Financial Surveillance. Группа авторов
Математика.
Financial Surveillance
Год выпуска 0
isbn 9780470987162
Автор произведения Группа авторов
Жанр Математика
Издательство John Wiley & Sons Limited
This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market trends. The book discusses, in detail, schemes for different control charts and different linear and nonlinear time series models and applies methods to real data from worldwide markets, as well as including simulation studies.