Big Data Science in Finance - Couverture rigide

Aldridge, Irene; Avellaneda, Marco

Couverture rigide

ISBN 10 : 111960298X ISBN 13 : 9781119602989

Editeur : John Wiley & Sons Inc, 2021

Synopsis

Explains the mathematics, theory, and methods of Big Data as applied to finance and investing

Data science has fundamentally changed Wall Street--applied mathematics and software code are increasingly driving finance and investment-decision tools. Big Data Science in Finance examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world. Marco Avellaneda, a leader in quantitative finance, and quantitative methodology author Irene Aldridge help readers harness the power of Big Data.

Comprehensive in scope, this book offers in-depth instruction on how to separate signal from noise, how to deal with missing data values, and how to utilize Big Data techniques in decision-making. Key topics include data clustering, data storage optimization, Big Data dynamics, Monte Carlo methods and their applications in Big Data analysis, and more. This valuable book:

• Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samples
• Explains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD)
• Covers vital topics in the field in a clear, straightforward manner
• Compares, contrasts, and discusses Big Data and Small Data
• Includes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slides

Big Data Science in Finance: Mathematics and Applications is an important, up-to-date resource for students in economics, econometrics, finance, applied mathematics, industrial engineering, and business courses, and for investment managers, quantitative traders, risk and portfolio managers, and other financial practitioners.

A propos du livre

À propos de l'auteur

IRENE ALDRIDGE is President and Managing Director, Research of AbleMarkets, a company that provides Big Data services to capital markets. She is also a visiting professor at Cornell University.

More information at irenealdridge.com

MARCO AVELLANEDA, PHD, is associated with Finance Concepts, a consulting firm he founded in 2003 and is a faculty member at New York University-Courant. He is regularly published in scientific journals like Quantitative Finance, Risk Magazine, and the International Journal of Theoretical and Applied Finance.

More information at marco-avellaneda.com

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2021
• Langue: anglais
• ISBN 10: 111960298X
• ISBN 13: 9781119602989
• Reliure: Relié
• Nombre de pages: 336
• Coordonnées du fabricant: JOSSEY-BASS; https://www.wiley.com/en-us; ; 111 River Street; Hoboken; NJ; 7030; Etats-Unis
• Personne responsable: non disponible