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Cambridge University Press Machine Learning for Asset Managers (Elements in Quantitative Finance)

Name: Machine Learning for Asset Managers (Elements in Quantitative Finance)
Brand: Cambridge University Press
Price: 54.59 GBP
Availability: InStock

Professional Finance

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Description

Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of ML's strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to “learn” complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1009702424
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 08 January 2026
Listed Since: 06 November 2025

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Cambridge University Press Machine Learning for Asset Managers (Elements in Quantitative Finance)

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