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A Signal Processing Perspective on Financial Engineering (Foundations and Trends in Signal Processing)

Yiyong Feng, Daniel P. Palomar




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 | #1950664 in Books |  2016-08-09 | Original language:English |  9.21 x.54 x6.14l,.80 | File type: PDF | 256 pages

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Despite the different nature of financial engineering and electrical engineering, both areas are intimately connected on a mathematical level. The foundations of financial engineering lie on the statistical analysis of numerical time series and the modeling of the behavior of the financial markets in order to perform predictions and systematically optimize investment strategies. Similarly, the foundations of electrical engineering, for instance, wireless communication...

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