MARC details
000 -LEADER |
fixed length control field |
02213nam a22003375i 4500 |
001 - CONTROL NUMBER |
control field |
21826404 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20220413095011.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
201201s2020 cau 000 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2020951224 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780128156308 |
Qualifying information |
(paperback) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9780128156315 |
Qualifying information |
(ebook) |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
LCC |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
GSU |
Modifying agency |
GSU |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
050 ## - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG4221 |
Item number |
KIS |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Kissell, Robert. |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Algorithmic trading methods : |
Remainder of title |
applications using advanced statistics, optimization, and machine learning techniques / |
Statement of responsibility, etc. |
Robert Kissell. |
250 ## - EDITION STATEMENT |
Edition statement |
2. |
263 ## - PROJECTED PUBLICATION DATE |
Projected publication date |
2012 |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
San Diego : |
Name of producer, publisher, distributor, manufacturer |
Elsevier Inc, |
Date of production, publication, distribution, manufacture, or copyright notice |
2020. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xxiv;588 pages |
Other physical details |
illustrations ( same color) |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
unmediated |
Media type code |
n |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
volume |
Carrier type code |
nc |
Source |
rdacarrier |
500 ## - GENERAL NOTE |
General note |
includes index |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques, this book includes material to assist in the best execution process, model validation, quality and assurance testing, limit order modeling, and smart order routing analysis. Includes advanced modeling techniques using machine learning, predictive analytics, and neural networks. The text provides readers with a suite of transaction cost analysis functions packaged as a TCA library. These programming tools are accessible via numerous software applications and programming languages"-- |
Assigning source |
Provided by publisher. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
algorithimic trading methods |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
0 |
b |
ibc |
c |
orignew |
d |
2 |
e |
epcn |
f |
20 |
g |
y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Library of Congress Classification |
Koha item type |
Books |
Suppress in OPAC |
No |