Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Machine Learning for Factor Investing: R Version
Angličtina
609 b
30 dní na vrácení zboží
Zákazníci také koupili
/
Brožovaná
951
Kč
/
Hra
736
Kč
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: R 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 R 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.
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Brožovaná
469
Kč
/
Brožovaná
339
Kč
/
Brožovaná
430
Kč
/
Pevná
451
Kč
/
Brožovaná
350
Kč
/
Brožovaná
651
Kč
/
Pevná
5 518
Kč
Ahoj! Jsem Libroamiko, tvůj knižní rádce.
Jak ti můžu pomoct?