Handbook of alternative data in finance. (2023)

• Record Type: Book
• Further Information: Note: Edited by Gautam Mitra, Christina Erlwein-Sayer, Kieu Thi Hoang, Diana Roman, Zryan Sadik.
• Editors: Mitra, Gautam; Erlwein-Sayer, Christina; Hoang, Kieu Thi; Roman, Diana; Sadik, Zryan
• Contents: Chapter 1. Alternative Data: Overview ; Gautam Mitra, Kieu Thi Hoang, Alexander Gladilin, Yuanqi Chu, Keith Black and Ganesh Mani ; ; Part I. Alternative Data: Processing and Impact. Chapter 2. Contemplation and Reflection on Using Alternative Data for Trading and Fund Management ; David Jessop Chapter 3. Global Economy and Markets Sentiment Model. ; Jacob Gelfand, Kamilla Kasymova, Seamus O’Shea and Weijie Tan Part II. Coupling Models with Alternative Data for Financial Analytics Chapter 4. Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment ; Zhixin Cai, Christina Erlwein-Sayer and Gautam Mitra Chapter 5. AI, Machine Learning and Quantitative Models. ; Gautam Mitra, Yuanqi Chu, Arkaja Chakraverty and Zryan Sadik Part III. Handling Different Alternative Datasets. Chapter 6. Asset Allocation Strategies: Enhanced by Micro-Blog. ; Zryan Sadik, Gautam Mitra, Shradha Berry and Diana Roman Chapter 7. Asset Allocation Strategies: Enhanced by News. ; Zryan Sadik, Gautam Mitra, Ziwen Tan, Christopher Kantos and Dan Joldzic Chapter 8. Extracting Structured Datasets from Textual Sources: Some Examples; Matteo Campellone and Francesco Cricchio Chapter 9. Comparative Analysis of NLP Approaches for Earnings Calls. ; Christopher Kantos, Dan Joldzic, Gautam Mitra and Kieu Thi Hoang Chapter 10. Sensors Data. ; Alexander Gladilin, Kieu Thi Hoang, Gareth Williams and Zryan Sadik Part IV. Alternative Data Use Cases in Finance; ; Part IV.A. Application in Trading and Fund Management( Finding New Alpha). Chapter 11. Media Sentiment Momentum. ; Anthony Luciani, Changjie Liu and Richard Peterson Chapter 12. Defining Market States with Media Sentiment. ; Tiago Quevedo Teodoro, Joshua Clark-Bell and Richard L. Peterson Part IV.B. Application in Risk Control Chapter 13. A Quantitative Metric for Corporate Sustainability. ; Dan diBartolomeo and William Zieff Chapter 14. Hot off the Press: Predicting Intraday Risk and Liquidity with News Analytics; Ryoko Ito, Giuliano De Rossi and Michael Steliaros Chapter 15. Exogenous Risks Alternative Data Implications for Strategic Asset Allocation: Multi-Subordination Levy Processes Approach. ; Boryana Racheva-Iotova Part IV.C. Case Studies on ESG. Chapter 16. ESG Controversies and Stock Returns. ; Tiago Quevedo Teodoro, Joshua Clark-Bell and Richard L. Peterson Chapter 17. Oil and Gas Drilling Waste: A Material Externality; J. Blake Scott Chapter 18: ESG Scores and Price Momentum Are Compatible: Revisited. ; Matus Padysak Part V. Directory of Alternative Data Vendors.
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2023
• Extent: 1 online resource (576 pages), illustrations (black and white, and colour)
• Subjects: 332.028541; Finance -- Data processing; Finance -- Mathematical models
• Languages: English
• ISBNs: 9781000897982; 9781000897913
• Related ISBNs: 9781032276489
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.