An introduction to machine learning in quantitative finance

DOI10.1142/Q0275MaRDI QIDQ3388126zbMATH OpenOpenAlexFDO

Authors

Publication date 9 January 2021

Published in Advanced Textbooks in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/q0275

zbMATH Keywords

cluster analysismachine learningneural networksPCAreinforcement learningsupervised learningtree-based model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical aspects of big data and data science (62R07) Learning and adaptive systems in artificial intelligence (68T05) Artificial neural networks and deep learning (68T07) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

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• Machine learning in finance. From theory to practice
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Cited in

(4)

• Machine learning in finance. From theory to practice
• Machine learning for factor investing. R version
• Machine Learning and Data Sciences for Financial Markets
• Machine Learning for Factor Investing

Describes a project that uses

Uses Software

• GitHub

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