MARC details
000 -LEADER |
fixed length control field |
03138cam a2200337 i 4500 |
001 - CONTROL NUMBER |
control field |
22482877 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240311142206.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
220328s2022 nju b 001 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2022014482 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9789811238307 |
Qualifying information |
(hardcover) |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
IIMV |
Modifying agency |
DLC |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG173 |
Item number |
.T56 2022 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.0285 |
Edition number |
23/eng/20220411 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Ting, Christopher Hian Ann, |
Relator term |
author. |
9 (RLIN) |
33250 |
245 10 - TITLE STATEMENT |
Title |
Algorithmic finance : |
Remainder of title |
a companion to data science / |
Statement of responsibility, etc. |
Christopher Hian-Ann Ting, Hiroshima University, Japan. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
New Jersey : |
Name of producer, publisher, distributor, manufacturer |
World Sceintific, |
Date of production, publication, distribution, manufacture, or copyright notice |
[2022] |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xvi, 392 pages ; |
Dimensions |
24 cm |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
unmediated |
Media type code |
n |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
volume |
Carrier type code |
nc |
Source |
rdacarrier |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references (pages 377-379) and index. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"Why is data science a branch of science? Is data science just a catchy rebranding of statistics? Data science provides tools for statistical analysis and machine learning. But, as much as application problems without tools are lame, tools without application problems are vain. Through example after example, this book presents the algorithmic aspects of statistics and show how some of the tools are applied to answer questions of interest to finance. This book champions a fundamental principle of science - objective reproducibility of evidence independently by others. From a companion web site, readers can download many easy-to-understand Python programs and real-world data. Independently, readers can draw for themselves the figures in the book. Even so, readers are encouraged to run the statistical tests described as examples to verify their own results against what the book claims. This book covers some topics that are seldom discussed in other textbooks. They include the methods to adjust for dividend payment and stock splits, how to reproduce a stock market index such as Nikkei 225 index, and so on. By running the Python programs provided, readers can verify their results against the data published by free data resources such as Yahoo! finance. Though practical, this book provides detailed proofs of propositions such as why certain estimators are unbiased, how the ubiquitous normal distribution is derived from the first principles, and so on. This see-for-yourself textbook is essential to anyone who intends to learn the nuts and bots of data science, especially in the application domain of finance. Advanced readers may find the book helpful in its mathematical treatment. Practitioners may find some tips from the book on how an ETF is constructed, as well as some insights on a novel algorithmic framework for pair trading to generate statistical arbitrage"-- |
Assigning source |
Provided by publisher. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance |
General subdivision |
Data processing. |
9 (RLIN) |
33251 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance |
General subdivision |
Statistical methods. |
9 (RLIN) |
31801 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Exchange traded funds. |
9 (RLIN) |
33252 |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
7 |
b |
cbc |
c |
orignew |
d |
1 |
e |
ecip |
f |
20 |
g |
y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Book |