An Introduction to Machine Learning in Quantitative Finance

Hao Ni, Xin Dong, Jinsong Zheng and Guangxi Yu
Additional contact information
Hao Ni: University College London, UK
Xin Dong: Citadel Securities LLC, UK
Jinsong Zheng: Huatai Securities, China
Guangxi Yu: SWS Research, China

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: In today's world, we are increasingly exposed to the words "machine learning" (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.

Keywords: Machine Learning; Quantitative Finance; Supervised Learning Algorithms; Reinforcement Learning; Python; Un-Supervised Learning; Financial Case Study; Statistics; Neural Network; Linear Models; Tree-Based Models (search for similar items in EconPapers)
JEL-codes: C02 C63 (search for similar items in EconPapers)
Date: 2021
ISBN: 9781786349361
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/q0275 (text/html)
Ebook Access is available upon purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:q0275

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().