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portada Machine Learning for Factor Investing (Chapman and Hall
Type
Physical Book
Publisher
Author
Language
English
Pages
358
Format
Paperback
ISBN13
9780367639723
Edition No.
1

Machine Learning for Factor Investing (Chapman and Hall

Guillaume Coqueret; Tony Guida (Author) · Crc Press 2023-08-08, Boca Raton, · Paperback

Machine Learning for Factor Investing (Chapman and Hall - Guillaume Coqueret; Tony Guida

New Book Imported to New Zealand
Delivery: 12 Nov - 19 Nov Shipping: 1 to 2 business days.
NZ$ 265.86
Import costs and 15% GST included in the price ✅
NZ$ 265.86

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Synopsis "Machine Learning for Factor Investing (Chapman and Hall "

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: Python 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 Python 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.

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