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金融领域的机器学习与数据科学蓝图
book

金融领域的机器学习与数据科学蓝图

by Hariom Tatsat, Sahil Puri, Brad Lookabaugh
May 2025
Intermediate to advanced
432 pages
5h 28m
Chinese
O'Reilly Media, Inc.

Overview

本作品已使用人工智能进行翻译。欢迎您提供反馈和意见:translation-feedback@oreilly.com

在未来几十年里,机器学习和数据科学将彻底改变金融行业。通过这本实用书籍,分析师、交易员、研究人员和开发人员将学习如何构建对行业至关重要的机器学习算法。您将深入探讨机器学习概念,并通过超过20个案例研究,涵盖监督学习、无监督学习、强化学习以及自然语言处理(NLP)。

本书非常适合在对冲基金、投资和零售银行以及金融科技公司工作的专业人士阅读,还深入探讨了投资组合管理、算法交易、衍生品定价、欺诈检测、资产价格预测、情绪分析和聊天机器人开发。您将探索从业者面临的实际问题,并学习由代码和示例支持的科学解决方案。

本书涵盖内容:

  • 基于监督学习的回归模型在交易策略、衍生品定价及投资组合管理中的应用
  • 基于分类的监督学习模型,适用于信用违约风险预测、欺诈检测及交易策略
  • 维度缩减技术,附带投资组合管理、交易策略及收益率曲线构建的案例研究
  • 用于查找相似对象的算法和聚类技术,案例研究包括交易策略和投资组合管理
  • 强化学习模型与技术在构建交易策略、衍生品对冲及投资组合管理中的应用
  • 使用 NLTK 和 scikit-learn 等 Python 库将文本转换为有意义的表示形式的 NLP 技术
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Publisher Resources

ISBN: 9798341658875