Machine Learning for Factor Investing: R Version - R Version

Summary

The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.

Product details

• Authors: Guillaume Coqueret, Guillaume Guida Coqueret, Tony Guida
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 01.09.2020
• EAN: 9780367473228
• ISBN: 978-0-367-47322-8
• No. of pages: 342
• Series: Chapman and Hall/CRC Financial Mathematics Series
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; machine learning, BUSINESS & ECONOMICS / Statistics, BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Finance / Financial Engineering, Economic statistics, Applied mathematics, Investment & securities, Investment and securities, COMPUTERS / Data Science / Machine Learning, COMPUTERS / Data Science / General, Econometrics and economic statistics, COMPUTERS / Languages / Ruby