Machine Learning for Factor Investing (Paperback)
Language: English
Published by Taylor & Francis Ltd, London, 2023
Series: Book 61 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 100.74
Quantity: 1 available
Add to basketItem description from seller
Paperback. Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out-of-reach. Machine learning for Factor Investing: Python Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.The book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability. Common supervised learning algorithms such as tree models and neural networks are explained in the context of style investing and the reader can also dig into more complex techniques like autoencoder asset returns, Bayesian additive trees and causal models.All topics are illustrated with self-contained Python code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material is available online so that readers can reproduce and enhance the examples at their convenience. If you have even a basic knowledge of quantitative finance, this combination of theoretical concepts and practical illustrations will help you learn quickly and deepen your financial and technical expertise. Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
Seller Inventory # 9780367639723
- Title
- Machine Learning for Factor Investing (Paperback)
- Author
- Guillaume Coqueret
- Publisher
- Taylor & Francis Ltd, London
- Publication year
- 2023
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0367639726
- ISBN 13
- 9780367639723
- Series
- Book 61 of 71: Chapman and Hall/CRC Financial Mathematics
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out-of-reach. Machine learning for Factor Investing: Python Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.
The book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability. Common supervised learning algorithms such as tree models and neural networks are explained in the context of style investing and the reader can also dig into more complex techniques like autoencoder asset returns, Bayesian additive trees and causal models.
All topics are illustrated with self-contained Python code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material is available online so that readers can reproduce and enhance the examples at their convenience. If you have even a basic knowledge of quantitative finance, this combination of theoretical concepts and practical illustrations will help you learn quickly and deepen your financial and technical expertise.
"Synopsis" may belong to another edition of this title.
About the Author
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 co-head of Systematic Macro at RAM Active Investments. He is the editor and co-author of Big Data and Machine Learning in Quantitative Investment.
"About the title" may belong to another edition of this title.
AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
Shipping rates from Australia to U.S.A.
| Item | 25 to 45 business days | 8 to 14 business days |
|---|---|---|
| First item | £ 27.66 | £ 32.89 |
Payment methods
Seller's business information
The Nile Group Pty Ltd
42 Apex Drive
Truganina, VIC Australia 3029
Terms of sale
We guarantee the condition of every book as it's described on the Abebooks web sites. If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the Ask bookseller a question link to contact us and we'll respond within 2 business days.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to AussieBookSeller, Truganina, Victoria, Australia, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Please note that titles are dispatched from our UK and NZ warehouse. Delivery times specified in shipping terms. Orders ship within 2 business days. Delivery to your door then takes 8-15 days.