Big Data Science in Finance

ISBN-13: 9781119602989 / Angielski / Twarda / 2021 / 336 str.

Irene Aldridge; M. Avellaneda

Spis treści

Foreword 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 Conclusions

O autorze

IRENE ALDRIDGE is President and Managing Director, Research of AbleMarkets, a company that provides Big Data services to capital markets. She is also a visiting professor at Cornell University. More information at irenealdridge.com MARCO AVELLANEDA, PHD, is associated with Finance Concepts, a consulting firm he founded in 2003 and is a faculty member at New York University-Courant. He is regularly published in scientific journals like Quantitative Finance, Risk Magazine, and the International Journal of Theoretical and Applied Finance. More information at marco-avellaneda.com