bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-

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Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-#

看起来似乎还蛮厉害的~

目前已经翻译完成前7个章节,欢迎其它热心的小伙伴们来完成其它章节的翻译~

Introduction

Chapter 1:Trend and Trading

Chapter 2: Gaussian Inequalities and Tranche Sensitivities

Chapter 3:A Nonlinear Lead Lag Dependence Analysis of Energy Futures: Oil, Coal, and Natural Gas

Chapter 4:Portfolio Optimization: Applications in Quantum Computing

Chapter 5:Estimation Procedure for Regime Switching Stochastic Volatility Model and Its Applications

Chapter 6:Detecting Jumps in High-Frequency Prices Under Stochastic Volatility: A Review and a Data-Driven Approach

Chapter 7:Hawkes Processes and Their Applications to High-Frequency Data Modeling

导入

第一章:趋势与交易

第二章:高斯不等式与分级敏感度

第三章:关于能源期货:石油,煤和天然气的非线性超前滞后的依赖性分析

第四章:投资组合最优化:量子计算中的应用

第五章:环境可变随机波动模型的估计步骤及应用

第六章:随机波动条件下的高频价格跳跃检测:回顾与数据驱动方法

第七章:霍克斯过程及其在高频建模中的应用

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License:The Unlicense