ファクター投資のための機械学習
Machine Learning for Factor Investing
Python Version
Chapman and Hall/CRC Financial Mathematics Series
Coqueret, Guillaume
Guida, Tony
- 出版社：Chapman & Hall/crc
- 出版年月：2023年 08月
- ISBN：9780367639747
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：340 p.
- DDC分類：332.60285631
- 内容紹介：
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Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection.