Aldridge, Irene, 1975-

Big data science in finance / by Irene Aldridge, Marco Avellaneda. - 1 online resource

Includes bibliographical references and index.

Why big data? -- Neural networks in finance -- Supervised models -- Semi-supervised learning -- Letting the data speak with unsupervised learning -- Big data factor models -- Data as a signal versus noise -- Applications : big data in options pricing and stochastic modeling -- Data clustering.

"Data Science has overtaken the way the finance and investment is done on Wall Street. All tools and techniques driving decision-making are being revamp with the help of applied mathematics and code"--

9781119602972 9781119602996

2020032933


Finance--Decision making--Data processing.
Big data.
Neural networks (Computer science)
Finance--Mathematical models.

HG4012.5

332.0285/57