Linear regression for asset pricing / by Jeremy Loscheider, Abdullah Karasan.

Format:

Video

Author/Creator:

Loscheider, Jeremy, author.

Karasan, Abdullah, author.

Contributor:

Manning Publications, publisher.

Language:

English

Subjects (All):

Regression analysis.

Financial futures.

Machine learning--Automation.

Machine learning.

Physical Description:

1 online resource (1 video file (4 hr., 33 min.)) : sound, color.

Edition:

[First edition].

Place of Publication:

[Shelter Island, New York] : Manning Publications, 2025.

Summary:

Linear regression is one of the most straightforward approaches to making price predictions and financial forecasts. In this video series, you'll step into the role of a machine learning engineer at InvRes Bank, a bank that offers financial consulting services to its customers. To better serve your clients, you'll develop regression-based Python machine learning models for financial modeling and asset pricing. You'll update the classic financial algorithms Capital Asset Pricing Theorem (CAPM) and Arbitrage Pricing Theorem (APT) to new automatic machine learning models and improve your understanding of financial data science. These skills are in high demand for portfolio optimization and financial services.

Notes:

OCLC-licensed vendor bibliographic record.

OCLC:

1534413224

Publisher Number:

10000MNLW202507