1.

Record Nr.

UNINA9910816064703321

Autore

Aldridge Irene <1975->

Titolo

Big data science in finance / / by Irene Aldridge, Marco Avellaneda

Pubbl/distr/stampa

Hoboken, New Jersey : , : Wiley, , [2021]

©2021

ISBN

1-119-60299-8

1-119-60297-1

Descrizione fisica

1 online resource (339 pages)

Disciplina

005.7

Soggetti

Big data

Finance - Decision making - Data processing

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

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.

Sommario/riassunto

"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"--