Book information

Authors: Wilhelm A. Hennerkes verified identity
First published: 1990
Editions known: 2
Publishers: Springer
Languages: eng
ISBN-13: 9780387522098, 9783540522096
Main topics: Time Series Analysis, Mathematical Finance
Also covers: Financial Data Engineering
Related site topics: Market Simulation & Agent-Based Models, Stochastic Control & Optimal Stopping

Overview

MAXDATA is a book by Wilhelm A. Hennerkes, first published in 1990. In this catalogue it is classified mainly under Time Series Analysis and Mathematical Finance, with secondary coverage of Financial Data Engineering.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, probability theory, statistics and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 89% and difficulty confidence is 85%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	62/100 confidence 89% Score 62.1/100. Strongest: quant_relevance 0.83, technical_depth 0.66; weakest: practical_applicability 0.06. Evidence: subjects:'mathematical finance'.
Mathematical difficulty	Advanced (7/10) confidence 85%
Prerequisites	calculus, linear algebra, probability theory, statistics, stochastic processes
Metadata quality	94%

Difficulty evidence (6 signals)

econometrics matched in ol_description: “time series”
econometrics matched in openalex_topics: “time series”
intro_statistics matched in subjects: “statistics for”
mathematical_finance_core matched in subjects: “mathematical finance”
statistical_inference matched in ol_description: “regression”
statistical_inference matched in subjects: “statistics”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology Related research area inferred similarity 0.34
Model-based and empirical analyses of stochastic fluctuations in economy and finance Methodological overlap inferred similarity 0.33
Tail Risk Analysis for Financial Time Series Methodological overlap inferred similarity 0.32
Insights into Tail-Based and Order Statistics Methodological overlap inferred similarity 0.31
The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction Methodological overlap inferred similarity 0.31
Re(Visiting) Time Series Foundation Models in Finance Methodological overlap inferred similarity 0.31

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9783540522096) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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