书目详细信息
： Big data and machine learning in quantitative investment /
书目信息 机读格式(MARC)
| ISBN： | 9781119522195 |
|---|---|
| ISBN： | 1119522196 |
| 编目源： | DLC DLC OCLCF YDX OCLCO U3W CTU OCLCO |
| 个人名称： | Guida, Tony,1979- |
| 题名： | Big data and machine learning in quantitative investment / Tony Guida. |
| 索书号： | F830.59/G946E |
| 载体形态： | vi, 285 pages ; 25 cm. |
| 一般附注： | 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. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Do algorithms dream about artificial alphas? / Michael Kollo -- Taming big data / Rado Lipuš and Daryl Smith -- State of machine learning applications in investment management / Ekaterina Sirotyuk -- Implementing alternative data in an investment process / Vinesh Jha -- Using alternative and big data to trade macro assets / Saeed Amen and Iain Clark -- Big is beautiful : how email receipt data can help predict company sales / Giuliano De Rossi, Jakub Kolodziej and Gurvinder Brar -- Ensemble learning applied to quant equity : gradient boosting in a multi-factor framework / Tony Guida and Guillaume Coqueret -- A social media analysis of corporate culture / Andy Moniz -- Machine learning and event detection for trading energy futures / Peter Hafez and Francesco Lautizi -- Natural language processing of financial news / M. Berkan Sesen, Yazann Romachi and Victor Li -- Support vector machine-based global tactical asset allocation / Joel Guglietta -- Reinforcement learning in finance / Gordon Ritter -- Deep learning in Finance : prediction of stock returns with long short term memory networks / Miquel N. Alonso, Gilberto Batres-Estrada and Aymeric Moulin. |