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Machine Learning for Asset Management: New Developments and Financial Applications

by Emmanuel Jurczenko
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Current price ₹15,472.00
Original price ₹17,578.00
Original price ₹17,578.00
Original price ₹17,578.00
(-12%)
₹15,472.00
Current price ₹15,472.00

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Book cover type: Hardcover
  • ISBN13: 9781786305442
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley-Iste
  • Publisher Imprint: Wiley-Iste
  • Publication Date:
  • Pages: 460
  • Original Price: GBP 138.95
  • Language: English
  • Edition: N/A
  • Item Weight: 480 grams
  • BISAC Subject(s): Management Science

This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.

Emmanuel JURCZENKO is Director of Graduate Studies and Professor of Finance at Glion Institute of Higher Education, Switzerland. Prior to this, he spent 13 years as Associate Professor of Finance at ESCP-Europe and worked for ABN-AMRO as Head of Quantitative Analysts where he was in charge of quantitative fund selection. His research focuses on portfolio construction in particular on risk budgeting, factor investing and machine learning estimation techniques.

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