An Introduction to Machine Learning in Quantitative Finance
DOI10.1142/q0275zbMath1474.91003OpenAlexW3046573519MaRDI QIDQ3388126
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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
neural networkssupervised learningcluster analysisreinforcement learningmachine learningPCAtree-based model
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) Numerical methods (including Monte Carlo methods) (91G60) Artificial neural networks and deep learning (68T07) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Statistical aspects of big data and data science (62R07)
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