Items related to Advanced Analytics in Financial Markets (Routledge...

Advanced Analytics in Financial Markets (Routledge Advanced Texts in Economics and Finance) - Hardcover

Bhattacharya, Rajeev R.

 
9781041001683: Advanced Analytics in Financial Markets (Routledge Advanced Texts in Economics and Finance)

Synopsis

Big Data analytics has emerged as a powerful tool, transforming the global financial market by enabling more informed decision-making, enhancing predictive capabilities, and improving risk management. By leveraging vast amounts of data, advanced analytics can provide real-time insights into market trends, forecast potential downturns, and identify investment opportunities. This innovative book is one of the first advanced textbooks to address the rapidly evolving field of Big Data in finance.

Drawing on the author’s extensive research, consulting, and teaching experience, it applies advanced theoretical and empirical methods to massive high-frequency databases to explore important areas of finance, including market efficiency, equities, fixed income securities, options, and market microstructure. The book begins with an introduction to risk and uncertainty before exploring applications of advanced analytics to daily data, as well as applications to Big Data with intraday data. It concludes with suggestions for future work. Sample raw databases, SAS software code, and intermediate and output data files are made available to enable readers to work with real data and perform their own analyses.

Advanced Analytics in Financial Markets is the ideal textbook for advanced undergraduate and graduate courses in finance, Big Data, and advanced analytics, as well as a reference book for scholars and practitioners.

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About the Author

Rajeev R. Bhattacharya, Ph.D., is a finance professor at Macquarie University and the president of Washington Finance and Economics, with over 30 years of research, consulting, and teaching experience in finance and Big Data. He lives with his wife and daughter in Washington, DC.

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