Stochastic Modelling of Big Data in Finance (Record no. 1433017)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01563nam a22002657a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250626153413.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250626b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781032209265 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Source of code | eng |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2811:(X:8D) R3 |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Swishchuk , Anatoliy |
| Relator term | author. |
| 9 (RLIN) | 814730 |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic Modelling of Big Data in Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boca Raton : |
| Name of publisher, distributor, etc. | CRC Press/Taylor & Francis, |
| Date of publication, distribution, etc. | 2023. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 280p. |
| Other physical details | : ill. |
| Dimensions | ; 24 cm. |
| 490 ## - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC Financial mathematics series |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliography and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those models can be applied to different datasets to describe the dynamics of LOB, and to figure out which model is the best with respect to a specific data set. The results of the book may be used to also solve acquisition, liquidation and market making problems, and other optimization problems in finance. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance. |
| 9 (RLIN) | 814731 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic modeling. |
| 9 (RLIN) | 814732 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Quantitative. |
| 9 (RLIN) | 721606 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Hawkes processes. |
| 9 (RLIN) | 814733 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Big data. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Koha item type | Textual |
| Classification part | B2811:(X:8D) R3 |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Central Science Library | Central Science Library | 2024-10-22 | Global Educational Books | B2811:(X:8D) R3 | SL1655927 | 2025-06-26 | 2025-06-26 | Textual |