Coverart for item
The Resource Financial signal processing and machine learning, edited by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry Malioutov

Financial signal processing and machine learning, edited by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry Malioutov

Label
Financial signal processing and machine learning
Title
Financial signal processing and machine learning
Statement of responsibility
edited by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry Malioutov
Contributor
Subject
Language
eng
Summary
The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches. Key features: -Highlights signal processing and machine learning as key approaches to quantitative finance. -Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems. -Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques. -Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community
Dewey number
006.3/1
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1958-
http://library.link/vocab/relatedWorkOrContributorName
  • Akansu, Ali N.
  • Kulkarni, Sanjeev,
  • Malioutov, Dmitry,
http://library.link/vocab/subjectName
  • Machine learning
  • Signal processing
Label
Financial signal processing and machine learning, edited by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry Malioutov
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Control code
ocn947837670
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781118745632
Level of compression
unknown
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)947837670
Label
Financial signal processing and machine learning, edited by Ali N. Akansu, Sanjeev R. Kulkarni, Dmitry Malioutov
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Control code
ocn947837670
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781118745632
Level of compression
unknown
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)947837670

Library Locations

    • InternetBorrow it
      Albany, Auckland, 0632, NZ
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