An introduction to machine learning in quantitative finance: (Record no. 4018)
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000 -LEADER | |
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fixed length control field | 02699nam a22002417a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20221123145336.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 221123b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781786349644 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.0285631 |
Item number | NI |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Ni, Hao |
245 ## - TITLE STATEMENT | |
Title | An introduction to machine learning in quantitative finance: |
Remainder of title | advanced textbooks in mathematics |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher, distributor, etc. | World Scientific |
Place of publication, distribution, etc. | New Jersey |
Date of publication, distribution, etc. | 2021 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxiv, 238 p. |
365 ## - TRADE PRICE | |
Price type code | USD |
Price amount | 48.00 |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Contents:<br/>Preface<br/>About the Authors<br/>Acknowledgments<br/>Disclaimer<br/>Listings<br/>Overview of Machine Learning and Financial Applications<br/>Supervised Learning<br/>Linear Regression and Regularization<br/>Tree-based Models<br/>Neural Networks<br/>Cluster Analysis<br/>Principal Component Analysis<br/>Reinforcement Learning<br/>Case Study in Finance: Home Credit Default Risk<br/>Bibliography<br/>Index<br/> |
520 ## - SUMMARY, ETC. | |
Summary, etc. | In today's world, we are increasingly exposed to the words "machine learning" (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.<br/><br/>An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authors<br/><br/>Provide a systematic and rigorous introduction to supervised, unsupervised and reinforcement learning by establishing essential definitions and theorems.<br/>Dive into various types of neural networks, including artificial nets, convolutional nets, recurrent nets and recurrent reinforcement learning.<br/>Summarize key contents of each section in the tables as a cheat sheet.<br/>Include ample examples of financial applications.<br/>Showcase how to tackle an exemplar ML project on financial data end-to-end.<br/>Provide a GitHub repository https://github.com/deepintomlf/mlfbook.git that contains supplementary Python codes of all methods/examples.<br/>Featured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data! |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Machine learning |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance--Mathematical models |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Dong, Xin |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Zheng, Jinsong |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Yu, Guangxi |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Book |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Total Renewals | Full call number | Accession Number | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
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Dewey Decimal Classification | Finance & Accounting | TB1974 | 28-10-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 11/23/2022 | Technical Bureau India Pvt. Ltd. | 2610.01 | 3 | 1 | 332.0285631 NI | 003772 | 10/11/2023 | 09/29/2023 | 1 | 3969.60 | 11/23/2022 | Book |