£55.14

Machine Learning for Asset Pricing and Management

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£55 today · all-time low £55 (Jun 2026) · usually £55

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£56.27 £54.58 £54.95 £55.32 £55.68 £56.05 £56.42 25 April 2026 12 May 2026 30 May 2026 17 June 2026 05 July 2026

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25 days · current 47 days 0 12 24 35 47 £55 £56 Days at Price

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Most common price: £56 (47 days, 65.3%)

Price range: £55 - £56

Price levels: 2 different prices over 72 days

Description

This textbook covers the latest advances in machine-learning methods for asset management and asset pricing. Recent research in deep learning applied to finance shows that some of the techniques used by asset managers (usually kept confidential) result in better investments than the more standard techniques. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative. Coverage includes an original machine learning method for strategic asset allocation; the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; and techniques other than neural networks, such as nonlinear and linear programming, principal component analysis, reinforcement learning, dynamic programming, and clustering. The authors use technical and nontechnical arguments to accommodate readers with different levels of mathematical preparation. Readers will find the book easy to read yet rigorous and a large number of exercises.

Key Features

Machine Learning for Asset Management and Pricing

Product type: ABIS_BOOK

Brand: Society for Industrial & Applied Mathematics,U.S.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 April 2024
Listed Since
01 March 2024

Barcode

No barcode data available

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