A Signal Processing Perspective on Financial Engineering

by Yiyong Feng, Daniel P Palomar, Daniel P. Palomar

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,...

• Format: Paperback
• Language: English
• ISBN: 1680831186
• ISBN13: 9781680831184
• Release Date: August 2016
• Publisher: Now Publishers
• Length: 256 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"