
Introduction To Machine Learning In Quantitative Finance, An
World Scientific Europe Ltd (Publisher)
Published on 3. January 2021
Book
Hardback
264 pages
978-1-78634-936-1 (ISBN)
Description
In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data!The Python codes contained within An Introduction to Machine Learning in Quantitative Finance have been made publicly available on the author's GitHub: https://github.com/deepintomlf/mlfbook.git
More details
Series
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 19 mm
Weight
538 gr
ISBN-13
978-1-78634-936-1 (9781786349361)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
Foreword; Acknowledgments; Overview of Machine Learning and Financial Applications; Supervised Learning; Linear Regression and Regularization; Tree-based Models; Neural Network; Cluster Analysis; Principal Component Analysis; Reinforcement Learning; Case Study in Finance: Home Credit Default Risk; Bibliography;