Big data and machine learning in quantitative investment / / Tony Guida.
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| Superior document: | Wiley finance |
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| VerfasserIn: | |
| Place / Publishing House: | Chichester : : Wiley,, [2019] 2019 |
| Year of Publication: | 2019 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | 1 online resource (299 pages). |
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Table of Contents:
- 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.