Название: Financial Data Analytics with Machine Learning, Optimization and Statistics
Автор: Sam Chen, Ka Chun Cheung, Phillip Yam
Издательство: Wiley
Год: 2025
Страниц: 816
Язык: английский
Формат: epub (true)
Размер: 98.4 MB
An essential introduction to data analytics and Machine Learning techniques in the business sector. In Financial Data Analytics with Machine Learning, Optimization and Statistics, a team consisting of a distinguished applied mathematician and statistician, experienced actuarial professionals and working data analysts delivers an expertly balanced combination of traditional financial statistics, effective Machine Learning (ML) tools, and mathematics. The book focuses on contemporary techniques used for data analytics in the financial sector and the insurance industry with an emphasis on mathematical understanding and statistical principles and connects them with common and practical financial problems. Each chapter is equipped with derivations and proofs—especially of key results—and includes several realistic examples which stem from common financial contexts. The computer algorithms in the book are implemented using Python and R, two of the most widely used programming languages for applied science and in academia and industry, so that readers can implement the relevant models and use the programs themselves. The book begins with a brief introduction to basic sampling theory and the fundamentals of simulation techniques, followed by a comparison between R and Python. It then discusses statistical diagnosis for financial security data and introduces some common tools in financial forensics such as Benford's Law, Zipf's Law, and anomaly detection. Besides being an indispensable resource for senior undergraduate and graduate students taking courses in financial engineering, statistics, quantitative finance, risk management, actuarial science, Data Science, and mathematics for AI, Financial Data Analytics with Machine Learning, Optimization and Statistics also belongs in the libraries of aspiring and practicing quantitative analysts working in commercial and investment banking.
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