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Libro Reimpreso
portada Statistical Machine Learning with Applications in Finance
Type
Physical Book
Author
Publisher
Language
English
Pages
480
Format
Hardcover
ISBN13
9789811232336
Categories

Statistical Machine Learning with Applications in Finance

Gordon Ritter (Author) · World Scientific Publishing Company · Hardcover

Statistical Machine Learning with Applications in Finance - Ritter, Gordon

New Book Imported to Taiwan
Delivery: 03 Nov - 18 Nov Shipping: 13 to 19 business days.
NT$ 5,306
NT$ 5,306

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Synopsis "Statistical Machine Learning with Applications in Finance"

This unique compendium develops a general approach to building models of economic and financial processes, with a focus on statistical learning techniques that scale to large data sets. It introduces the key elements of a parametric statistical model: likelihood, prior, and posterior, and show how to use them to make predictions.The book covers classical techniques such as multiple regression and the Kalman filter in a clear, accessible style that has been popular with students, but also includes detailed treatments of state-of-the-art models, highlighting tree-based methods, support vector machines and kernel methods, deep learning, and reinforcement learning. Theories are supplemented by real-world examples.This reference text is useful for undergraduate, graduate and even PhD students in quantitative finance, and also to practitioners who are facing the reality that data science and machine learning are disrupting the industry.

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