Big data science in finance / by Irene Aldridge, Marco Avellaneda.
By: Aldridge, Irene [author.].
Contributor(s): Avellaneda, Marco [author.].
Material type: BookPublisher: Hoboken, New Jersey : John Wiley & Sons, Inc., ©2021Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781119602972 (electronic bk.); 9781119602989.Call No.: HG4012.5 .A53 2021 Subject(s): Finance -- Decision making -- Data processing | Big data | Neural networks (Computer science) | Finance -- Mathematical modelsOnline resources: Electronic ResourcesIncludes bibliographical references and index.
Why big data? -- Neural networks in finance -- Supervised learning -- Modeling human behavior with semi-supervised learning -- Letting the data speak with unsupervised learning -- Big data factor models -- Data as a signal versus noise -- Applications : unsupervised learning in option pricing and stochastic modeling -- Data clustering.
"Data Science has overtaken the way the finance and investment is done on Wall Street. All tools and techniques driving decision-making are being revamp with the help of applied mathematics and code"-- Provided by publisher
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