Financial signal processing machine (22 risultati)
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Da: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 81,57
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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Da: Zoom Books Company, Lynden, WA, U.S.A.Zoom Books Company
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 82,33
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
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Da: Greenworld Books, arlington, TX, U.S.A.Greenworld Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 83,30
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Condizione: good. Fast Free Shipping â" Good condition. It may show normal signs of use, such as light writing, highlighting, or library markings, but all pages are intact and the book is fully readable. A solid, complete copy that's ready to enjoy.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 101,06
EUR 5,86 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 97,46
EUR 6,80 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (EDT); Kulkarni, Sanjeev R. (EDT); Malioutov, Dmitry (EDT)
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 106,03
EUR 2,31 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (EDT); Kulkarni, Sanjeev R. (EDT); Malioutov, Dmitry (EDT)
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 107,49
EUR 2,31 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
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Da: California Books, Miami, FL, U.S.A.California Books
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EUR 112,55
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 100,45
EUR 13,98 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (EDT); Kulkarni, Sanjeev R. (EDT); Malioutov, Dmitry (EDT)
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 100,44
EUR 17,51 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (EDT); Kulkarni, Sanjeev R. (EDT); Malioutov, Dmitry (EDT)
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 108,31
EUR 17,51 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
- Rilegato
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 128,05
EUR 7,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 3 disponibili
Condizione: New. pp. 448.
- Rilegato
- Prima edizione
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 124,54
EUR 10,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Editor(s): Akansu, Ali N.; Kulkarni, Sanjeev R.; Malioutov, Dmitry M.; Pollak, Ilya. Series: Wiley - IEEE. Num Pages: 320 pages, illustrations. BIC Cla…ssification: TJK; UYQM; UYS. Category: (P) Professional & Vocational. Dimension: 178 x 251 x 19. Weight in Grams: 626. . 2016. 1st Edition. Hardcover. . . . .
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 143,33
EUR 3,49 spedizioneSpedito in U.S.A.Quantità: 3 disponibili
Condizione: New. pp. 448.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (Editor)/ Kulkarni, Sanjeev R. (Editor)/ Malioutov, Dmitry (Editor)
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 148,50
EUR 14,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 1st edition. 320 pages. 9.75x7.00x1.00 inches. In Stock.
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Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 111,01
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available.KlappentextThe modern financial industry has been required to deal with .
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 158,07
EUR 9,18 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Editor(s): Akansu, Ali N.; Kulkarni, Sanjeev R.; Malioutov, Dmitry M.; Pollak, Ilya. Series: Wiley - IEEE. Num Pages: 320 pages, illustrations. BIC Cla…ssification: TJK; UYQM; UYS. Category: (P) Professional & Vocational. Dimension: 178 x 251 x 19. Weight in Grams: 626. . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 151,80
EUR 63,61 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. Neuware - The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for… the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: - Highlights signal processing and machine learning as key approaches to quantitative finance. - Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. - Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. - Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.
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- Prima edizione
- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 108,41
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learni…ng for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance.Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Financial Signal Processing and Machine Learning
Akansu, Ali N. (Editor)/ Kulkarni, Sanjeev R. (Editor)/ Malioutov, Dmitry (Editor)
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 137,35
EUR 14,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 1st edition. 320 pages. 9.75x7.00x1.00 inches. In Stock. This item is printed on demand.
- Rilegato
- Prima edizione
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 108,20
EUR 43,19 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learni…ng for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance.Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Rilegato
- Prima edizione
- Print on Demand
Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 155,34
EUR 32,34 spedizioneSpedito da Australia a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learni…ng for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: Highlights signal processing and machine learning as key approaches to quantitative finance.Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community. The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
