Book picks similar to
Analysis of Financial Time Series by Ruey S. Tsay
finance
quant
economics
econometrics
Innumeracy: Mathematical Illiteracy and Its Consequences
John Allen Paulos - 1988
Dozens of examples in innumeracy show us how it affects not only personal economics and travel plans, but explains mis-chosen mates, inappropriate drug-testing, and the allure of pseudo-science.
Data Mining: Practical Machine Learning Tools and Techniques
Ian H. Witten - 1999
This highly anticipated fourth edition of the most ...Download Link : readmeaway.com/download?i=0128042915 0128042915 Data Mining: Practical Machine Learning Tools and Techniques (Morgan Kaufmann Series in Data Management Systems) PDF by Ian H. WittenRead Data Mining: Practical Machine Learning Tools and Techniques (Morgan Kaufmann Series in Data Management Systems) PDF from Morgan Kaufmann,Ian H. WittenDownload Ian H. Witten's PDF E-book Data Mining: Practical Machine Learning Tools and Techniques (Morgan Kaufmann Series in Data Management Systems)
A Course in Game Theory
Martin J. Osborne - 1994
The authors provide precise definitions and full proofs of results, sacrificing generalities and limiting the scope of the material in order to do so. The text is organized in four parts: strategic games, extensive games with perfect information, extensive games with imperfect information, and coalitional games. It includes over 100 exercises. Solution ManualTable of Contents, Errata, and more...
Statistics in a Nutshell: A Desktop Quick Reference
Sarah Boslaugh - 2008
This book gives you a solid understanding of statistics without being too simple, yet without the numbing complexity of most college texts. You get a firm grasp of the fundamentals and a hands-on understanding of how to apply them before moving on to the more advanced material that follows. Each chapter presents you with easy-to-follow descriptions illustrated by graphics, formulas, and plenty of solved examples. Before you know it, you'll learn to apply statistical reasoning and statistical techniques, from basic concepts of probability and hypothesis testing to multivariate analysis. Organized into four distinct sections, Statistics in a Nutshell offers you:Introductory material: Different ways to think about statistics Basic concepts of measurement and probability theoryData management for statistical analysis Research design and experimental design How to critique statistics presented by others Basic inferential statistics: Basic concepts of inferential statistics The concept of correlation, when it is and is not an appropriate measure of association Dichotomous and categorical data The distinction between parametric and nonparametric statistics Advanced inferential techniques: The General Linear Model Analysis of Variance (ANOVA) and MANOVA Multiple linear regression Specialized techniques: Business and quality improvement statistics Medical and public health statistics Educational and psychological statistics Unlike many introductory books on the subject, Statistics in a Nutshell doesn't omit important material in an effort to dumb it down. And this book is far more practical than most college texts, which tend to over-emphasize calculation without teaching you when and how to apply different statistical tests. With Statistics in a Nutshell, you learn how to perform most common statistical analyses, and understand statistical techniques presented in research articles. If you need to know how to use a wide range of statistical techniques without getting in over your head, this is the book you want.
Statistical Techniques in Business & Economics [With CDROM]
Douglas A. Lind - 1974
The text is non-threatening and presents concepts clearly and succinctly with a conversational writing style. All statistical concepts are illustrated with solved applied examples immediately upon introduction. Self reviews and exercises for each section, and review sections for groups of chapters also support the student learning steps. Modern computing applications (Excel, Minitab, and MegaStat) are introduced, but the text maintains a focus on presenting statistics concepts as applied in business as opposed to technology or programming methods. The thirteenth edition continues as a students' text with increased emphasis on interpretation of data and results.
Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street
William Poundstone - 2006
One was mathematician Claude Shannon, neurotic father of our digital age, whose genius is ranked with Einstein's. The other was John L. Kelly Jr., a Texas-born, gun-toting physicist. Together they applied the science of information theory—the basis of computers and the Internet—to the problem of making as much money as possible, as fast as possible.Shannon and MIT mathematician Edward O. Thorp took the "Kelly formula" to Las Vegas. It worked. They realized that there was even more money to be made in the stock market. Thorp used the Kelly system with his phenomenonally successful hedge fund, Princeton-Newport Partners. Shannon became a successful investor, too, topping even Warren Buffett's rate of return. Fortune's Formula traces how the Kelly formula sparked controversy even as it made fortunes at racetracks, casinos, and trading desks. It reveals the dark side of this alluring scheme, which is founded on exploiting an insider's edge.Shannon believed it was possible for a smart investor to beat the market—and Fortune's Formula will convince you that he was right.
The Art of Statistics: How to Learn from Data
David Spiegelhalter - 2019
Statistics are everywhere, as integral to science as they are to business, and in the popular media hundreds of times a day. In this age of big data, a basic grasp of statistical literacy is more important than ever if we want to separate the fact from the fiction, the ostentatious embellishments from the raw evidence -- and even more so if we hope to participate in the future, rather than being simple bystanders. In The Art of Statistics, world-renowned statistician David Spiegelhalter shows readers how to derive knowledge from raw data by focusing on the concepts and connections behind the math. Drawing on real world examples to introduce complex issues, he shows us how statistics can help us determine the luckiest passenger on the Titanic, whether a notorious serial killer could have been caught earlier, and if screening for ovarian cancer is beneficial. The Art of Statistics not only shows us how mathematicians have used statistical science to solve these problems -- it teaches us how we too can think like statisticians. We learn how to clarify our questions, assumptions, and expectations when approaching a problem, and -- perhaps even more importantly -- we learn how to responsibly interpret the answers we receive. Combining the incomparable insight of an expert with the playful enthusiasm of an aficionado, The Art of Statistics is the definitive guide to stats that every modern person needs.
Machine Learning: The Art and Science of Algorithms That Make Sense of Data
Peter Flach - 2012
Peter Flach's clear, example-based approach begins by discussing how a spam filter works, which gives an immediate introduction to machine learning in action, with a minimum of technical fuss. Flach provides case studies of increasing complexity and variety with well-chosen examples and illustrations throughout. He covers a wide range of logical, geometric and statistical models and state-of-the-art topics such as matrix factorisation and ROC analysis. Particular attention is paid to the central role played by features. The use of established terminology is balanced with the introduction of new and useful concepts, and summaries of relevant background material are provided with pointers for revision if necessary. These features ensure Machine Learning will set a new standard as an introductory textbook.
Swing Into It: A Simple System For Trading Pullbacks to the 50-Day Moving Average
T. Livingston - 2018
Detailing the technical indicators and money management strategies that have worked best for him, T. Livingston breaks down what every savvy trader needs to profit in today’s stock market. Topics discussed include how to analyze the general market, which stocks to trade, when to buy, position sizing, profit targets, and selling rules. Swing Into It provides a variety of different examples so that the reader will be prepared for various market scenarios. Detailed sample trades are included so that the reader can see how Livingston thinks throughout each phase of his trades. If you’re looking to get started in swing trading or seeking to refine your trading system, Swing Into It belongs in your library.
Investing Online for Dummies
Matthew Krantz - 2007
With the stock market sinking and soaring from day to day, retirement plans becoming less certain, and a longer life expectancy in retirement, more people are looking for some control over their investments. If you're one of them, Investing Online For Dummies, 6th Edition might be just what you're looking for. The Internet brings a world of investment resources to your desktop, but how do you find your way through the dizzying array of investment possibilities? The Dummies Way, of course! This book helps you set reasonable expectations, assess your risk tolerance, choose an asset allocation, analyze and select investments, and maximize your financial success. You'll discover how toDetermine how much you can afford to invest Choose an online broker Research, trade, and track investments online Measure the potential return of a stock Maximize your investment knowledge and build a profitable portfolio Buy bonds online Understand options, commodities, and IPOs If you've decided to take control of your investments but don't want to make it your full-time job, Investing Online For Dummies, 6th Edition gives you the important information that will also give you confidence. Completely updated to cover all the new online tools and resources, it even provides some bonus assistance on the companion Web site.
Elementary Statistics: A Step by Step Approach
Allan G. Bluman - 1992
The book is non-theoretical, explaining concepts intuitively and teaching problem solving through worked examples and step-by-step instructions. This edition places more emphasis on conceptual understanding and understanding results. This edition also features increased emphasis on Excel, MINITAB, and the TI-83 Plus and TI 84-Plus graphing calculators, computing technologies commonly used in such courses.
Elements of Information Theory
Thomas M. Cover - 1991
Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory.All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points.The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated referencesNow current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications.
An Introduction to Probability Theory and Its Applications, Volume 1
William Feller - 1968
Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.
Automate This: How Algorithms Came to Rule Our World
Christopher Steiner - 2012
It used to be that to diagnose an illness, interpret legal documents, analyze foreign policy, or write a newspaper article you needed a human being with specific skills—and maybe an advanced degree or two. These days, high-level tasks are increasingly being handled by algorithms that can do precise work not only with speed but also with nuance. These “bots” started with human programming and logic, but now their reach extends beyond what their creators ever expected. In this fascinating, frightening book, Christopher Steiner tells the story of how algorithms took over—and shows why the “bot revolution” is about to spill into every aspect of our lives, often silently, without our knowledge. The May 2010 “Flash Crash” exposed Wall Street’s reliance on trading bots to the tune of a 998-point market drop and $1 trillion in vanished market value. But that was just the beginning. In Automate This, we meet bots that are driving cars, penning haiku, and writing music mistaken for Bach’s. They listen in on our customer service calls and figure out what Iran would do in the event of a nuclear standoff. There are algorithms that can pick out the most cohesive crew of astronauts for a space mission or identify the next Jeremy Lin. Some can even ingest statistics from baseball games and spit out pitch-perfect sports journalism indistinguishable from that produced by humans. The interaction of man and machine can make our lives easier. But what will the world look like when algorithms control our hospitals, our roads, our culture, and our national security? What happens to businesses when we automate judgment and eliminate human instinct? And what role will be left for doctors, lawyers, writers, truck drivers, and many others? Who knows—maybe there’s a bot learning to do your job this minute.
Pricing the Future: The 300-Year Quest for the Equation That Changed Wall Street
George G. Szpiro - 2011
In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker’s assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, Pricing the Future retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.