Algorithmic Market AI: Scenario of Financial requirements

by Giulio Carlone

Overview

This original Market Risk study offer three main different scenarios point of view, the financial requirements of specification and analysis, to identify and formalize the theorical concept, the describing point of view. The financial architectural design, the formal representation. The financial implementations, the realizations step. The describing steps, includes the sections below. The comparative ratio methods applied to the start Portfolios. The Italian Portfolio One with counterparties of fine wine products from Borsa Italian and the United Kingdom and Portfolio Two diversified with six counterparties. The counterparties characteristics of both Portfolios and the statistical methods used to estimate the market risk data estimating the counterparties observations quote.

Product Details

BN ID:	2940186219729
Publisher:	Giulio Carlone
Publication date:	09/25/2024
Sold by:	Barnes & Noble
Format:	eBook
File size:	159 KB

About the Author

Giulio Carlone is Adjunct Professor in finance at University of Venice in Italy. He was a member of the software system engineering staff of the Department of Computer Science at University College London. He has practical experience in technical software engineering and quantitative finance engineering in the commercial sector. His research interests include the use of communication strategies and the implementation of plans and projects using financial software for requirement specifications, requirements analysis, and architectural design.