
Автор: Agostino Capponi, Charles-Albert Lehalle
Издательство: Cambridge University Press
Год: 2023
Страниц: 741
Язык: английский
Формат: pdf
Размер: 66.3 MB
Machine learning, Artificial Intelligence (AI), and Data Science (DS) pervade every aspect of our everyday life. Many of the techniques developed by the Computer Science community are becoming increasingly used in the area of financial engineering, ranging from the use of Deep Learning methods for hedging and risk management through the exploitation of AI techniques for investment or design of trading systems. These techniques are also having enormous implications on the operations of financial markets. Leveraging the research efforts of more than sixty experts in the area, this book reviews cutting-edge practices in Machine Learning for financial markets. Instead of seeing Machine Learning as a new field, the authors explore the connection between knowledge developed by quantitative finance over the past forty years and techniques generated by the current revolution driven by Data Sciences and Artificial Intelligence.