Machine Learning in Quantitative Finance: History, Theory, and Applications

by William McGhee

Written by a senior and well-known member of the Quantitative Finance community who currently runs a research group at a major investment bank, the book will demonstrate the use of machine learning techniques to tackle traditional data science type problems - time-series analysis and the prediction of realised volatility but will also look at novel applications. For example, the Universal Approximation Theorem of Neural Networks shows that a neural...

• Format: Hardcover
• Language: English
• ISBN: 1119524342
• ISBN13: 9781119524342
• Release Date: August 2023
• Publisher: Wiley
• Length: 304 Pages