Big data and machine learning in quantitative investment - Guida, Tony, 1979- (Chichester : Wiley, 2019)
Machine generated contents note: Chapter 1: Do algorithms dream about artificial alphas? Chapter 2: Taming Big data Chapter 3: State of machine learning applications in investment management Chapter 4: Implementing alternative data in an investment Process Chapter 5: Using alternative and Big Data to trade macro assets Chapter 6: Big is beautiful: How email receipt data can help predict company sales Chapter 7: Ensemble learning applied to quant equity: gradient boosting in a multi-factor framework Chapter 8: A social media analysis of corporate culture Chapter 9: Machine Learning & Event Detection for Trading Energy Futures Chapter 10: Natural language processing of financial news Chapter 11: Support-Vector-Machine Based Global Tactical Asset Allocation Chapter 12: Reinforcement learning in finance Chapter 13: Deep learning in Finance: Prediction of stock returns with long short term memory networks Biography of contributors.
Includes bibliographical references and index.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Investments -- Study and teaching; Machine learning; Big data; BUSINESS & ECONOMICS / Finance; Electronic books