Authors:
Covers elements of computational as well as data mining, statistical estimation, and probability moments with examples
Introduces credit risk, scoring and granting as well as credit derivatives (CDOs) applications
Provides a statistical and calculus approach to digitalized data, in both their deterministic and random manifestations
About this book
This book focuses on financial data including time series, default models, and their increasing complexity in a technological and global financial world. It outlines elements of computational statistics and features applications, including problems and models of credit risks and time series applied to various financial problems. Based on multiple sources, academic research, and applications drawn from various domains and adapted to financial data, this book will be of interest to financial engineering researchers, students, and practitioners.
Authors and Affiliations
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Department of Finance and Risk Engineer, New York University, Florida, USA
Charles S. Tapiero
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Cuma Financial, Rosh Ha’yin, Israel
Oren J. Tapiero
About the authors
Oren J. Tapiero is the Chief Science Officer at Cuma Financial, Tel-Aviv, with a PhD in Finance from Bar-Ilan University, Israel, and formerly a post-doctoral student at Université de Paris – La Sorbonne, France. He is also the finance program coordinator at Netanya Academic College, Israel.
Bibliographic Information
Book Title: Financial Data and Artificial Intelligence, Volume I
Book Subtitle: An Introduction to Computational Statistics, Networks, Algorithms, Multivariate Probability Systems, and Bayesian and Kalman-Filtering Analysis
Authors: Charles S. Tapiero, Oren J. Tapiero
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2024
Hardcover ISBN: 978-3-030-75042-8Due: 08 August 2024
Softcover ISBN: 978-3-030-75045-9Due: 08 August 2025
eBook ISBN: 978-3-030-75043-5Due: 08 August 2024
Edition Number: 1
Number of Pages: XXIII, 421
Number of Illustrations: 12 b/w illustrations, 64 illustrations in colour
Topics: Financial Engineering, Applications of Mathematics, Applications of Mathematics