Leveraging the research efforts of more than sixty experts in the area, this book reviews cutting-edge practices in machine learning for financial markets. Instead of seeing machine learning as a new field, the authors explore the connection between knowledge developed by quantitative finance over the past forty years and techniques generated by the current revolution driven by data sciences and artificial intelligence. The text is structured around three main areas: 'Interactions with investors and asset owners,' which covers robo-advisors and price formation; 'Risk intermediation,' which discusses derivative hedging, portfolio construction, and machine learning for dynamic optimization; and 'Connections with the real economy,' which explores nowcasting, alternative data, and ethics of algorithms. Accessible to a wide audience, this invaluable resource will allow practitioners to include machine learning driven techniques in their day-to-day quantitative practices, while students will build intuition and come to appreciate the technical tools and motivation for the theory.
"Sinopsis" puede pertenecer a otra edición de este libro.
Agostino Capponi is Associate Professor in the Department of Industrial Engineering and Operations Research at Columbia University. He conducts research in financial technology and market microstructure. His work has been recognized with the NSF CAREER Award, and a JP Morgan AI Research award. Capponi is a co-editor of Management Science and Mathematics and Financial Economics. He is a Council member of the Bachelier Financial Society, and recently served as Chair of the SIAM-FME and INFORMS Finance.
Charles-Albert Lehalle is Global Head of Quantitative R&D at Abu Dhabi Investment Authority and Visiting Professor at Imperial College London. He has a Ph.D. in machine learning, was previously Head of Data Analytics at CFM, and held different Global Head positions at Crédit Agricole CIB. Recognized as an expert in market microstructure, Lehalle is often invited to present to regulators and policy-makers.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 12,37 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoEUR 9,22 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoLibrería: Books From California, Simi Valley, CA, Estados Unidos de America
hardcover. Condición: Good. Cover and edges may have some wear. Mild to Moderate creasing / bending to covers and pages. Good reading copy. Nº de ref. del artículo: mon0003652541
Cantidad disponible: 1 disponibles
Librería: Prior Books Ltd, Cheltenham, Reino Unido
Hardcover. Condición: Like New. First Edition. A firm, square hardback, bright and clean with strong joints and sharp corners, just showing a few very mild bumps and rubs. Hence a non-text page is stamped 'damaged'. Despite such this book is crisp, fresh and tight with no defects. Thus a nearly new copy that looks and feels unread now offered for sale at a very reasonable price. Nº de ref. del artículo: 205686
Cantidad disponible: 1 disponibles
Librería: Speedyhen, London, Reino Unido
Condición: NEW. Nº de ref. del artículo: NW9781316516195
Cantidad disponible: 6 disponibles
Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 26395940982
Cantidad disponible: 1 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 45647455-n
Cantidad disponible: 2 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. Nº de ref. del artículo: 401484713
Cantidad disponible: 1 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 45647455
Cantidad disponible: 2 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 45647455-n
Cantidad disponible: 2 disponibles
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. Nº de ref. del artículo: 18395940988
Cantidad disponible: 1 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9781316516195_new
Cantidad disponible: 6 disponibles