Machine learning for asset management and pricing (Record no. 8657)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01631nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250313200215.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250313b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781611977899 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285 |
| Item number | SCH |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schellhorn, Henry |
| 245 ## - TITLE STATEMENT | |
| Title | Machine learning for asset management and pricing |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Society for Industrial and Applied Mathematic |
| Place of publication, distribution, etc. | Philadelphia |
| Date of publication, distribution, etc. | 2024 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 242 p. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 74.00 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | his textbook covers the latest advances in machine-learning methods for asset management and asset pricing. Recent research in deep learning applied to finance shows that some of the (usually confidential) techniques used by asset managers result in better investments than the more standard techniques. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative. Coverage includes<br/><br/>an original machine learning method for strategic asset allocation;<br/><br/>the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; and<br/><br/>recent techniques such as neural networks and reinforcement learning, and more classical ones, including nonlinear and linear programming, principal component analysis, dynamic programming, and clustering.<br/><br/>(https://epubs.siam.org/doi/book/10.1137/1.9781611977905) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Data processing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Machine learning |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kong, Tianmin |
| 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 | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 858/24-25 | 25-02-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 03/13/2025 | T V Enterprises | 4252.04 | 332.0285 SCH | 007727 | 03/13/2025 | 1 | 6541.60 | 03/13/2025 | Book |