Big Data and Machine Learning in Quantitative Investment

Tony Guida

Big Data and Machine Learning in Quantitative Investment
  • 出版商: Wiley
  • 出版日期: 2019-03-25
  • 售價: $1,900
  • 貴賓價: 9.5 折 $1,805
  • 語言: 英文
  • 頁數: 296
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119522196
  • ISBN-13: 9781119522195
  • 相關分類: 大數據 Big-data、Machine Learning

    • 立即出貨 (庫存=1)

相關主題

商品描述

Get to know the 'why' and 'how' of machine learning and big data in quantitative investment

Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it's a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance.

The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning.

- Gain a solid reason to use machine learning

- Frame your question using financial markets laws

- Know your data

- Understand how machine learning is becoming ever more sophisticated

Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment -- and this book shows you how.

商品描述(中文翻譯)

「深入了解機器學習和大數據在量化投資中的「為什麼」和「如何」」
「《量化投資中的大數據和機器學習》不僅僅是展示數學或編碼，而是一本由實踐者為實踐者撰寫的書籍，探討如何應用機器學習和大數據於量化金融的「為什麼」和「如何」問題。」
「本書分為13章，每章由不同的作者撰寫關於特定案例的內容。這些章節按照複雜度進行排序，從整體概述和分類開始，進而介紹機器學習的實際應用，最後以使用深度學習的創新方法作為結尾。」
「- 獲得使用機器學習的充分理由」
「- 使用金融市場法則來構建問題」
「- 瞭解您的數據」
「- 理解機器學習如何變得越來越複雜」
「機器學習和大數據並非神奇的解決方案，但適當應用時，它們是量化投資極其有效的工具，而本書將向您展示如何應用它們。」

作者簡介

TONY GUIDA is a senior investment manager in quantitative equity at the investment manager of a major UK pension fund in London, where he manages multifactor systematic equity portfolios. During his career, he held such positions as senior consultant for smart beta and risk allocation at EDHEC RISK Scientific Beta and senior research analyst at UNIGESTION. He is a former member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients, and a regular speaker at quant conferences. Tony is chair of machineByte ThinkTank EMEA.

作者簡介(中文翻譯)

TONY GUIDA是倫敦一家英國主要退休金基金的投資經理，負責量化股票的高級投資管理工作，管理多因子系統性股票組合。在他的職業生涯中，他曾擔任EDHEC RISK Scientific Beta的智能貝塔和風險配置高級顧問，以及UNIGESTION的高級研究分析師。他曾是Minimum Variance Strategies的研究和投資委員會成員，領導機構客戶的因子投資研究小組，並經常在量化會議上演講。Tony是machineByte ThinkTank EMEA的主席。

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