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Palgrave Macmillan

Financial Data and Artificial Intelligence, Volume I

An Introduction to Computational Statistics, Networks, Algorithms, Multivariate Probability Systems, and Bayesian and Kalman-Filtering Analysis

  • Book
  • Jul 2024

Overview

Authors:
  1. Charles S. Tapiero

    1. Department of Finance and Risk Engineer, New York University, Florida, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. Oren J. Tapiero

    1. Cuma Financial, Rosh Ha’yin, Israel

    View author publications

    You can also search for this author in PubMed   Google Scholar

  • 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

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Keywords

About this book

The growth of financial complexity, technology, and big data is transforming and integrating computational statistics and data science; in their wake, it’s also changing financial engineering. This first volume introduces elements of computational statistics and data algorithms and considers conventional financial models using statistical models. Such a method provides a more transparent approach to data-science methods when applied to financial data.

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

  • Department of Finance and Risk Engineer, New York University, Florida, USA

    Charles S. Tapiero

  • Cuma Financial, Rosh Ha’yin, Israel

    Oren J. Tapiero

About the authors

Charles S. Tapiero is the Topfer Chair Distinguished Professor of Financial Engineering and Technology Management at the New York University Tandon School of Engineering, USA. He founded the Department of Finance and Risk Engineering in 2006 and was department head until 2016. Tapiero was co-founder and co-editor-in-chief of Risk and Decision Analysis. His fields of interests span financial engineering, fractional, multi-agents and global finance, and computational and actuarial science.

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

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