ACHTUNG: Wartung im Hintergrund noch ca. 21 Minuten aktiv. Artikel, die zu Warenkorb/Merkliste hinzugefügt werden, sind erst nach Abschluss der Wartung sichtbar.
Merkliste
Die Merkliste ist leer.
Der Warenkorb ist leer.
Kostenloser Versand möglich
Kostenloser Versand möglich
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.

Artificial Intelligence for Financial Markets

The Polymodel Approach
BuchGebunden
Verkaufsrang14822inMathematik
CHF168.00

Produktinformationen

This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns.
Weitere Beschreibungen

Details

ISBN/GTIN978-3-030-97318-6
ProduktartBuch
EinbandGebunden
VerlagSpringer
Erscheinungsdatum01.06.2022
Auflage22001 A. 1st ed. 2022
Seiten188 Seiten
SpracheEnglisch
MasseBreite 160 mm, Höhe 241 mm, Dicke 16 mm
Gewicht453 g
KategorieMathematik
Weitere Details

Reihe

Kritiken und Kommentare

Über die Autorin/den Autor

Thomas Barrau is a Senior Quantitative Researcher working in the hedge fund AXAInvestment Managers Chorus Ltd. He is working on the development of an Equity MarketNeutral portfolio, from the creation of quantitative trading strategies to the portfolioconstruction. Prior to this, he worked at Societe Generale as banker and financial advisorto small businesses, and as CFO in an aerospace company. He holds a PhD in AppliedMathematics from Paris 1 Pantheon-Sorbonne University. Previously, he validated withhonors three different Masters of Science from Aix-Marseille School of Economics,Ca'Foscari University of Venice and Poitiers IAE.  Raphael Douady is a French mathematician and economist specializing in data science, financial mathematics and chaos theory at the University of Paris I-Panthéon-Sorbonne. He formerly held the Frey Chair of quantitative finance at Stony Brook University and was academic director of the French Laboratory of Excellence on Financial Regulation. He earned his PhD in Hamiltonian dynamics and has more than 25 years of experience in the financial industry. He has particular interest in researching portfolio risks, for which he has developed especially suited powerful nonlinear statistical and data science models, as well as macroeconomics and systemic risk. He founded fin tech firms Riskdata (risk management for the buyside) and Datacore (quantitative portfolio of ETFs) and is Chief Science Officer of NM Fin tech (numerical methods for fixed income trading in China).

Weitere Produkte von Douady, Raphael

Schlagworte

Vorschläge

Zuletzt von mir angeschaut