Machine learning for factor investing: (Record no. 7510)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02347nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241108130457.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241108b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780367639723 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6420285 |
| Item number | COQ |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Coqueret, Guillaume |
| 245 ## - TITLE STATEMENT | |
| Title | Machine learning for factor investing: |
| Remainder of title | python version |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Place of publication, distribution, etc. | Boca Raton |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 339 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 68.99 |
| 490 ## - SERIES STATEMENT | |
| Series statement | Chapman and Hall/CRC Financial Mathematics Series |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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: Python version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.<br/><br/>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.<br/><br/>All topics are illustrated with self-contained Python code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material 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.<br/><br/>(https://www.routledge.com/Machine-Learning-for-Factor-Investing-Python-Version/Coqueret-Guida/p/book/9780367639723?srsltid=AfmBOooIOBp6ih8X6ME3blopu09hDWDV554uI0wqDB1anEalyaBRwCZ6) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments -- Data processing |
| 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 | Python (Computer program language) |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Guida, Tony |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| 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 | Checked out | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | COR/IN/25/6570 | 25-10-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 11/08/2024 | CBS Publishers & Distributors Pvt. Ltd. | 5183.91 | 2 | 2 | 332.6420285 COQ | 006366 | 01/21/2025 | 12/22/2024 | 12/22/2024 | 1 | 7975.24 | 11/08/2024 | Book |