Machine Learning for Factor Investing: R Version (Chapman and Hall/CRC Financial Mathematics Series) - Image 1

£53.31

CRC Press Machine Learning for Factor Investing: R Version (Chapman and Hall/CRC Financial Mathematics Series)

Name: Machine Learning for Factor Investing: R Version (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press
Price: 65.54 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 46 days • 46 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 46 days • 7 price levels

Days at Price

Current Price

Price Analysis

Most common price: £54 (16 days, 34.8%)

Price range: £53 - £66

Price levels: 7 different prices over 46 days

Description

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.

Key Features

Machine Learning For Factor Investing: R Version Chapman And Hall Crc Financial Mathematics Series

Product Type: Abis Book

Brand: Crc Press

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 0367545861
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 01 September 2020
Listed Since: 03 April 2020

Barcode

No barcode data available

CRC Press Machine Learning for Factor Investing: R Version (Chapman and Hall/CRC Financial Mathematics Series)

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Machine Learning for Factor Investing: R Version: R Version (Chapman and Hall/CRC Financial Mathematics Series)

Machine Learning for Factor Investing: Python Version (Chapman and Hall/CRC Financial Mathematics Series)

Hands-On Machine Learning with R (Chapman & Hall/CRC The R Series)

Tidy Finance with R (Chapman & Hall/CRC The R Series)

Behavior Analysis with Machine Learning Using R (Chapman & Hall/CRC The R Series)

Foundations of Reinforcement Learning with Applications in Finance (Chapman & Hall/CRC Mathematics and Artificial Intelligence Series)

Hands-On Machine Learning for Algorithmic Trading: Design and implement investment strategies based on smart algorithms that learn from data using Python

Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics)

Behavior Analysis with Machine Learning Using R (Chapman & Hall/CRC The R Series)

Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering (Chapman and Hall/CRC Financial Mathematics Series)

Learning Quantitative Finance with R

Machine Learning: Theory and Practice

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (Chapman & Hall/CRC The R Series)

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (Chapman & Hall/CRC The R Series)

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

Machine Learning for Algorithmic Trading - Second Edition: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering (Chapman and Hall/CRC Financial Mathematics Series)

Navigating the Factor Zoo: The Science of Quantitative Investing

Tidy Finance with Python - Chapman and Hall/CRC Textbook

Applied Machine Learning Using mlr3 in R

Machine Learning and AI in Finance

Tidy Finance with Python (Chapman & Hall/CRC The Python Series)

A Practical Machine Learning with R: Tutorials and Case Studies

Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing