Machine Learning for Factor Investing: R Version
eBook - ePub

Machine Learning for Factor Investing: R Version

Guillaume Coqueret, Tony Guida

  1. 342 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Machine Learning for Factor Investing: R Version

Guillaume Coqueret, Tony Guida

Book details
Table of contents
Citations

About This Book

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: R Version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.

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.

All topics are illustrated with self-contained R code samples and snippets that are applied to a large public dataset that contains over 90 predictors. The material, along with the content of the book, 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.

Frequently asked questions

How do I cancel my subscription?
Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
Can/how do I download books?
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
What is the difference between the pricing plans?
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
What is Perlego?
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Do you support text-to-speech?
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Is Machine Learning for Factor Investing: R Version an online PDF/ePUB?
Yes, you can access Machine Learning for Factor Investing: R Version by Guillaume Coqueret, Tony Guida in PDF and/or ePUB format, as well as other popular books in Betriebswirtschaft & Finanzengineering. We have over one million books available in our catalogue for you to explore.

Information

Year
2020
ISBN
9781000176803

Table of contents

  1. Cover
  2. Half Title
  3. Title Page
  4. Copyright Page
  5. Dedication
  6. Table of Contents
  7. Preface
  8. I Introduction
  9. II Common supervised algorithms
  10. III From predictions to portfolios
  11. IV Further important topics
  12. V Appendix
  13. Bibliography
  14. Index
Citation styles for Machine Learning for Factor Investing: R Version

APA 6 Citation

Coqueret, G., & Guida, T. (2020). Machine Learning for Factor Investing: R Version (1st ed.). Chapman and Hall/CRC. Retrieved from https://www.perlego.com/book/4364450 (Original work published 2020)

Chicago Citation

Coqueret, Guillaume, and Tony Guida. (2020) 2020. Machine Learning for Factor Investing: R Version. 1st ed. Chapman and Hall/CRC. https://www.perlego.com/book/4364450.

Harvard Citation

Coqueret, G. and Guida, T. (2020) Machine Learning for Factor Investing: R Version. 1st edn. Chapman and Hall/CRC. Available at: https://www.perlego.com/book/4364450 (Accessed: 21 June 2024).

MLA 7 Citation

Coqueret, Guillaume, and Tony Guida. Machine Learning for Factor Investing: R Version. 1st ed. Chapman and Hall/CRC, 2020. Web. 21 June 2024.