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1
Stochastic Modelling of Big Data in Finance
CRC Press/Chapman & Hall
Anatoliy Swishchuk
hawkes
price
limit
markov
processes
modelling
figure
stochastic
function
diffusion
bid
multivariate
arrival
standard
mgcpp
pcont
parameters
models
defined
swishchuk
dimensional
p0cont
market
empirical
fclt
markovian
trading
stocks
stock
exponential
π2
intensity
deviation
financial
mgchp
π1
consider
events
lln
probabilities
probability
continuous
theorem
independent
event
tick
matrix
poisson
random
lob
Godina:
2022
Jezik:
english
Fajl:
PDF, 127.15 MB
Vaši tagovi:
0
/
4.0
english, 2022
2
Stochastic Modelling of Big Data in Finance
CRC Press (Unlimited)
Anatoliy Swishchuk
hawkes
price
limit
markov
processes
figure
function
bid
stochastic
diffusion
arrival
modelling
standard
multivariate
parameters
defined
dimensional
swishchuk
mgcpp
models
market
fclt
trading
stocks
stock
intensity
exponential
financial
empirical
consider
events
mgchp
deviation
probabilities
probability
lln
independent
theorem
continuous
event
tick
matrix
random
poisson
dynamics
markovian
frequency
lob
renewal
equation
Godina:
2022
Jezik:
english
Fajl:
EPUB, 5.03 MB
Vaši tagovi:
0
/
5.0
english, 2022
1
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