Investment Analytics in the Dawn of Artificial Intelligence - Hardcover

Bernard Lee

Hardcover

ISBN 10: 9814725358 ISBN 13: 9789814725354

Publisher: World Scientific Publishing Company, 2019

Synopsis

A class of highly mathematical algorithms works with three-dimensional (3D) data known as graphs. Our research challenge focuses on applying these algorithms to solve more complex problems with financial data, which tend to be in higher dimensions (easily over 100), based on probability distributions, with time subscripts and jumps. The 3D research analogy is to train a navigation algorithm when the way-finding coordinates and obstacles such as buildings change dynamically and are expressed in higher dimensions with jumps.

Our short title "ia≠ai" symbolizes how investment analytics is not a simplistic reapplication of artificial intelligence (AI) techniques proven in engineering. This book presents best-of-class sophisticated techniques available today to solve high dimensional problems with properties that go deeper than what is required to solve customary problems in engineering today.

Dr Bernard Lee is the Founder and CEO of HedgeSPA, which stands for Sophisticated Predictive Analytics for Hedge Funds and Institutions. Previously, he was a managing director in the Portfolio Management Group of BlackRock in New York City as well as a finance professor who has taught and guest-lectured at a number of top universities globally.

About this title

Review

A book about market-tested investment analytics combined with scalable technology wrapped in an accessible package. --Sameer Chishty, former Partner, Bain & Company Chairman of Belt and Road investment fund and other tech funds

Successful attempt to demystify investment analytics. --William Chu, Managing Partner, SparkLabs Fintech

A 250-page 'cookbook' providing step-by-step details of the algorithms used on the HedgeSPA Platform. --Wei-Shen Wong, Asia Editor, Waters Technology

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2019
• Language: English
• ISBN 10: 9814725358
• ISBN 13: 9789814725354
• Binding: Hardcover
• Number of pages: 264