Overview

This book has as an essential objective to use time-series analysis capabilities to forecast market volatility, analyze correlation in data series, test hypotheses about market dynamics, and build models for further analysis. Working with a financial time series object, you can access, visualize, and analyze historic and live time-series data. The Financial Time Series app provides a convenient interface for creating, managing, and manipulating financial time series objects, including transforming to or from MATLAB numeric arrays. The Financial Time Series app enables you to create and manage financial time series (fints) objects. The Financial Time Series app interoperates with the Financial Time Series Graphical User Interface (ftsgui) and Interactive Chart (chartfts). Financial Toolbox software provides a collection of tools for the analysis of time series data in the financial markets. The toolbox contains a financial time series object constructor and several methods that operate on and analyze the object. Financial engineers working with time series data, such as equity prices or daily interest fluctuations, can use these tools for more intuitive data management than by using regular vectors or matrices. Several MATLAB functions have been overloaded to work with financial time series objects. The overloaded functions include basic arithmetic functions such as addition, subtraction, multiplication, and division and other functions such as arithmetic average, filter, and difference. Also, specific methods have been designed to work with the financial time series object. Financial time series objects permit you to do addition, subtraction, multiplication, and division, either on the entire object or on specific object fields. This is a feature that MATLAB structures do not allow. You cannot do arithmetic operations on entire MATLAB structures, only on specific fields of a structure. You can perform arithmetic operations on two financial time series objects as long as they are compatible. You can also perform operations involving a financial time series object and a matrix or scalar In addition to the basic arithmetic operations, several other mathematical functions operate directly on financial time series objects. These functions include exponential (exp), natural logarithm (log), common logarithm (log10), and many more. Technical analysis (or charting) is used by some investment managers to help manage portfolios. Technical analysis relies heavily on the availability of historical data. Investment managers calculate different indicators from available data and plot them as charts. Observations of price, direction, and volume on the charts assist managers in making decisions on their investment portfolios. The technical analysis functions in Financial Toolbox are tools to help analyze your investments. The functions in themselves will not make any suggestions or perform any qualitative analysis of your investment

Full Product Details

9781983488719

Table of Contents

Reviews

Author Information

Tab Content 6

Customer Reviews

Recent Reviews

Countries Available