Machine Learning for Factor Investing(Chapman and Hall/CRC Financial Mathematics Series)

机器学习进行因素投资 Python 版

国民经济学

售   价:
1862.00
发货周期:国外库房发货,通常付款后3-5周到货!
出  版 社
出版时间
2023年08月08日
装      帧
精装
ISBN
9780367639747
复制
页      码
358
开      本
254 x 178 mm (7 x 10)
语      种
英文
版      次
1
综合评分
暂无评分
我 要 买
- +
库存 30 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out-of-reach. Machine learning for factor investing: Python version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.The book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability. Common supervised learning algorithms such as tree models and neural networks are explained in the context of style investing and the reader can also dig into more complex techniques like autoencoder asset returns, Bayesian additive trees and causal models. All topics are illustrated with self-contained Python code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material, along with the content of the book, is available online so that readers can reproduce and enhance the examples at their convenience. If you have even a basic knowledge of quantitative finance, this combination of theoretical concepts and practical illustrations will help you learn quickly and deepen your financial and technical expertise.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个