Methods for estimating sparse and large covariance matrices
Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences....
No more sifting through general electrical guides -- this reference is specific to entertainment!
Electricity for the Entertainment Electrician and Technician will reinforce the fundamentals of electricity and explain the principles of power distribution, important safety issues, and discuss techniques and practices around...
it takes more than just precise timing and picking the right stocks to achieve exceptional results in today's markets. In order to capture consistent success, you need to strike the right balance between position sizing and risk management.
Nobody understands this better than author Philip McDonnell, and with Optimal Portfolio Modeling,...
This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately into a comprehensive whole. The book brings together financial models and high-level mathematics, reviewing the mathematical background necessary for understanding these models...
The May 26, 2011 edition of the Economist magazine cites a report by the the McKinsey Global Institute (MGI) about data becoming a factor of production, such as physical or human capital. Across the industry, enterprises are investing significant resources in harnessing value from vast amounts of data to innovate, compete, and reduce...
What if almost everything you know about creating a culture of innovation is wrong? What if the way you are measuring innovation is choking it? What if your market research is asking all of the wrong questions?
It's time to innovate the way you innovate.
Stephen Shapiro is one of America's foremost innovation...
In Computational Finance Using C and C# George Levy raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firms internal software and code requirements. Levy also provides derivatives pricing information for: ...
"This book discusses IT supply and demand, analyzing functional requirements and operational processes, using methods such as those defined in the IT infrastructure library (ITIL). This book will be useful for understanding the key concepts behind modern service-oriented IT organizations. In a nutshell, this is a good book and a good...
Portfolio management is an integral part of an organization's overall strategic plan. While project and program management focus on “doing the work right,” the purpose of portfolio management is “doing the right work.” Updates to the Third Edition include: addition of three Knowledge Areas to address Portfolio...
Regardless of where I work, simulation has crept into my financial career. After
nearly a decade of working with it in many capacities I’ve found it to be
a mixed blessing. In many investment companies when the term simulation is
simply brought up there are a variety of reactions. The two most visible camps of
thought...
