相關主題
商品描述
This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch.
商品描述(中文翻譯)
這本教科書展示了如何將金融和計量經濟學的理論概念應用於數據。專注於使用 Python 進行編碼和數據分析，我們將展示如何從零開始進行實證金融研究。
作者簡介
Christoph Frey is a Quantitative Researcher and Portfolio Manager at a family office in Hamburg and a Research Fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy at Lancaster University. Prior to this, he was the leading quantitative researcher for systematic multi-asset strategies at Berenberg Bank and worked as an Assistant Professor at the Erasmus Universiteit Rotterdam. Christoph published research on Bayesian Econometrics and specializes in financial econometrics and portfolio optimization problems.
Christoph Scheuch is the Head of Artificial Intelligence at the social trading platform wikifolio.com. He is responsible for researching, designing, and prototyping of cutting-edge AI-driven products using R and Python. Before his focus on AI, he was responsible for product management and business intelligence at wikifolio.com and an external lecturer at the Vienna University of Economics and Business, where he taught finance students how to manage empirical projects.
Stefan Voigt is an Assistant Professor of Finance at the Department of Economics at the University in Copenhagen and a research fellow at the Danish Finance Institute. His research focuses on blockchain technology, high-frequency trading, and financial econometrics. Stefan's research has been published in the leading finance and econometrics journals and he received the Danish Finance Institute Teaching Award 2022 for his courses for students and practitioners on empirical finance based on Tidy Finance.
Patrick Weiss is an Assistant Professor of Finance at Reykjavik University and an external lecturer at the Vienna University of Economics and Business. His research activity centers around the intersection of empirical asset pricing and corporate finance, with his research appearing in leading journals in financial economics. Patrick is especially passionate about empirical asset pricing and strives to understand the impact of methodological uncertainty on research outcomes.
作者簡介(中文翻譯)
Christoph Frey 是漢堡一家家族辦公室的量化研究員和投資組合經理，同時也是蘭卡斯特大學金融計量經濟學、資產市場與宏觀經濟政策中心的研究員。在此之前，他曾擔任貝倫堡銀行系統性多資產策略的首席量化研究員，並在鹿特丹伊拉斯謨斯大學擔任助理教授。Christoph 發表了關於貝葉斯計量經濟學的研究，專注於金融計量經濟學和投資組合優化問題。
Christoph Scheuch 是社交交易平台 wikifolio.com 的人工智慧負責人。他負責使用 R 和 Python 研究、設計和原型開發尖端的 AI 驅動產品。在專注於人工智慧之前，他負責 wikifolio.com 的產品管理和商業智慧，並在維也納經濟與商業大學擔任外部講師，教授金融學生如何管理實證項目。
Stefan Voigt 是哥本哈根大學經濟系的金融助理教授，也是丹麥金融研究所的研究員。他的研究重點是區塊鏈技術、高頻交易和金融計量經濟學。Stefan 的研究已發表在領先的金融和計量經濟學期刊上，並因其基於 Tidy Finance 的實證金融課程獲得 2022 年丹麥金融研究所教學獎。
Patrick Weiss 是雷克雅維克大學的金融助理教授，並在維也納經濟與商業大學擔任外部講師。他的研究活動集中在實證資產定價和企業金融的交集，其研究成果發表在金融經濟學的領先期刊上。Patrick 對實證資產定價特別熱衷，並努力理解方法論不確定性對研究結果的影響。
