A Signal Processing Perspective of Financial Engineering by Yiyong Feng, Daniel P. Palomar

A Signal Processing Perspective of Financial Engineering

Foundations and Trends(r) in Signal Processing

Yiyong Feng, Daniel P. Palomar

256 pages missing pub info (editions)

nonfiction art technology

Description

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 th...

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