Guillaume Coqueret, Tony Guida

Broschiertes Buch

Machine Learning for Factor Investing: R Version

Beschreibung

The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.

Autor

Guillaume Coqueret is associate professor of finance and data science at EMLYON Business School. His recent research revolves around applications of machine learning tools in financial economics. Tony Guida is executive director at RAM Active Investments. He serves as chair of the machineByte think tank and is the author of Big Data and Machine Learning in Quantitative Investment.

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Ltd
• Seitenzahl: 342
• Erscheinungstermin: 1. September 2020
• Englisch
• Abmessung: 178mm x 254mm x 22mm
• Gewicht: 702g
• ISBN-13: 9780367545864
• ISBN-10: 0367545861
• Artikelnr.: 60012152