
Автор: Guillaume Coqueret, Tony Guida
Издательство: Chapman and Hall/CRC
Год: 2021
Страниц: 342
Язык: английский
Формат: pdf (true)
Размер: 31,8 MB
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out of reach. Machine Learning for Factor Investing: R Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.