nascosti (HMM), i modelli bayesiani e i processi stocastici sono esaminati a fondo, con particolare attenzione alle loro formulazioni matematiche, alle tecniche di stima dei parametri e alle applicazioni reali. Nel corso del libro vengono forniti casi di studio ed esempi pratici per illustrare l'efficacia di questi modelli nell'analisi finanziaria.


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Product Details
  • ISBN-13: 9786208163495
  • Publisher: KS Omniscriptum Publishing
  • Binding: Paperback
  • Language: Italian
  • Returnable: N
  • Weight: 231 gr
  • ISBN-10: 6208163498
  • Publisher Date: 07 Oct 2024
  • Height: 229 mm
  • No of Pages: 116
  • Spine Width: 7 mm
  • Width: 152 mm


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