Statistical quantitative methods in finance : From theory to quantitative portfolio management
Explores the theoretical foundations of statistical models, from ordinary least squares (OLS) to the generalized method of moments (GMM) used in econometrics. additionally, the book delves into non-linear methods and bayesian approaches, which are becoming increasingly popular among practitioners thanks to advancements in computational resources. the book also offers valuable insights into quantitative portfolio management, showcasing how traditional data science tools can be enhanced with machine learning models. these enhancements are illustrated through real-world examples from finance and econometrics, accompanied by python code.
كتب مشابهة
Trendo guest : Application for restaurants reservations
Trendo guest is a bilingual (arabic/english) application designed to streamline restaurant reservations and enhance customer experience. it offers tailored interfaces for customers, restaurant admins, and system admins. Key features include instant booking, interactive table selection, real-time availability, and flexible reservation management. The project integrates market research, swot and pestel analysis, and technical / financial feasibility studies. It applies agile methodology for development and planning. The system supports digital marketing, data analytics, and secure payment options. Future plans include expansion, tourism partnerships, and sustainability initiatives.
The role of artificial intelligence in improving financial performance and predicting risk : An empirical study on jpmorgan chase
Aims to investigate the effects of AI applications on the banking sector through a case study of JPMorgan Chase. The research studies how AI technology affects increases of financial performance, operational efficiency, and risk reduction and customers satisfaction. with jpmorgan as a point of reference, the research takes a close look at how tools such as the coin for contract review, fraud detection systems, chatbots, and algorithmic trading have proved revolutionary in modern banking.
The reality of investment funds and the possibility of their implementation in Syria
Explores the concept of investment funds and examines their applicability in Syria’s current economic context. It begins by outlining the definition, components, types, advantages, and risks of investment funds, along with the differences between investment funds and investment companies. Aslo highlights how investment funds have contributed to economic growth, diversification, and financial inclusion in various economic environments. It also identifies key challenges hindering the implementation of investment funds, such as a weak banking sector, lack of legal and regulatory frameworks, low transparency, and limited capital market development.
The performance of exchange traded funds (ETFs) : A comparison between dividend and commodity ETFs
Investigates the performance and risk characteristics of exchange-traded funds (ETFs) in the united states from 2017 to 2024, with a particular focus on dividend focused and commodity-focused ETFs. Motivated by the increasing prominence of ETFs as cost-effective, liquid, and diversified investment vehicles, this study examines their behaviour across stable and volatile market conditions, including the COVID-19 pandemic. Overall, this report enhances understanding of ETF dynamics in contemporary financial markets, and offers a foundation for future studies exploring global markets and technological advancements in ETF management.
