Big Data and Machine Learning in Quantitative Investment
暫譯: 量化投資中的大數據與機器學習
Tony Guida
- 出版商: Wiley
- 出版日期: 2019-03-25
- 定價: $1,900
- 售價: 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
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相關分類:
大數據 Big-data、Machine Learning
立即出貨 (庫存=1)
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)
了解量化投資中機器學習和大數據的「為什麼」和「如何」
《量化投資中的大數據與機器學習》不僅僅是展示數學或程式碼的書籍。相反，這是一本由實務者為實務者撰寫的書，涵蓋了將機器學習和大數據應用於量化金融的原因和方法。
本書分為13章，每一章由不同的作者針對特定案例撰寫。章節的排列依據複雜程度，從大局觀和分類法開始，接著進入機器學習的實際應用，最後以使用深度學習的創新方法作結。
- 獲得使用機器學習的堅實理由
- 使用金融市場法則來框定你的問題
- 了解你的數據
- 理解機器學習如何變得越來越複雜
機器學習和大數據並不是魔法解決方案，但如果適當應用，它們是量化投資中極為有效的工具——而這本書將告訴你如何做到。
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 是英國倫敦一家主要退休金基金的量化股票高級投資經理，負責管理多因子系統性股票投資組合。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。他曾是最小變異策略的研究和投資委員會成員，負責領導機構客戶的因子投資研究小組，並且是量化會議的常規演講者。Tony是machineByte ThinkTank EMEA的主席。
