Big data science in finance

"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"--

Detalles Bibliográficos
Otros Autores: Avellaneda, Marco, 1955- author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, N.J.: Wiley c2021.
Hoboken, New Jersey : [2021]
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009644274706719
Tabla de Contenidos:
  • 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.