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Автор: Guillaume Coqueret, Tony Guida
Издательство: CRC Press
Год: 2023
Страниц: 358
Язык: английский
Формат: pdf (true)
Размер: 12.7 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: Python version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics. One of the purposes of the book is to propose a large-scale tutorial of ML applications in financial predictions and portfolio selection. Thus, one keyword is reproducibility! In order to duplicate our results (up to possible randomness in some learning algorithms), you will need running versions of Python and Anaconda on your computer.