Advanced Financial Modeling for Stock Price Prediction is popular PDF and ePub book, written by Azhar ul Haque Sario in 2024-09-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Advanced Financial Modeling for Stock Price Prediction can be Read Online from any device for your convenience.
Advanced Financial Modeling for Stock Price Prediction Book PDF Summary
This third edition in the "Stock Predictions" series builds on the foundations laid by its predecessors, delving deeper into the quantitative techniques used for stock price prediction. It presents a comprehensive guide to advanced financial models, ranging from foundational concepts like Brownian Motion to cutting-edge machine learning techniques. The book begins by exploring Brownian Motion, a model that captures the random fluctuations inherent in stock prices. It then progresses to Geometric Brownian Motion, a model that accounts for the exponential growth patterns often observed in stock prices. Mean Reversion Models are introduced to address the tendency of prices to revert to their long-term averages. Volatility modeling takes center stage with GARCH models, which capture the clustering and persistence of volatility – vital for risk management and option pricing. Extensions like EGARCH and TGARCH further refine volatility modeling by considering the asymmetric impact of news on market movements. The book then ventures into Machine Learning, showcasing how techniques like Support Vector Machines and Neural Networks can uncover intricate patterns in financial data, leading to improved prediction accuracy. Recurrent Neural Networks, especially LSTMs, are highlighted for their ability to handle sequential data, making them suitable for modeling the time-series nature of stock prices. Monte Carlo simulations are discussed as a powerful tool for generating a range of possible future outcomes, aiding investors in assessing risk and making informed decisions. Lastly, Copula Models are introduced to model the dependence structure between multiple assets, crucial for portfolio management and risk assessment. Throughout, the book provides clear explanations of mathematical formulations, parameter estimation techniques, and practical applications. It highlights the strengths and weaknesses of each model, guiding readers in selecting the most suitable approach. This book is indispensable for anyone in finance and investments seeking to master the quantitative tools used in stock price prediction. Whether you are a student, researcher, or practitioner, this book empowers you to leverage advanced financial models and navigate the complexities of today's markets.
Detail Book of Advanced Financial Modeling for Stock Price Prediction PDF
- Author : Azhar ul Haque Sario
- Release : 10 September 2024
- Publisher : Azhar ul Haque Sario
- ISBN : 9783384351692
- Genre : Business & Economics
- Total Page : 189 pages
- Language : English
- PDF File Size : 17,9 Mb
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