Modellazione finanziaria avanzata per la previsione del prezzo delle azioni
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Modellazione finanziaria avanzata per la previsione del prezzo delle azioni

Modellazione finanziaria avanzata per la previsione del prezzo delle azioni


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International Edition


About the Book

Questa terza edizione della serie "Previsioni azionarie" si basa sui suoi predecessori, offrendo un'immersione profonda nei metodi quantitativi utilizzati per la previsione dei prezzi delle azioni. Presenta una guida completa ai modelli finanziari avanzati, che vanno dal fondamentale moto browniano alle tecniche di apprendimento automatico più avanzate. Il libro esplora concetti chiave come il moto browniano geometrico per modellare la crescita esponenziale, i modelli di mean reversion per catturare le tendenze alla reversione dei prezzi e i modelli GARCH per comprendere la volatilità. Inoltre, si addentra nel mondo dell'apprendimento automatico, mostrando come le macchine a vettori di supporto, le reti neurali e le LSTM possano migliorare l'accuratezza delle previsioni. Le simulazioni Monte Carlo e i modelli di copula sono ulteriormente discussi per il loro ruolo nella valutazione del rischio e nella gestione del portafoglio. In tutto il libro, le formulazioni matematiche, le tecniche di stima dei parametri e le applicazioni pratiche sono presentate con chiarezza. I punti di forza e i limiti di ciascun modello sono evidenziati, consentendo ai lettori di fare scelte informate. Questa edizione è una risorsa preziosa per tutti coloro che operano nel campo della finanza e degli investimenti e che desiderano padroneggiare gli strumenti quantitativi utilizzati nella previsione dei prezzi delle azioni.


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Product Details
  • ISBN-13: 9786208163433
  • Publisher: KS Omniscriptum Publishing
  • Binding: Paperback
  • Language: Italian
  • Returnable: N
  • Weight: 272 gr
  • ISBN-10: 6208163439
  • Publisher Date: 07 Oct 2024
  • Height: 229 mm
  • No of Pages: 144
  • Spine Width: 9 mm
  • Width: 152 mm


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Modellazione finanziaria avanzata per la previsione del prezzo delle azioni
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