Articoli correlati a Machine Learning for Asset Pricing and Management

Machine Learning for Asset Pricing and Management - Brossura

Henry Schellhorn (author)|Tianmin Kong (author)

 
9781611977899: Machine Learning for Asset Pricing and Management
Brossura
ISBN 10: 1611977894 ISBN 13: 9781611977899
Casa editrice: SIAM - Society for Industrial and Applied Mathematics, 2024

Sinossi

This textbook covers the latest advances in machine-learning methods for asset management and asset pricing. Recent research in deep learning applied to finance shows that some of the techniques used by asset managers (usually kept confidential) result in better investments than the more standard techniques. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative. Coverage includes

  • an original machine learning method for strategic asset allocation;
  • the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; and
  • techniques other than neural networks, such as nonlinear and linear programming, principal component analysis, reinforcement learning, dynamic programming, and clustering.

The authors use technical and nontechnical arguments to accommodate readers with different levels of mathematical preparation. Readers will find the book easy to read yet rigorous and a large number of exercises.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
SIAM - Society for Industrial and Applied Mathematics
Data di pubblicazione
2024
Lingua
Inglese
ISBN 10 
1611977894
ISBN 13 
9781611977899
Rilegatura
Copertina flessibile
Numero di pagine
277
Contatto del produttore
non disponibile
Persona responsabile
non disponibile