Machine learning for factor investing : Python version /: Python version. (2023)

• Record Type: Book
• Further Information: Note: Guillaume Coqueret, Tony Guida.
• Authors: Coqueret, Guillaume; Guida, Tony, 1979-
• Contents: Part 1. Introduction 1. Notations and data 2. Introduction 3. Factor investing and asset pricing anomalies 4. Data preprocessing Part 2. Common supervised algorithms 5. Penalized regressions and sparse hedging for minimum variance portfolios 6. Tree-based methods 7. Neural networks 8. Support vector machines 9. Bayesian methods Part 3. From predictions to portfolios 10. Validating and tuning 11. Ensemble models 12. Portfolio backtesting Part 4. Further important topics 13. Interpretability 14. Two key concepts: causality and non-stationarity 15. Unsupervised learning 16. Reinforcement learning Part 5. Appendix 17. Data description 18. Solutions to exercises
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2023
• Extent: 1 online resource (340 pages), illustrations (black and white, and colour)
• Subjects: 332.60285631; Investments -- Data processing; Machine learning; Python (Computer program language)
• Languages: English
• ISBNs: 9781000912821; 9781000912807
• Related ISBNs: 9780367639747; 9780367639723
• Notes: 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.