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0 (hodnocen0 x )

EB

ONLINE

Chichester : Wiley, [2019]

1 online resource (299 pages)

ISBN 9781119522089 (electronic bk.)

ISBN 9781119522218 (electronic bk.)

ISBN 9781119522195

Wiley finance

Print version: Guida, Tony, 1979- Big data and machine learning in quantitative investment. Chichester : Wiley, c2019 299 pages Wiley finance series. ISBN 9781119522195

Includes bibliographical references and index

Machine generated contents note: Chapter 1: Do algorithms dream about artificial alphas? Chapter 2: Taming Big data Chapter 3: State of machine learning applications in investment management Chapter 4: Implementing alternative data in an investment Process Chapter 5: Using alternative and Big Data to trade macro assets Chapter 6: Big is beautiful: How email receipt data can help predict company sales Chapter 7: Ensemble learning applied to quant equity: gradient boosting in a multi-factor framework Chapter 8: A social media analysis of corporate culture Chapter 9: Machine Learning & Event Detection for Trading Energy Futures Chapter 10: Natural language processing of financial news Chapter 11: Support-Vector-Machine Based Global Tactical Asset Allocation Chapter 12: Reinforcement learning in finance Chapter 13: Deep learning in Finance: Prediction of stock returns with long short term memory networks Biography of contributors.

001880655

full

(Au-PeEL)EBL5614243

(MiAaPQ)EBC5614243

(OCoLC)1080079483