Big Data Science in Finance Contributor(s): Aldridge, Irene (Author), Avellaneda, Marco (Author) |
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ISBN: 111960298X ISBN-13: 9781119602989 Publisher: Wiley OUR PRICE: $112.50 Product Type: Hardcover - Other Formats Published: January 2021 |
Additional Information |
BISAC Categories: - Computers | Computer Science - Business & Economics | Finance - Financial Engineering |
Physical Information: 1" H x 7" W x 10" (1.80 lbs) 336 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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:
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. |