Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning

Cheng Few Lee

Chapter 1 in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes), 2020, pp 1-99 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The main purpose of this introductory chapter is to give an overview of the following 130 papers, which discuss financial econometrics, mathematics, statistics, and machine learning. There are eight sections in this introductory chapter. Section 1 is the introduction, Section 2 discusses financial econometrics, Section 3 explores financial mathematics, and Section 4 discusses financial statistics. Section 5 of this introductory chapter discusses financial technology and machine learning, Section 6 explores applications of financial econometrics, mathematics, statistics, and machine learning, and Section 7 gives an overview in terms of chapter and keyword classification of the handbook. Finally, Section 8 is a summary and includes some remarks.

Keywords: Financial Econometrics; Financial Mathematics; Financial Statistics; Financial Technology; Machine Learning; Covariance Regression; Cluster Effect; Option Bound; Dynamic Capital Budgeting; Big Data (search for similar items in EconPapers)
JEL-codes: C01 C1 G32 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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