Taula de continguts: Algorithmic trading methods :

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Dades bibliogràfiques
Autor principal:	Kissell, Robert
Format:	Livre numérique
Idioma:	Anglais
Publicat:	London : Academic Press C 2021. San Diego, CA : Elsevier Science 2020.
Edició:	Second edition.
Matèries:	Investissements > Modèles mathématiques Stocks > Modèles mathématiques Gestion de portefeuille > Modèles mathématiques
Accés en línia:	Accès Université Orléans et IFPM
Nota:	Description d après la consultation, 2021-03-11 Titre provenant de l'écran-titre La pagination de l'édition imprimée correspondante est de 614 p. Cyberlibris (ScholarVox) corpus sciences économiques et gestion
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Kissell, Robert L. Algorithmic Trading Methods : Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques, San Diego : Elsevier Science & Technology,c2020

Taula de continguts:

Chapter 1. Introduction
Chapter 2. Algorithmic Trading
Chapter 3. Transaction Costs
Chapter 4. Market Impact Models
Chapter 5. Probability and Statistics
Chapter 6. Linear Regression Models
Chapter 7. Probability Models
Chapter 8. Nonlinear Regression Models
Chapter 9. Machine Learning Techniques
Chapter 10. Estimating I-Star Market Impact Model Parameters
Chapter 12 - Volume Forecasting Techniques
Chapter 13 - Algorithmic Decision-Making Framework
Chapter 14 - Portfolio Algorithms and Trade Schedule Optimization
Chapter 15 - Advanced Algorithmic Modeling Techniques
Chapter 16 - Decoding and Reverse Engineering Broker Models with Machine Learning Techniques
Chapter 17 - Portfolio Construction with Transaction Cost Analysis
Chapter 18 - Quantitative Analysis with TCA
Chapter 19 - Machine Learning and Trade Schedule Optimization
Chapter 20 - TCA Analysis Using MATLAB, Excel, and Python
Chapter 21 - Transaction Cost Analysis (TCA) Library
Introduction
Introduction 11 - Risk, Volatility, and Factor Models