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Machine Learning in Quantitative Finance: History, Theory and Applications, William McGhee


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Автор: William McGhee
Название:  Machine Learning in Quantitative Finance: History, Theory and Applications
ISBN: 9781119524342
Издательство: Wiley
Классификация:

ISBN-10: 1119524342
Обложка/Формат: Hardback
Страницы: 304
Вес: 0.51 кг.
Дата издания: 28.08.2020
Серия: Economics/Business/Finance
Язык: English
Размер: H 297 X W 210
Читательская аудитория: General (us: trade)
Ключевые слова: Finance & accounting,Artificial intelligence
Основная тема: Finance & accounting,Artificial intelligence
Подзаголовок: History, theory and applications
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

Written by a senior and well-known member of the Quantitative Finance community who currently runs a research group at a major investment bank, the book will demonstrate the use of machine learning techniques to tackle traditional data science type problems - time-series analysis and the prediction of realised volatility but will also look at novel applications. For example, the Universal Approximation Theorem of Neural Networks shows that a neural network can be used to approximate any function (subject to a number of weak conditions), although how the network is trained is not given. This will be explored within the book. Specific applications will include using a trained neural network to represent market-standard volatility smile models (such as SABR) as well as complex derivative pricing. The book will also potentially look at training a network via reinforcement learning to risk manage a derivatives portfolio. Readers will be attracted by a comprehensive presentation of the techniques available, with the historical perspective providing intuitive understanding of their development, combined with a range of practical examples from the trading floor.

Key features:

  • Describes modern machine learning techniques including deep neural networks, reinforcement learning, long-short term memory networks, etc.
  • Provides applications of these techniques to problems within Quantitative Finance (including applications to derivatives modelling)
  • Presents the historical development of the subject from MENACE to Alpha Go Zero and AlphaZero


Artificial intelligence and machine learning applications in civil, mechanical, and industrial engineering

Автор: Gebrail Bekda, Sinan Melih Nigdeli
Название: Artificial intelligence and machine learning applications in civil, mechanical, and industrial engineering
ISBN: 1799803023 ISBN-13(EAN): 9781799803027
Издательство: Mare Nostrum (Eurospan)
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Цена: 198530.00 T
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Описание: Presents innovative research on the methods and implementation of machine learning and AI in multiple facets of engineering. While highlighting topics including control devices, geotechnology, and artificial neural networks, this book is designed for engineers, academics, researchers, practitioners, and students.

A primer on machine learning applications in civil engineering /

Автор: Deka, Paresh Chandra,
Название: A primer on machine learning applications in civil engineering /
ISBN: 113832339X ISBN-13(EAN): 9781138323391
Издательство: Taylor&Francis
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Цена: 100030.00 T
Наличие на складе: Нет в наличии.
Описание: This book provides a broad overview of the available machine learning techniques for solving civil engineering problems including drought forecasting, river flow forecasting, precipitation forecasting, and significant wave height forecasting. Fundamentals of both theoretical and practical aspects are discussed in varied domains.

Machine Vision: Applications & Systems

Автор: Beata Akselsen
Название: Machine Vision: Applications & Systems
ISBN: 1681172682 ISBN-13(EAN): 9781681172682
Издательство: Gazelle Book Services
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Цена: 230210.00 T
Наличие на складе: Невозможна поставка.
Описание: Vision plays an ultimate role for living beings by allowing them to cooperate with the environment in an actual and competent way. The crucial objective of Machine Vision is to provide artificial systems with adequate capabilities to cope with not a priori predetermined situations. While computer vision is focused mainly on image processing at the level of hardware, machine vision most often requires the use of additional hardware and computer networks to transmit information generated by the other process components, such as a robot arm. Machine vision is a subcategory of engineering machinery, dealing with issues of information technology, optics, mechanics and industrial automation. One of the most common applications of machine vision is inspection of the products such as microprocessors, cars, food and pharmaceuticals. Machine vision systems are used increasingly to solve problems of industrial inspection, allowing for complete automation of the inspection process and to increase its accuracy and efficiency. As is the case for inspection of products on the production line, made by people, so in case of application for that purpose machine vision systems are used digital cameras, smart cameras and image processing software. This book entitled Machine Vision - Applications and Systems presents the possible applications of machine vision in the present. The book places particular emphasis on the engineering and technology aspects of image processing and computer vision. Machine Vision is not restricted any more to industrial environments, where situations and tasks are shortened and very specific, but it is now prevalent to support system solutions of routine life problems.

Quantitative Analysis for System Applications: Data Science and Analytics Tools and Techniques

Автор: Daniel A McGrath
Название: Quantitative Analysis for System Applications: Data Science and Analytics Tools and Techniques
ISBN: 1634624238 ISBN-13(EAN): 9781634624237
Издательство: Gazelle Book Services
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Цена: 71490.00 T
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Описание:

As data holdings get bigger and questions get harder, data scientists and analysts must focus on the systems, the tools and techniques, and the disciplined process to get the correct answer, quickly Whether you work within industry or government, this book will provide you with a foundation to successfully and confidently process large amounts of quantitative data.

Here are just a dozen of the many questions answered within these pages:

  1. What does quantitative analysis of a system really mean?
  2. What is a system?
  3. What are big data and analystics?
  4. How do you know your numbers are good?
  5. What will the future data science environment look like?
  6. How do you determine data provenance?
  7. How do you gather and process information, and then organize, store, and synthesize it?
  8. How does an organization implement data analytics?
  9. Do you really need to think like a Chief Information Officer?
  10. What is the best way to protect data?
  11. What makes a good dashboard?
  12. What is the relationship between eating ice cream and getting attacked by a shark?

The nine chapters in this book are arranged in three parts that address systems concepts in general, tools and techniques, and future trend topics. Systems concepts include contrasting open and closed systems, performing data mining and big data analysis, and gauging data quality. Tools and techniques include analyzing both continuous and discrete data, applying probability basics, and practicing quantitative analysis such as descriptive and inferential statistics. Future trends include leveraging the Internet of Everything, modeling Artificial Intelligence, and establishing a Data Analytics Support Office (DASO).

Many examples are included that were generated using common software, such as Excel, Minitab, Tableau, SAS, and Crystal Ball. While words are good, examples can sometimes be a better teaching tool. For each example included, data files can be found on the companion website. Many of the data sets are tied to the global economy because they use data from shipping ports, air freight hubs, largest cities, and soccer teams. The appendices contain more detailed analysis including the 10 T's for Data Mining, Million Row Data Audit (MRDA) Processes, Analysis of Rainfall, and Simulation Models for Evaluating Traffic Flow.


Machine Vision and Its Applications

Автор: Lesley Martha
Название: Machine Vision and Its Applications
ISBN: 1632403323 ISBN-13(EAN): 9781632403322
Издательство: Неизвестно
Цена: 183860.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Machine intelligence and knowledge engineering for robotic applications

Название: Machine intelligence and knowledge engineering for robotic applications
ISBN: 3642873898 ISBN-13(EAN): 9783642873898
Издательство: Springer
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Цена: 74490.00 T
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Описание: Proceedings of the NATO Advanced Research Workshop on Machine Intelligence and Knowledge Engineering for Robotic Applications held at Maratea, Italy, May 12-16, 1986

Signal Processing and Machine Learning with Applications

Автор: Michael M. Richter; Sheuli Paul
Название: Signal Processing and Machine Learning with Applications
ISBN: 3319453718 ISBN-13(EAN): 9783319453712
Издательство: Springer
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Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Signal processing captures, interprets, describes and manipulates physical phenomena. Mathematics, statistics, probability, and stochastic processes are among the signal processing languages we use to interpret real-world phenomena, model them, and extract useful information. This book presents different kinds of signals humans use and applies them for human machine interaction to communicate. Signal Processing and Machine Learning with Applications presents methods that are used to perform various Machine Learning and Artificial Intelligence tasks in conjunction with their applications. It is organized in three parts: Realms of Signal Processing; Machine Learning and Recognition; and Advanced Applications and Artificial Intelligence. The comprehensive coverage is accompanied by numerous examples, questions with solutions, with historical notes. The book is intended for advanced undergraduate and postgraduate students, researchers and practitioners who are engaged with signal processing, machine learning and the applications.

Ensembles in Machine Learning Applications

Автор: Oleg Okun; Giorgio Valentini; Matteo Re
Название: Ensembles in Machine Learning Applications
ISBN: 3662507064 ISBN-13(EAN): 9783662507063
Издательство: Springer
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Цена: 113180.00 T
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Описание: This book collects papers from the 3rd Workshop on Supervised and Unsupervised Ensemble Methods and their Applications (SUEMA), held as part of the 2010 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases.

Machine Learning Methods for Ecological Applications

Автор: Alan H. Fielding
Название: Machine Learning Methods for Ecological Applications
ISBN: 1461374138 ISBN-13(EAN): 9781461374138
Издательство: Springer
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Цена: 148020.00 T
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Описание: This is the first text aimed at introducing machine learning methods to a readership of professional ecologists. All but one of the chapters have been written by ecologists and biologists who highlight the application of a particular method to a particular class of problem.

Data Analysis, Machine Learning and Applications

Автор: Christine Preisach; Hans Burkhardt; Lars Schmidt-T
Название: Data Analysis, Machine Learning and Applications
ISBN: 3540782397 ISBN-13(EAN): 9783540782391
Издательство: Springer
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Цена: 186290.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains the selected papers in the field of data analysis, machine learning and applications presented during the 31st Annual Conference of the German Classification Society (Gesellschaft fur Klassifikation - GfKl), which was held at the Albert-Ludwigs-University in Freiburg, Germany, in March 2007.

Dynamic Fuzzy Pattern Recognition with Applications to Finance and Engineering

Автор: Larisa Angstenberger
Название: Dynamic Fuzzy Pattern Recognition with Applications to Finance and Engineering
ISBN: 9048157757 ISBN-13(EAN): 9789048157754
Издательство: Springer
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Цена: 153720.00 T
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Описание: Dynamic Fuzzy Pattern Recognition with Applications to Finance and Engineering focuses on fuzzy clustering methods which have proven to be very powerful in pattern recognition and considers the entire process of dynamic pattern recognition.

Advanced Machine Learning Technologies and Applications

Автор: Aboul Ella Hassanien; Abdel-Badeeh M. Salem; Rabie
Название: Advanced Machine Learning Technologies and Applications
ISBN: 3642353258 ISBN-13(EAN): 9783642353253
Издательство: Springer
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Цена: 46570.00 T
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Описание: This book constitutes the refereed proceedings of the First International Conference on Advanced Machine Learning Technologies and Applications, AMLTA 2012, held in Cairo, Egypt, in December 2012.


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