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Statistical Machine Learning for Quantitative Finance

open access: yesAnnual Review of Statistics and Its Application, 2023
We survey the active interface of statistical learning methods and quantitative finance models. Our focus is on the use of statistical surrogates, also known as functional approximators, for learning input–output relationships relevant for financial tasks.
openaire   +1 more source

The use of the R statistical software in the quantitative finance subject: development of skills and competences

open access: yes, 2017
[ES] Los cambios en la orientación de la docencia como consecuencia de la necesaria adaptación al Espacio Europeo de Educación Superior incluyen la adopción de un nuevo paradigma, modificando la orientación docente. Así, se ha pasado de una enseñanza por contenidos a otra orientada a los resultados de aprendizaje y el desarrollo de competencias.
Cervelló Royo, Roberto Elías|||0000-0002-8304-4177   +2 more
openaire   +2 more sources

Order Statistics and Their Applications to Quantitative Finance

open access: yesOrder Statistics and Their Applications to Quantitative Finance
This study concerns about order statistics and their applications to quantitative finance. So far, theories and applications of order statistics have been well developed and applied to many scientific fields ranging from conventional statistical problems to recent biostatistical researches.
openaire  

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