MARC details
000 -LEADER |
fixed length control field |
03124nam a22002657a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20220704123352.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
220704b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781119602989 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.028557 |
Item number |
ALD |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Aldridge, Irene |
245 ## - TITLE STATEMENT |
Title |
Big data science in finance |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Name of publisher, distributor, etc. |
John Wiley & Sons, Inc. |
Place of publication, distribution, etc. |
New Jersey |
Date of publication, distribution, etc. |
2021 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
viii, 328 p. |
365 ## - TRADE PRICE |
Price type code |
USD |
Price amount |
124.95 |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
TABLE OF CONTENTS<br/>Foreword<br/><br/>Why Big Data?<br/><br/>Neural Networks in Finance<br/><br/>Supervised Models<br/><br/>Semi-supervised Learning<br/><br/>Letting the Data Speak with Unsupervised Learning<br/><br/>Big Data Factor Models<br/><br/>Data as a Signal versus Noise<br/><br/>Applications: Big Data in Options Pricing and Stochastic Modeling<br/><br/>Data Clustering<br/><br/>Conclusions |
520 ## - SUMMARY, ETC. |
Summary, etc. |
Explains the mathematics, theory, and methods of Big Data as applied to finance and investing<br/><br/>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.<br/><br/>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:<br/><br/>Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samples<br/>Explains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD)<br/>Covers vital topics in the field in a clear, straightforward manner<br/>Compares, contrasts, and discusses Big Data and Small Data<br/>Includes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slides<br/>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. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Big data |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Neural networks (Computer science) |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance--Decision making--Data processing |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance--Mathematical models |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance--Data processing |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Investments--Data processing |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Avellaneda, Marco |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Book |