Machine Learning in Finance

Matthew F. Dixon

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Idioma: inglés

Editorial: Springer, Palgrave Macmillan Jul 2021, 2021

3030410706 / 9783030410704

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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000

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This item is printed on demand - Print on Demand Titel. Neuware -This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance.Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesianand frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likelyto emerge as important methodologies for machine learning in finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 576 pp. Englisch.…

N° de ref. del artículo 9783030410704

Título
Machine Learning in Finance
Autor
Matthew F. Dixon
Editorial
Springer, Palgrave Macmillan Jul 2021
Año de publicación
2021
Estado
Neu
Encuadernación
Taschenbuch
Idioma
inglés
ISBN 10
3030410706
ISBN 13
9783030410704
Peso del artículo
861 gramos
Dimensiones
235x155x31 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Alemania

Vendedor de 5 estrellas

Vendedor de AbeBooks desde el 23 de enero de 2017

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ArtículoDe 60 a 60 días hábilesDe 60 a 60 días hábiles
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