结果:找到“frequency”相关内容367个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料(全英文)
4 个回复 - 1966 次查看
trading stratygy
New folder
Gatheral's Notes
asset pricing
统计套利_12724677.pdf
【Wilmott】Paul Wilmott On Quantitative Finance.pdf
!static hedge arbitrary payo ...
2022-4-30 12:05 - wz151400 - 现金交易版
High-frequency_Limit order book
23 个回复 - 7973 次查看
Price fluctuations from the order book perspective - empirical facts and a simple model
AbstractStatistical properties of an order book and the eect they have on price dynamicswere studied using t ...
2013-4-15 23:30 - cy1991630 - 金融学(理论版)
R语言frequency的问题 求帮助啊
7 个回复 - 5858 次查看
自己拿了一组数据建立时间序列,因为是月度数据 所以
frequency设置为了12,但是最后预测的时候报错Error in .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L], deparse(substitute(e2))[1L]), :
not all ...
2018-6-12 21:38 - 哈利路亚嘿 - R语言论坛
Handbook of High Frequency Trading
7 个回复 - 1031 次查看
Handbook of High Frequency Trading
This comprehensive examination of high
frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the mark ...
2015-3-20 21:05 - tigerwolf - 商学院
R包frequencyConnectedness相关问题
0 个回复 - 429 次查看
应用R包
frequencyConnectedness进行Diebold and Yilmaz (2012)溢出指数分析,得到的结果TO(FROM)不是每列(行)的非对角线元素和(Diebold and Yilmaz (2014)论文中公式),也不是每列(行)的非对角线元素和除以N ...
2022-4-26 15:07 - 于果1992 - 爱问频道
High-Frequency Financial Econometrics
6 个回复 - 3443 次查看
Yacine Aït-Sahalia and Jean Jacod, "High-Frequency Financial Econometrics"
English | ISBN: 0691161437 | 2014 | 688 pages | PDF | 8 MB
High-
frequency trading is an algorithm-based computeriz ...
2014-8-31 15:27 - igs816 - 计量经济学与统计软件
The High Frequency Game Changer
0 个回复 - 522 次查看
The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets
English | 2011 | ISBN: 0470770384 | 176 pages | EPUB[/backcolor]
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2021-9-26 18:16 - zhangke0987 - 投资人(实务版)
High Frequency R包可以套用到非金融数据上吗
2 个回复 - 1585 次查看
如题,
很感兴趣高频交易在R上面用high
frequency的package是怎么用的。
有人有具体code的例子吗?
公式什么的都感觉好高深,本人虽然本科是金融的,但完全跟没学一样。。。。。。。。。。
对于高频的理解,我 ...
2018-10-29 10:16 - Reisa - R语言论坛
{金融市场微观结构理论研究的代表人物} 莫琳•奥哈拉 High-frequency Trading
100 个回复 - 16754 次查看
This is the survival guide for trading in a world where high-
frequency trading predominates in markets, accounting for upwards of 60% of trading in equities and futures, and 40% in foreign exchange. H ...
2014-6-10 21:08 - 大家开心 - 金融学(理论版)
Algorithmic and High-Frequency Trading
19 个回复 - 8403 次查看
Algorithmic and High-Frequency Trading
[*]AUTHORS:
[*]álvaro Cartea, University College London
[*]Sebastian Jaimungal, University of Toronto
[*]José Penalva, Universidad Carlos III de Madrid
...
2016-4-18 15:24 - 铜矿峪 - 量化投资