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Machine Learning for Factor Investing free ebook download

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Finances and Money

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Catalogue

Author(s):	Guillaume Coqueret, Tony Guida

Date:	2020-09-03	Format:	pdf	Language:	English	ISBN/ASIN:	0367545861
Pages:	300	OCR:		Quality:		ISBN13:
Uploader:	maveriks	Upload Date:	12/19/2020 8:57:38 AM

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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 bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics. The book covers a wide array of subjects which range from economic rationales to rigorous portfolio back-testing and encompass both data processing and model interpretability. Common supervised learning algorithms such as tree models and neural networks are explained in the context of style investing and the reader can also dig into more complex techniques like autoencoder asset returns, Bayesian additive trees and causal models. All topics are illustrated with self-contained R code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material, along with the content of the book, is available online so that readers can reproduce and enhance the examples at their convenience. If you have even a basic knowledge of quantitative finance, this combination of theoretical concepts and practical illustrations will help you learn quickly and deepen your financial and technical expertise.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2920146	Book	https://nitroflare.com/view/75135B0EE688...		31.76	maveriks

Tags: Factor Investing Learning Machine

Title	Link	Password	Size	Reason

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Machine Learning for Factor Investing free ebook download

Category: Finances and Money

Description: Click to see full description

Category:
Finances and Money