Machine learning and AI in finance:
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London ; New York
Routledge
2021
|
| Ausgabe: | First published |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | x, 120 Seiten Illustrationen, Diagramme |
| ISBN: | 9780367703325 9780367703332 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | Contents Citation Information Notes on Contributors Foreword Marcos López de Prado Introduction Germán G. Creamer, Gary Kazantsev and Tomaso Aste 1 Universal features of price formation in financial markets: perspectives from deep learning Justin Sirignano and Rama Cont vi viii ix 1 5 2 Far from the madding crowd: collective wisdom in prediction markets Giulio Bottazzi and Daniele Giachini 16 3 Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics Ying Chen, Wee Song Chua and Wolfgang Karl Hardie 27 4 Forecasting market states Pier Francesco Procacci and Tomaso Aste 44 5 Encoding of high-frequency order information and prediction of short-term stock priceby deep learning Daigo Tashiro, Hiroyasu Matsushima, Kiyoshi Izumi and Hiroki Sakaji 52 6 Attention mechanism in the prediction of stock price movement by using LSTM: Evidence from the Hong Kong stock market Shun Chen and Lei Ge 60 7 Learning multi-market microstructure from order book data Geonhwan Ju, Kyoung-Kuk Kim and Dong-Young Lim 69 8 A non-linear causality test: a machine learning approach for energy futures forecast German G. Creamer and Chihoon Lee 82 9 The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios Igor Halperin 94 10 Detection of false investment strategies using unsupervised learning methods Marcos López de Prado and Michael J. Lewis Index 105 116
|
| adam_txt |
Contents Citation Information Notes on Contributors Foreword Marcos López de Prado Introduction Germán G. Creamer, Gary Kazantsev and Tomaso Aste 1 Universal features of price formation in financial markets: perspectives from deep learning Justin Sirignano and Rama Cont vi viii ix 1 5 2 Far from the madding crowd: collective wisdom in prediction markets Giulio Bottazzi and Daniele Giachini 16 3 Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics Ying Chen, Wee Song Chua and Wolfgang Karl Hardie 27 4 Forecasting market states Pier Francesco Procacci and Tomaso Aste 44 5 Encoding of high-frequency order information and prediction of short-term stock priceby deep learning Daigo Tashiro, Hiroyasu Matsushima, Kiyoshi Izumi and Hiroki Sakaji 52 6 Attention mechanism in the prediction of stock price movement by using LSTM: Evidence from the Hong Kong stock market Shun Chen and Lei Ge 60 7 Learning multi-market microstructure from order book data Geonhwan Ju, Kyoung-Kuk Kim and Dong-Young Lim 69 8 A non-linear causality test: a machine learning approach for energy futures forecast German G. Creamer and Chihoon Lee 82 9 The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios Igor Halperin 94 10 Detection of false investment strategies using unsupervised learning methods Marcos López de Prado and Michael J. Lewis Index 105 116 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author2 | Creamer Guillén, Germán Kazantsev, Gary Aste, Tomaso |
| author2_role | edt edt edt |
| author2_variant | g g c gg ggc g k gk t a ta |
| author_GND | (DE-588)171346696 (DE-588)1234179350 (DE-588)173347282 (DE-588)1078853738 |
| author_facet | Creamer Guillén, Germán Kazantsev, Gary Aste, Tomaso |
| building | Verbundindex |
| bvnumber | BV047248242 |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)1252703777 (DE-599)BVBBV047248242 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | First published |
| format | Book |
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| index_date | 2024-07-03T17:06:49Z |
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| isbn | 9780367703325 9780367703332 |
| language | English |
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| physical | x, 120 Seiten Illustrationen, Diagramme |
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| publisher | Routledge |
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| spelling | Machine learning and AI in finance edited by Germán G. Creamer, Gary Kazantsev, Tomaso Aste ; foreword by Marcos López de Prado First published London ; New York Routledge 2021 x, 120 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Marktstruktur (DE-588)4037647-3 gnd rswk-swf Strategie (DE-588)4057952-9 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Künstliche Intelligenz (DE-588)4033447-8 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Simulation (DE-588)4055072-2 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Maschinelles Lernen (DE-588)4193754-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzierung (DE-588)4017182-6 s Kreditmarkt (DE-588)4073788-3 s Maschinelles Lernen (DE-588)4193754-5 s Künstliche Intelligenz (DE-588)4033447-8 s Zeitreihenanalyse (DE-588)4067486-1 s Marktstruktur (DE-588)4037647-3 s Simulation (DE-588)4055072-2 s Investition (DE-588)4027556-5 s Strategie (DE-588)4057952-9 s b DE-604 Creamer Guillén, Germán (DE-588)171346696 edt Kazantsev, Gary (DE-588)1234179350 edt Aste, Tomaso (DE-588)173347282 edt López de Prado, Marcos M. 1975- (DE-588)1078853738 wpr Erscheint auch als Online-Ausgabe 978-1-003-14571-4 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032652377&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Machine learning and AI in finance Zeitreihenanalyse (DE-588)4067486-1 gnd Marktstruktur (DE-588)4037647-3 gnd Strategie (DE-588)4057952-9 gnd Kreditmarkt (DE-588)4073788-3 gnd Künstliche Intelligenz (DE-588)4033447-8 gnd Finanzierung (DE-588)4017182-6 gnd Simulation (DE-588)4055072-2 gnd Investition (DE-588)4027556-5 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
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| title | Machine learning and AI in finance |
| title_auth | Machine learning and AI in finance |
| title_exact_search | Machine learning and AI in finance |
| title_exact_search_txtP | Machine learning and AI in finance |
| title_full | Machine learning and AI in finance edited by Germán G. Creamer, Gary Kazantsev, Tomaso Aste ; foreword by Marcos López de Prado |
| title_fullStr | Machine learning and AI in finance edited by Germán G. Creamer, Gary Kazantsev, Tomaso Aste ; foreword by Marcos López de Prado |
| title_full_unstemmed | Machine learning and AI in finance edited by Germán G. Creamer, Gary Kazantsev, Tomaso Aste ; foreword by Marcos López de Prado |
| title_short | Machine learning and AI in finance |
| title_sort | machine learning and ai in finance |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Marktstruktur (DE-588)4037647-3 gnd Strategie (DE-588)4057952-9 gnd Kreditmarkt (DE-588)4073788-3 gnd Künstliche Intelligenz (DE-588)4033447-8 gnd Finanzierung (DE-588)4017182-6 gnd Simulation (DE-588)4055072-2 gnd Investition (DE-588)4027556-5 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
| topic_facet | Zeitreihenanalyse Marktstruktur Strategie Kreditmarkt Künstliche Intelligenz Finanzierung Simulation Investition Maschinelles Lernen Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032652377&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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