Data Science for Financial Econometrics by Nguyen Ngoc ThachEnglish | PDF | 2021 | 622 Pages | ISBN : 3030488527 | 12.7 MB
This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow.