Decision Making with Quantitative Financial Market Data

Alain Ruttiens is a former banker who has worked with major banks, beginning his career with Banque Indosuez (Belgium) and ending it as director of the Financial Engineering Department at CBC Banque (Brussels, an affiliate of KBC Bank). He is the founding partner of NEURON sàrl (Luxembourg), a consulting firm specialized in financial markets and funds management. He is also an Affiliate Professor at the Ecole Supérieure de Commerce de Paris (France) and teaches or has taught at several universities and institutions, including the HEC Paris, Sorbonne University of Paris I, the Institut d’Etudes Politiques (Paris), the CSVG (Vietnam) and the Ecole Supérieure des Affaires, Beirut (Lebanon). Alain is the author of several books and research papers.

• 1. Basic Notions.- 2. A Major Problem in Using Time Series of Data: the Stationarity.- 3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures.- 4. Issues About Modeling.- 5. Financial Data: Some Risk Management Issues.- 6.Synthesis.