Название: Machine Learning in Finance: From Theory to Practice
Автор: Matthew F. Dixon, Igor Halperin, Paul Bilokon
Издательство: Springer
Год: 2020
Формат: PDF
Страниц: 573
Размер: 10 Mb
Язык: English
This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making.