Guida, Tony, 1979-
Big data and machine learning in quantitative investment / Tony Guida. - 1 online resource (299 pages). - Wiley finance . - Wiley finance series. .
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.
9781119522089 (e-book) 9781119522218 (e-book)
Investments--Study and teaching.
Machine learning.
Big data.
BUSINESS & ECONOMICS / Finance.
Electronic books.
HG4521 / .G853 2019
332.60285/631
Big data and machine learning in quantitative investment / Tony Guida. - 1 online resource (299 pages). - Wiley finance . - Wiley finance series. .
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.
9781119522089 (e-book) 9781119522218 (e-book)
Investments--Study and teaching.
Machine learning.
Big data.
BUSINESS & ECONOMICS / Finance.
Electronic books.
HG4521 / .G853 2019
332.60285/631