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Big Data and Machine Learning in Quantitative Investment
Tony Guida (Author)
9781119522195, Wiley
Hardback, published 15 February 2019
304 pages
24.9 x 17.5 x 2 cm, 0.635 kg
Get to know the ‘why’ and ‘how’ of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it’s a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. • Gain a solid reason to use machine learning • Frame your question using financial markets laws • Know your data Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment — and this book shows you how.
• Understand how machine learning is becoming ever more sophisticated
CHAPTER 1 Do Algorithms Dream About Artificial Alphas? 1 CHAPTER 2 Taming Big Data 13 CHAPTER 3 State of Machine Learning Applications in Investment Management 33 CHAPTER 4 Implementing Alternative Data in an Investment Process 51 CHAPTER 5 Using Alternative and Big Data to Trade Macro Assets 75 CHAPTER 6 Big Is Beautiful: How Email Receipt Data Can Help Predict Company Sales 95 CHAPTER 7 Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multifactor Framework 129 CHAPTER 8 A Social Media Analysis of Corporate Culture 149 CHAPTER 9 Machine Learning and Event Detection for Trading Energy Futures 169 CHAPTER 10 Natural Language Processing of Financial News 185 CHAPTER 11 Support Vector Machine-Based Global Tactical Asset Allocation 211 CHAPTER 12 Reinforcement Learning in Finance 225 CHAPTER 13 Deep Learning in Finance: Prediction of Stock Returns with Long Short-Term Memory Networks 251 Biography 279
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Subject Areas: Finance & accounting [KF]
