Michael Isichenko's Books

Quantitative Portfolio Management

The Art and Science of Statistical Arbitrage

By: Michael Isichenko

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Quantitative Portfolio Management

The Art and Science of Statistical Arbitrage

By: Michael Isichenko

Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combine multiple forecasts, manage risk, build a stock portfolio optimized for risk and trading costs, and execute trades. In this important book, you’ll discover: Machine learning methods of forecasting stock returns in efficient financial markets How to combine multiple forecasts into a single model by using secondary machine learning, dimensionality reduction, and other methods Ways of avoiding the pitfalls of overfitting and the curse of dimensionality, including topics of active research such as “benign overfitting” in machine learning The theoretical and practical aspects of portfolio construction, including multi-factor risk models, multi-period trading costs, and optimal leverage Perfect for investment professionals, like quantitative traders and portfolio managers, Quantitative Portfolio Management will also earn a place in the libraries of data scientists and students in a variety of statistical and quantitative disciplines. It is an indispensable guide for anyone who hopes to improve their understanding of how to apply data science, machine learning, and optimization to the stock market.

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Page Count

311

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119821320

ISBN 13

9781119821328

Physics of High-Density Z-Pinch Plasmas

By: Michael A. Liberman,John S. De Groot,Arthur Toor,Rick B. Spielman

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Physics of High-Density Z-Pinch Plasmas

By: Michael A. Liberman,John S. De Groot,Arthur Toor,Rick B. Spielman

A "z pinch" is a deceptively simple plasma configuration in which a longitudinal current produces a magnetic field that confines the plasma. Z-pinch research is currently one of the fastest growing areas of plasma physics, with revived interest in z-pinch controlled fusion reactors along with investigations of new z-pinch applications, such as very high power x-ray sources, high-energy neutrons sources, and ultra-high magnetic fields generators. This book provides a comprehensive review of the physics of dense z pinches and includes many recent experimental results.

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Page Count

285

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461214246

ISBN 13

9781461214243

Lecture Notes on Turbulence and Coherent Structures in Fluids, Plasmas and Nonlinear Media

By: Michael Shats,Horst Punzmann

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Lecture Notes on Turbulence and Coherent Structures in Fluids, Plasmas and Nonlinear Media

By: Michael Shats,Horst Punzmann

This book is based on the lectures delivered at the 19th Canberra International Physics Summer School held at the Australian National University in Canberra (Australia) in January 2006.The problem of turbulence and coherent structures is of key importance in many fields of science and engineering. It is an area which is vigorously researched across a diverse range of disciplines such as theoretical physics, oceanography, atmospheric science, magnetically confined plasma, nonlinear optics, etc. Modern studies in turbulence and coherent structures are based on a variety of theoretical concepts, numerical simulation techniques and experimental methods, which cannot be reviewed effectively by a single expert.The main goal of these lecture notes is to introduce state-of-the-art turbulence research in a variety of approaches (theoretical, numerical simulations and experiments) and applications (fluids, plasmas, geophysics, nonlinear optical media) by several experts. A smooth introduction is presented to readers who are not familiar with the field, while reviewing the most recent advances in the area. This collection of lectures will provide a useful review for both postgraduate students and researchers new to the advancements in this field, as well as specialists seeking to expand their knowledge across different areas of turbulence research.

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Page Count

397

Publisher

World Scientific

Published Date

ISBN 10

9812566988

ISBN 13

9789812566980

Understanding the Modern Russian Police

By: Olga B. Semukhina,Kenneth Michael Reynolds

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Understanding the Modern Russian Police

By: Olga B. Semukhina,Kenneth Michael Reynolds

Understanding the Modern Russian Police represents the culmination of ten years of research and an ongoing partnership between the Volgograd Academy of Russian Internal Affairs Ministry (VA MVD) and the Volgograd branch of the Russian Presidential Academy of National Economy and Public Administration (VAPA). The book provides a timely and comprehen

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Page Count

323

Publisher

CRC Press

Published Date

ISBN 10

1439803498

ISBN 13

9781439803493

Quantitative Portfolio Management

The Art and Science of Statistical Arbitrage

By: Michael Isichenko

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Quantitative Portfolio Management

The Art and Science of Statistical Arbitrage

By: Michael Isichenko

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Page Count

306

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119821215

ISBN 13

9781119821212

Polymer Electrolyte Fuel Cells

Physical Principles of Materials and Operation

By: Michael Eikerling,Andrei Kulikovsky

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Polymer Electrolyte Fuel Cells

Physical Principles of Materials and Operation

By: Michael Eikerling,Andrei Kulikovsky

The book provides a systematic and profound account of scientific challenges in fuel cell research. The introductory chapters bring readers up to date on the urgency and implications of the global energy challenge, the prospects of electrochemical energy conversion technologies, and the thermodynamic and electrochemical principles underlying the op

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Page Count

567

Publisher

CRC Press

Published Date

ISBN 10

1439854068

ISBN 13

9781439854068

The Eastern Orthodox Churches

Concise Histories with Chronological Checklists of Their Primates

By: Michael Burgess

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The Eastern Orthodox Churches

Concise Histories with Chronological Checklists of Their Primates

By: Michael Burgess

This guide to the Eastern Orthodox churches of the world is presented in alphabetical order by their chief sees or national boundaries. Each entry includes a brief summary of the church's history; the location, number, and language of its members; the official title of the primate; the language used in the church; primary sources for the entry; and a chronology of the reigns of the church's primates from its founding to the present day. A concise preface explains the criteria used to include churches in the book and the process by which the entries were created. Descriptions of more than 75 churches make up the bulk of the volume. Following the individual entries are tables presenting comparative names of the primates (rendered in transcriptions of their original languages); statistical information about the primates (most common names, longest reigns); and current hierarchs as of 2004, arranged by church, date of accession, and date of birth. A glossary, selected bibliography and general index complete the work.

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Page Count

333

Publisher

McFarland

Published Date

ISBN 10

1476606951

ISBN 13

9781476606958

New Developments in Glassy Nuclear Wasteforms

By: Michael I. Ojovan,W. E. Lee

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New Developments in Glassy Nuclear Wasteforms

By: Michael I. Ojovan,W. E. Lee

Based on the authors' recent investigations, this book describes the application of glassy and polyphase composite materials for nuclear waste immobilisation. It introduces immobilisation issues beginning with a short description of nuclear waste types and compositions. Sources of nuclear waste are described including the nuclear fuel cycle, operational and spent nuclear fuel reprocessing waste streams. The glassy waste forms currently being used for high-, intermediate- and low level radioactive waste immobilisation are described. Problems related to immobilisation capacity, process efficiency and long-term radionucleide retention are highlighted. Scientific and technical problems in nuclear waste immobilisation are emphasised in particular long-term waste form stability and durability. Recent developments in advanced nuclear waste forms are described such as glass composite materials (GCM) with higher versatility and waste loading. New immobilisation approaches and technologies are described including advanced cold crucible induction melting (CCM), self sustaining thermochemical immobilisation (SSI), and in-situ self-sintering in deep underground repositories. Long-term durability tests of nuclear waste glasses are outlined and the role of ion-exchange phase in glass corrosion is described in detail.

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Page Count

152

Publisher

Nova Publishers

Published Date

ISBN 10

1600217834

ISBN 13

9781600217838

Book's by Michael Isichenko

Quantitative Portfolio Management

Quantitative Portfolio Management

Physics of High-Density Z-Pinch Plasmas

Physics of High-Density Z-Pinch Plasmas

Lecture Notes on Turbulence and Coherent Structures in Fluids, Plasmas and Nonlinear Media

Lecture Notes on Turbulence and Coherent Structures in Fluids, Plasmas and Nonlinear Media

Understanding the Modern Russian Police

Understanding the Modern Russian Police

Quantitative Portfolio Management

Quantitative Portfolio Management

Polymer Electrolyte Fuel Cells

Polymer Electrolyte Fuel Cells

The Eastern Orthodox Churches

The Eastern Orthodox Churches

New Developments in Glassy Nuclear Wasteforms

New Developments in Glassy Nuclear Wasteforms

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