Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage’s API, and the source code is plug-and-play.
Automated Trading with R explains automated trading, starting with its...
This monograph presents a systematic treatment of the theory for hyperbolic conservation laws and their applications to vehicular traffics and crowd dynamics. In the first part of the book, the author presents very basic considerations and gradually introduces the mathematical tools necessary to describe and understand the mathematical models...
A road map for implementingquantitative financial models
Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of...
A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK
Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of...
Over the past few decades the powerful methods of statistical physics and Euclidean quantum field theory have moved closer together, with common tools based on the use of path integrals. The interpretation of Euclidean field theories as particular systems of statistical physics has opened up new avenues for understanding strongly coupled...
This book is an introduction to health care as a complex adaptive system, a system that feeds back on itself. The first section introduces systems and complexity theory from a science, historical, epistemological, and technical perspective, describing the principles and mathematics. Subsequent sections build on the health applications of...
This book is based on the outcome of the “2012 Interdisciplinary Symposium on Complex Systems” held at the island of Kos. The book consists of 12 selected papers of the symposium starting with a comprehensive overview and classification of complexity problems, continuing by chapters about complexity, its observation,...
The book is inspired by the first seminar in a cycle connected to the celebrations of the 150th anniversary of the Politecnico di Milano. "Dealing with the Image Ivory Towers and Virtual Bridges" was the motto of this meeting, aiming to stimulate a discussion among engineers, designers and architects, all of whom are...
This book provides a completely revised and expanded version of the previous classic edition ‘General Relativity and Relativistic Astrophysics’. In Part I the foundations of general relativity are thoroughly developed, while Part II is devoted to tests of general relativity and many of its applications. Binary pulsars – our...
Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively newâand referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area...
A comprehensive overview of nonlinear H∞ control theory for both continuous-time and discrete-time systems, Nonlinear H∞-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear H∞-control, nonlinear...
