PDF⋙ Financial Signal Processing and Machine Learning (Wiley - IEEE)
Financial Signal Processing and Machine Learning (Wiley - IEEE)
Financial Signal Processing and Machine Learning (Wiley - IEEE) PDF, ePub eBook D0wnl0ad
The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches.Key features:
- Highlights signal processing and machine learning as key approaches to quantitative finance.
- Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.
- Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.
- Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.
From reader reviews:
Sybil Moore:
The reserve untitled Financial Signal Processing and Machine Learning (Wiley - IEEE) is the book that recommended to you to see. You can see the quality of the guide content that will be shown to an individual. The language that author use to explained their ideas are easily to understand. The author was did a lot of analysis when write the book, and so the information that they share for you is absolutely accurate. You also could possibly get the e-book of Financial Signal Processing and Machine Learning (Wiley - IEEE) from the publisher to make you far more enjoy free time.
Kristin Todd:
Exactly why? Because this Financial Signal Processing and Machine Learning (Wiley - IEEE) is an unordinary book that the inside of the guide waiting for you to snap it but latter it will jolt you with the secret it inside. Reading this book next to it was fantastic author who all write the book in such wonderful way makes the content inside easier to understand, entertaining approach but still convey the meaning fully. So , it is good for you because of not hesitating having this anymore or you going to regret it. This amazing book will give you a lot of rewards than the other book get such as help improving your skill and your critical thinking approach. So , still want to hold up having that book? If I were being you I will go to the publication store hurriedly.
Loris Beal:
As a scholar exactly feel bored for you to reading. If their teacher inquired them to go to the library or to make summary for some reserve, they are complained. Just tiny students that has reading's spirit or real their leisure activity. They just do what the trainer want, like asked to go to the library. They go to at this time there but nothing reading seriously. Any students feel that reading is not important, boring in addition to can't see colorful pics on there. Yeah, it is being complicated. Book is very important for you personally. As we know that on this era, many ways to get whatever we want. Likewise word says, ways to reach Chinese's country. Therefore this Financial Signal Processing and Machine Learning (Wiley - IEEE) can make you experience more interested to read.
Read Financial Signal Processing and Machine Learning (Wiley - IEEE) for online ebook
Financial Signal Processing and Machine Learning (Wiley - IEEE) Free PDF d0wnl0ad, audio books, books to read, good books to read, cheap books, good books, online books, books online, book reviews epub, read books online, books to read online, online library, greatbooks to read, PDF best books to read, top books to read Financial Signal Processing and Machine Learning (Wiley - IEEE) books to read online.
Komentar
Posting Komentar