Stochastic Modelling of Big Data in Finance
暫譯: 金融大數據的隨機建模

Swishchuk, Anatoliy

Stochastic Modelling of Big Data in Finance
  • 出版商: CRC
  • 出版日期: 2022-11-08
  • 售價: $3,630
  • 貴賓價: 9.5 折 $3,449
  • 語言: 英文
  • 頁數: 280
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1032209267
  • ISBN-13: 9781032209265
  • 相關分類: 大數據 Big-data

    • 海外代購書籍(需單獨結帳)

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商品描述

Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance.

Features

  • Self-contained book suitable for graduate students and post-doctoral fellows in financial mathematics and data science, as well as for practitioners working in the financial industry who deal with big data
  • All results are presented visually to aid in understanding of concepts

Dr. Anatoliy Swishchuk is a Professor in Mathematical Finance at the Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada. He got his B.Sc. and M.Sc. degrees from Kyiv State University, Kyiv, Ukraine. He earned two doctorate degrees in Mathematics and Physics (PhD and DSc) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications.

Dr. Swishchuk is a chair and organizer of finance and energy finance seminar 'Lunch at the Lab' at the Department of Mathematics and Statistics. Dr. Swishchuk is a Director of Mathematical and Computational Finance Laboratory at the University of Calgary. He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015).

Dr. Swishchuk is a creator of mathematical finance program at the Department of Mathematics & Statistics. He is also a proponent for a new specialization "Financial and Energy Markets Data Modelling" in the Data Science and Analytics program. His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for four research journals. He is the author of more than 200 publications, including 15 books and more than 150 articles in peer-reviewed journals. In 2018 he received a Peak Scholar award.

商品描述(中文翻譯)

《金融大數據的隨機建模》提供了對金融大數據（BDF）隨機建模的嚴謹概述和探索。本書描述了各種隨機模型，包括多變量模型，以處理金融中的大數據。這包括高頻交易和算法交易中的數據，特別是在限價單簿（LOB）中，並展示了這些模型如何應用於不同的數據集，以描述LOB的動態，並找出對特定數據集而言最佳的模型。本書的結果也可用於解決收購、清算和市場造市問題，以及金融中的其他優化問題。

**特色**

- 本書自成體系，適合金融數學和數據科學的研究生及博士後研究人員，以及在金融行業中處理大數據的從業者
- 所有結果均以視覺化方式呈現，以幫助理解概念

Anatoliy Swishchuk 博士是加拿大卡爾加里大學數學與統計系的數學金融教授。他在烏克蘭基輔國立大學獲得學士和碩士學位。他在烏克蘭國家科學院（NASU）獲得數學和物理的兩個博士學位（PhD 和 DSc），並因在隨機演化及其應用方面的一系列研究出版物而獲得NASU年輕科學家金獎。

Swishchuk 博士是數學與統計系「實驗室午餐」金融與能源金融研討會的主席和組織者。他是卡爾加里大學數學與計算金融實驗室的主任。他曾是加拿大專業風險管理國際協會（PRMIA）的指導委員會成員（2006-2015），並自2015年以來擔任全球風險專業人士協會（GARP）的指導委員會成員。

Swishchuk 博士是數學與統計系數學金融計劃的創始人。他也是數據科學與分析計劃中新專業「金融與能源市場數據建模」的倡導者。他的研究領域包括金融數學、隨機演化及其應用、生物數學、隨機微積分，並在四本研究期刊的編輯委員會中任職。他是200多篇出版物的作者，包括15本書和150多篇同行評審期刊文章。2018年，他獲得了高峰學者獎。

作者簡介

Dr. Anatoliy Swishchuk is a Professor in Mathematical Finance at the Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada. He got his B.Sc. and M.Sc. degrees from Kyiv State University, Kyiv, Ukraine. He earned two doctorate degrees in Mathematics and Physics (PhD and DSc) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications.

Dr. Swishchuk is a chair and organizer of finance and energy finance seminar 'Lunch at the Lab' at the Department of Mathematics and Statistics. Dr. Swishchuk is a Director of Mathematical and Computational Finance Laboratory at the University of Calgary. He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015).

Dr. Swishchuk is a creator of mathematical finance program at the Department of Mathematics & Statistics. He is also a proponent for a new specialization Financial and Energy Markets Data Modelling in the Data Science and Analytics program. His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for four research journals. He is the author of more than 200 publications, including 15 books and more than 150 articles in peer-reviewed journals. In 2018 he received a Peak Scholar award.

作者簡介(中文翻譯)

安納托利·斯維什丘克博士是加拿大卡爾加里大學數學與統計系的數學金融教授。他在烏克蘭基輔國立大學獲得了學士和碩士學位。他在烏克蘭國家科學院（NASU）獲得了數學和物理的兩個博士學位（PhD 和 DSc），並因其在隨機演化及其應用方面的一系列研究出版物而獲得NASU年輕科學家金獎。

斯維什丘克博士是數學與統計系「實驗室午餐」金融與能源金融研討會的主席和組織者。他是卡爾加里大學數學與計算金融實驗室的主任。他曾是加拿大專業風險管理國際協會（PRMIA）的指導委員會成員（2006-2015），並自2015年以來擔任全球風險專業人士協會（GARP）的指導委員會成員。

斯維什丘克博士是數學與統計系數學金融課程的創始人。他也是數據科學與分析課程中新專業「金融與能源市場數據建模」的倡導者。他的研究領域包括金融數學、隨機演化及其應用、生物數學、隨機微積分，並擔任四本研究期刊的編輯委員會成員。他是200多篇出版物的作者，包括15本書和150多篇同行評審期刊文章。2018年，他獲得了高峰學者獎。

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