TY  - BOOK
AU  - Jurczenko,Emmanuel
TI  - Machine learning for asset management: new developments and financial 
T2  - Innovation, entrepreneurship and management series
SN  - 9781119751182
AV  - HG4515.5 
U1  - 332.6028563/1 23
PY  - 2020///
CY  - London, Hoboken, NJ
PB  - ISTE Ltd., Wiley
KW  - Investments
KW  - Data processing
KW  - Machine learning
KW  - Investissements
KW  - Informatique
KW  - Apprentissage automatique
KW  - fast
N1  - Includes bibliographical references and index
N2  - 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
UR  - https://onlinelibrary.wiley.com/doi/book/10.1002/9781119751182
ER  -