Ruey S. Tsay

Master advanced topics in the analysis of large, dynamically dependent datasets with this insightful resource. Statistical Learning with Big Dependent Data delivers a comprehensive presentation of the statistical and machine learning methods useful for analysing and forecasting large and dynamically dependent data sets. The book presents automatic procedures for modelling and forecasting large sets of time series data. Beginning with...

Analysis of Financial Time Series provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modelling and prediction of financial time series data. It utilises real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering...

A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualisation of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric...