Applied machine learning in finance
"Quantitative finance is a rich field in finance where advanced mathematical and statistical techniques are employed by both sell-side and buy-side institutions. Techniques like time series analysis, stochastic calculus, multivariate statistics, and numerical optimization are often used by &quo...
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| Format: | Online Video |
| Language: | Inglés |
| Published: |
[Place of publication not identified] :
O'Reilly Media
2019.
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| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009822775006719 |
| Summary: | "Quantitative finance is a rich field in finance where advanced mathematical and statistical techniques are employed by both sell-side and buy-side institutions. Techniques like time series analysis, stochastic calculus, multivariate statistics, and numerical optimization are often used by "quants" for modeling asset prices, portfolio construction and optimization, and building automated trading strategies. Chakri Cherukuri (Bloomberg LP) demonstrates how to apply machine learning techniques in quantitative finance, covering use cases involving both structured and alternative datasets. The focus of the talk will be on promoting reproducible research (through Jupyter notebooks and interactive plots) and interpretable models."--Resource description page. |
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| Item Description: | Title from resource description page (Safari, viewed November 12, 2019). |
| Physical Description: | 1 online resource (1 streaming video file (45 min., 27 sec.)) : digital, sound, color |
