Adventures in Financial Data Science by Graham L Giller

Adventures in Financial Data Science

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This book is briefly a biography but mostly a narrative of Graham's research in the fields of financial, economic, and alternative data. It contains extensive analysis of the true empirical properties of financial data and a detailed exploration of topics including Stock Market Prices, Treasury Bill Rates, LIBOR and Eurodollar Futures, Volatility and Options Prices, Sentiment Analysis on Social Media, Demographics and Survey Research, Time-Series Analysis of the Climate, and work on Language, Politics and Health Care data. The goal is to stimulate interest in predictive methods, to give accurate characterizations of the true properties of financial, economic and alternative data, and to share what Richard Feynman described as "The Pleasure of Finding Things Out."

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