Author:
Publisher: Bib. Orton IICA / CATIE
Published:
Total Pages: 198
ISBN-13:
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RETRACTED BOOK: 151 Trading Strategies
Author: Zura Kakushadze
Publisher: Springer
Published: 2018-12-13
Total Pages: 480
ISBN-13: 3030027929
DOWNLOAD EBOOKThe book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Fuzzy Multi-Criteria Decision Making
Author: Cengiz Kahraman
Publisher: Springer Science & Business Media
Published: 2008-08-09
Total Pages: 591
ISBN-13: 0387768130
DOWNLOAD EBOOKThis work examines all the fuzzy multicriteria methods recently developed, such as fuzzy AHP, fuzzy TOPSIS, interactive fuzzy multiobjective stochastic linear programming, fuzzy multiobjective dynamic programming, grey fuzzy multiobjective optimization, fuzzy multiobjective geometric programming, and more. Each of the 22 chapters includes practical applications along with new developments/results. This book may be used as a textbook in graduate operations research, industrial engineering, and economics courses. It will also be an excellent resource, providing new suggestions and directions for further research, for computer programmers, mathematicians, and scientists in a variety of disciplines where multicriteria decision making is needed.
Qualitative Choice Analysis
Author: Kenneth Train
Publisher: MIT Press
Published: 1986
Total Pages: 282
ISBN-13: 9780262200554
DOWNLOAD EBOOKThis book addresses two significant research areas in an interdependent fashion. It is first of all a comprehensive but concise text that covers the recently developed and widely applicable methods of qualitative choice analysis, illustrating the general theory through simulation models of automobile demand and use. It is also a detailed study of automobile demand and use, presenting forecasts based on these powerful new techniques. The book develops the general principles that underlie qualitative choice models that are now being applied in numerous fields in addition to transportation, such as housing, labor, energy, communications, and criminology. The general form, derivation, and estimation of qualitative choice models are explained, and the major models - logit, probit, and GEV - are discussed in detail. And continuous/discrete models are introduced. In these, qualitative choice methods and standard regression techniques are combined to analyze situations that neither alone can accurately forecast. Summarizing previous research on auto demand, the book shows how qualitative choice methods can be used by applying them to specific auto-related decisions as the aggregate of individuals' choices. The simulation model that is constructed is a significant improvement over older models, and should prove more useful to agencies and organizations requiring accurate forecasting of auto demand and use for planning and policy development. The book concludes with an actual case study based on a model designed for the investigations of the California Energy Commission. Kenneth Train is Visiting Associate Professor in Economics at the University of California, Berkeley, and Director of Economic Research at Cambridge Systematics, Inc., also in Berkeley. Qualitative Choice Analysisis included in The MIT Press Transportation Studies Series, edited by Marvin L. Manheim.
Optimal Regulation
Author: Kenneth Train
Publisher: Mit Press
Published: 1991
Total Pages: 338
ISBN-13: 9780262200844
DOWNLOAD EBOOKOptimal Regulation addresses the central issue of regulatory economics - how toregulate firms in a way that induces them to produce and price "optimally." It synthesizes the majorfindings of an extensive theoretical literature on what constitutes optimality in various situationsand which regulatory mechanisms can be used to achieve it. It is the first text to provide aunified, modern, and nontechnical treatment of the field.The book includes models for regulatingoptimal output, tariffs, and surplus subsidy schemes, and presents all of the material graphically,with clear explanations of often highly technical topics.Kenneth E. Train is Associate AdjunctProfessor in the Department of Economics and Graduate School of Public Policy at the University ofCalifornia, Berkeley. He is also Principal of the firm Cambridge Systematics.Topics include: Thecost structure of natural monopoly (economies of scale and scope). Characterization of firstandsecond-best optimality. Surplus subsidy schemes for attaining first-best optimality. Ramsey pricesand the Vogelsang-Finsinger mechanism for attaining them. Time-ofuse (TOU) prices and Riordan'smechanisms for attaining the optimal TOU prices' Multipart and self-selecting tariffs, and Sibley'smethod for using self-selecting tariffs to achieve optimality. The Averch-Johnson model of howrate-of-return regulation induces inefficiencies. Analysis of regulation based on the firm's returnon Output, costs, or sales. Price-cap regulation. Regulatory treatment of uncertainty and its impacton the firm's behavior. Methods of attaining optimality without direct regulation (contestability,auctioning the monopoly franchise.)
Multicriteria Decision Aid Classification Methods
Author: Michael Doumpos
Publisher: Springer Science & Business Media
Published: 2006-04-18
Total Pages: 264
ISBN-13: 0306481057
DOWNLOAD EBOOKThe book discusses a new approach to the classification problem following the decision support orientation of multicriteria decision aid. The book reviews the existing research on the development of classification methods, investigating the corresponding model development procedures, and providing a thorough analysis of their performance both in experimental situations and real-world problems from the field of finance. Audience: Researchers and professionals working in management science, decision analysis, operations research, financial/banking analysis, economics, statistics, computer science, as well as graduate students in management science and operations research.
Forecasting: principles and practice
Author: Rob J Hyndman
Publisher: OTexts
Published: 2018-05-08
Total Pages: 380
ISBN-13: 0987507117
DOWNLOAD EBOOKForecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Anales de la Asociación Argentina de Economía Politíca
Author: Asociación Argentina de Economía Política
Publisher:
Published: 1997
Total Pages: 370
ISBN-13:
DOWNLOAD EBOOKbookdown
Author: Yihui Xie
Publisher: CRC Press
Published: 2016-12-12
Total Pages: 140
ISBN-13: 1351792601
DOWNLOAD EBOOKbookdown: Authoring Books and Technical Documents with R Markdown presents a much easier way to write books and technical publications than traditional tools such as LaTeX and Word. The bookdown package inherits the simplicity of syntax and flexibility for data analysis from R Markdown, and extends R Markdown for technical writing, so that you can make better use of document elements such as figures, tables, equations, theorems, citations, and references. Similar to LaTeX, you can number and cross-reference these elements with bookdown. Your document can even include live examples so readers can interact with them while reading the book. The book can be rendered to multiple output formats, including LaTeX/PDF, HTML, EPUB, and Word, thus making it easy to put your documents online. The style and theme of these output formats can be customized. We used books and R primarily for examples in this book, but bookdown is not only for books or R. Most features introduced in this book also apply to other types of publications: journal papers, reports, dissertations, course handouts, study notes, and even novels. You do not have to use R, either. Other choices of computing languages include Python, C, C++, SQL, Bash, Stan, JavaScript, and so on, although R is best supported. You can also leave out computing, for example, to write a fiction. This book itself is an example of publishing with bookdown and R Markdown, and its source is fully available on GitHub.
Econometric Models and Economic Forecasts
Author: Robert S. Pindyck
Publisher: McGraw-Hill/Irwin
Published: 1998
Total Pages: 664
ISBN-13: 9780079132925
DOWNLOAD EBOOKThis well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.
