COVID-19 Response at

Read what we're doing...

Big Data and Machine Learning in Quantitative Investment


Product Description
Product Details

Table of Contents

CHAPTER 1 Do Algorithms Dream About Artificial Alphas? 1 By Michael Kollo CHAPTER 2 Taming Big Data 13 By Rado Lipus and Daryl Smith CHAPTER 3 State of Machine Learning Applications in Investment Management 33 By Ekaterina Sirotyuk CHAPTER 4 Implementing Alternative Data in an Investment Process 51 By Vinesh Jha CHAPTER 5 Using Alternative and Big Data to Trade Macro Assets 75 By Saeed Amen and Iain Clark CHAPTER 6 Big Is Beautiful: How Email Receipt Data Can Help Predict Company Sales 95 By Giuliano De Rossi, Jakub Kolodziej and Gurvinder Brar CHAPTER 7 Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multifactor Framework 129 By Tony Guida and Guillaume Coqueret CHAPTER 8 A Social Media Analysis of Corporate Culture 149 By Andy Moniz CHAPTER 9 Machine Learning and Event Detection for Trading Energy Futures 169 By Peter Hafez and Francesco Lautizi CHAPTER 10 Natural Language Processing of Financial News 185 By M. Berkan Sesen, Yazann Romahi and Victor Li CHAPTER 11 Support Vector Machine-Based Global Tactical Asset Allocation 211 By Joel Guglietta CHAPTER 12 Reinforcement Learning in Finance 225 By Gordon Ritter CHAPTER 13 Deep Learning in Finance: Prediction of Stock Returns with Long Short-Term Memory Networks 251 By Miquel N. Alonso, Gilberto Batres-Estrada and Aymeric Moulin Biography 279

About the Author

TONY GUIDA is a senior investment manager in quantitative equity at the investment manager of a major UK pension fund in London, where he manages multifactor systematic equity portfolios. During his career, he held such positions as senior consultant for smart beta and risk allocation at EDHEC RISK Scientific Beta and senior research analyst at UNIGESTION. He is a former member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients, and a regular speaker at quant conferences. Tony is chair of machineByte ThinkTank EMEA.

Ask a Question About this Product More...
Write your question below:
Look for similar items by category
How Fishpond Works
Fishpond works with suppliers all over the world to bring you a huge selection of products, really great prices, and delivery included on over 25 million products that we sell. We do our best every day to make Fishpond an awesome place for customers to shop and get what they want — all at the best prices online.
Webmasters, Bloggers & Website Owners
You can earn a 5% commission by selling Big Data and Machine Learning in Quantitative Investment (Wiley Finance) on your website. It's easy to get started - we will give you example code. After you're set-up, your website can earn you money while you work, play or even sleep! You should start right now!
Authors / Publishers
Are you the Author or Publisher of a book? Or the manufacturer of one of the millions of products that we sell. You can improve sales and grow your revenue by submitting additional information on this title. The better the information we have about a product, the more we will sell!
Item ships from and is sold by Fishpond Retail Limited.
Back to top