ISBN: 9798192749180 - time series filtering and regime detection for quant finance: practical methods for signal extraction and denoising (6 resultados)

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  • Idioma: Inglés

    Editorial: Amazon Digital Services LLC - Kdp Aug 2026, 2026

    9798192749180

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    Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH

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    Condición: Nuevo

    EUR 54,33

    Envío por EUR 35,00 
    Se envía de Alemania a Estados Unidos de America

    Cantidad disponible: 2 disponibles

    Taschenbuch. Condición: Neu. Neuware - Reactive PublishingTime series data in quantitative finance is noisy, non-stationary, and full of regime shifts. Extracting reliable signals from this data is one of the core technical challenges in systematic trading and research.This book provides a practical treatment of time series filtering and regime detection methods tailored for quantitative finance applications. It focuses on techniques for signal extraction and denoising that practitioners can implement and evaluate directly.Topics covered include: - Classical and modern filtering approaches for financial time series- Methods for identifying market regimes and state changes- Practical signal extraction and noise reduction techniques- Implementation considerations for real-world quant workflowsThe material is written for quantitative researchers, systematic traders, and developers who work with financial time series and need clear, implementable methods rather than purely theoretical treatments.No prior expertise in advanced signal processing is assumed, but readers should be comfortable with basic time series concepts and Python or a similar quantitative programming environment.…

  • Idioma: Inglés

    Editorial: Independently published, 2026

    9798192749180

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    Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books

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    Condición: Nuevo

    EUR 35,86

    Envío por EUR 2,68 
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    Cantidad disponible: Más de 20 disponibles

    Condición: New. Print on Demand.

  • Idioma: Inglés

    Editorial: Amazon Digital Services LLC - Kdp, 2026

    9798192749180

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    Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US

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    Condición: Nuevo

    EUR 38,73

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    Cantidad disponible: Más de 20 disponibles

    PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

  • Idioma: Inglés

    Editorial: Independently Published, 2026

    9798192749180

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    Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail

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    Condición: Nuevo

    EUR 39,85

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    Cantidad disponible: 1 disponible

    Paperback. Condición: new. Paperback. Reactive PublishingTime series data in quantitative finance is noisy, non-stationary, and full of regime shifts. Extracting reliable signals from this data is one of the core technical challenges in systematic trading and research.This book provides a practical treatment of time series filtering and regime detection methods tailored for quantitative finance applications. It focuses on techniques for signal extraction and denoising that practitioners can implement and evaluate directly.Topics covered include: Classical and modern filtering approaches for financial time seriesMethods for identifying market regimes and state changesPractical signal extraction and noise reduction techniquesImplementation considerations for real-world quant workflowsThe material is written for quantitative researchers, systematic traders, and developers who work with financial time series and need clear, implementable methods rather than purely theoretical treatments.No prior expertise in advanced signal processing is assumed, but readers should be comfortable with basic time series concepts and Python or a similar quantitative programming environment. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

  • Idioma: Inglés

    Editorial: Amazon Digital Services LLC - Kdp, 2026

    9798192749180

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    • Impresión bajo demanda

    Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK

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    Condición: Nuevo

    EUR 34,90

    Envío por EUR 5,99 
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    Cantidad disponible: Más de 20 disponibles

    PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

  • Idioma: Inglés

    Editorial: Independently Published, 2026

    9798192749180

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    Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail

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    Condición: Nuevo

    EUR 39,34

    Envío por EUR 44,18 
    Se envía de Reino Unido a Estados Unidos de America

    Cantidad disponible: 1 disponible

    Paperback. Condición: new. Paperback. Reactive PublishingTime series data in quantitative finance is noisy, non-stationary, and full of regime shifts. Extracting reliable signals from this data is one of the core technical challenges in systematic trading and research.This book provides a practical treatment of time series filtering and regime detection methods tailored for quantitative finance applications. It focuses on techniques for signal extraction and denoising that practitioners can implement and evaluate directly.Topics covered include: Classical and modern filtering approaches for financial time seriesMethods for identifying market regimes and state changesPractical signal extraction and noise reduction techniquesImplementation considerations for real-world quant workflowsThe material is written for quantitative researchers, systematic traders, and developers who work with financial time series and need clear, implementable methods rather than purely theoretical treatments.No prior expertise in advanced signal processing is assumed, but readers should be comfortable with basic time series concepts and Python or a similar quantitative programming environment. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…