2 options
Big data science in finance / by Irene Aldridge, Marco Avellaneda.
- Format:
- Book
- Author/Creator:
- Avellaneda, Marco, 1955- author.
- Language:
- English
- Subjects (All):
- Big data.
- Finance--Decision making--Data processing.
- Finance.
- Physical Description:
- 1 online resource (339 pages)
- Place of Publication:
- Hoboken, New Jersey : Wiley, [2021]
- Summary:
- "Data Science has overtaken the way the finance and investment is done on Wall Street. All tools and techniques driving decision-making are being revamp with the help of applied mathematics and code"-- Provided by publisher.
- Contents:
- Why big data?
- Neural networks in finance
- Supervised models
- Semi-supervised learning
- Letting the data speak with unsupervised learning
- Big data factor models
- Data as a signal versus noise
- Applications : big data in options pricing and stochastic modeling
- Data clustering.
- Notes:
- Includes bibliographical references and index
- Description based on print version record.
- ISBN:
- 9781119602996
- 1119602998
- 9781119602972
- 1119602971
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