01453nam a2200289 a 4500 vtls000090990 KUKTEM 20251125102931.0 150826s2014 xxka bi 001 0 eng d 9780124016897 (hbk.) 0124016898 (hbk.) 201508261523 asma 201508261522 asma 201508261522 asma UMP HG4515.5 .K57 2014 Kissell, Robert The science of algorithmic trading and portfolio management / Robert Kissell Amsterdam : Academic Press, 2014 xviii, 473 p. : ill. ; 25 cm. Includes bibliographical references and index Algorithmic trading -- Market microstructure -- Algorithmic transaction cost analysis -- Market impact models -- Estimating I-star model parameters -- Price volatility -- Advanced algorithmic forecasting techniques -- Algorithmic decision making framework -- Portfolio algorithms -- Portfolio construction -- Quantitative portfolio management techniques -- Cost index and multi-asset trading costs -- High frequency trading and black box models. Investments Algorithms Stocks Mathematical models Program trading (Securities) Portfolio management Mathematical models 0 0 0 0 20000 20000 2019-09-04 255.84 0 HG4515.5 .K57 2014 0000099949 2019-09-04 00:00:00 1 255.84 2019-09-04 OPEN VIRTUA40 80850 80856 VTLSSORT0080*0400*0200*0201*0900*1000*2450*2600*3000*5040*5050*6500*6501*6502*6503*6504*9992