Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Book of Alternative Data PDF full book. Access full book title The Book of Alternative Data by Alexander Denev. Download full books in PDF and EPUB format.
Author: Alexander Denev Publisher: John Wiley & Sons ISBN: 1119601797 Category : Business & Economics Languages : en Pages : 416
Book Description
The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject. This groundbreaking volume provides readers with a roadmap for navigating the complexities of an array of alternative data sources, and delivers the appropriate techniques to analyze them. The authors—leading experts in financial modeling, machine learning, and quantitative research and analytics—employ a step-by-step approach to guide readers through the dense jungle of generated data. A first-of-its kind treatment of alternative data types, sources, and methodologies, this innovative book: Provides an integrated modeling approach to extract value from multiple types of datasets Treats the processes needed to make alternative data signals operational Helps investors and risk managers rethink how they engage with alternative datasets Features practical use case studies in many different financial markets and real-world techniques Describes how to avoid potential pitfalls and missteps in starting the alternative data journey Explains how to integrate information from different datasets to maximize informational value The Book of Alternative Data is an indispensable resource for anyone wishing to analyze or monetize different non-traditional datasets, including Chief Investment Officers, Chief Risk Officers, risk professionals, investment professionals, traders, economists, and machine learning developers and users.
Author: Tony Guida Publisher: John Wiley & Sons ISBN: 1119522196 Category : Business & Economics Languages : en Pages : 308
Book Description
Get to know the ‘why’ and ‘how’ of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it’s a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. • Gain a solid reason to use machine learning • Frame your question using financial markets laws • Know your data • Understand how machine learning is becoming ever more sophisticated Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment — and this book shows you how.
Author: Alexander Denev Publisher: John Wiley & Sons ISBN: 1119601797 Category : Business & Economics Languages : en Pages : 416
Book Description
The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject. This groundbreaking volume provides readers with a roadmap for navigating the complexities of an array of alternative data sources, and delivers the appropriate techniques to analyze them. The authors—leading experts in financial modeling, machine learning, and quantitative research and analytics—employ a step-by-step approach to guide readers through the dense jungle of generated data. A first-of-its kind treatment of alternative data types, sources, and methodologies, this innovative book: Provides an integrated modeling approach to extract value from multiple types of datasets Treats the processes needed to make alternative data signals operational Helps investors and risk managers rethink how they engage with alternative datasets Features practical use case studies in many different financial markets and real-world techniques Describes how to avoid potential pitfalls and missteps in starting the alternative data journey Explains how to integrate information from different datasets to maximize informational value The Book of Alternative Data is an indispensable resource for anyone wishing to analyze or monetize different non-traditional datasets, including Chief Investment Officers, Chief Risk Officers, risk professionals, investment professionals, traders, economists, and machine learning developers and users.
Author: Chung-Chi Chen Publisher: Springer Nature ISBN: 9811628815 Category : Application software Languages : en Pages : 102
Book Description
Opinion mining is a prevalent research issue in many domains. In the financial domain, however, it is still in the early stages. Most of the researches on this topic only focus on the coarse-grained market sentiment analysis, i.e., 2-way classification for bullish/bearish. Thanks to the recent financial technology (FinTech) development, some interdisciplinary researchers start to involve in the in-depth analysis of investors' opinions. These works indicate the trend toward fine-grained opinion mining in the financial domain. When expressing opinions in finance, terms like bullish/bearish often spring to mind. However, the market sentiment of the financial instrument is just one type of opinion in the financial industry. Like other industries such as manufacturing and textiles, the financial industry also has a large number of products. Financial services are also a major business for many financial companies, especially in the context of the recent FinTech trend. For instance, many commercial banks focus on loans and credit cards. Although there are a variety of issues that could be explored in the financial domain, most researchers in the AI and NLP communities only focus on the market sentiment of the stock or foreign exchange. This open access book addresses several research issues that can broaden the research topics in the AI community. It also provides an overview of the status quo in fine-grained financial opinion mining to offer insights into the futures goals. For a better understanding of the past and the current research, it also discusses the components of financial opinions one-by-one with the related works and highlights some possible research avenues, providing a research agenda with both micro- and macro-views toward financial opinions.
Author: Graham Elliott Publisher: Elsevier ISBN: 0444627405 Category : Business & Economics Languages : en Pages : 667
Book Description
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics
Author: Paul Moon Sub Choi Publisher: Springer Nature ISBN: 9813361379 Category : Technology & Engineering Languages : en Pages : 306
Book Description
This book introduces readers to recent advancements in financial technologies. The contents cover some of the state-of-the-art fields in financial technology, practice, and research associated with artificial intelligence, big data, and blockchain—all of which are transforming the nature of how products and services are designed and delivered, making less adaptable institutions fast become obsolete. The book provides the fundamental framework, research insights, and empirical evidence in the efficacy of these new technologies, employing practical and academic approaches to help professionals and academics reach innovative solutions and grow competitive strengths.
Author: Boris Groysberg Publisher: Stanford University Press ISBN: 0804787123 Category : Business & Economics Languages : en Pages : 200
Book Description
Wall Street Research: Past, Present, and Future provides a timely account of the dramatic evolution of Wall Street research, examining its rise, fall, and reemergence. Despite regulatory, technological, and global forces that have transformed equity research in the last ten years, the industry has proven to be remarkably resilient and consistent. Boris Groysberg and Paul M. Healy get to the heart of Wall Street research—the analysts engaged in the process—and demonstrate how the analysts' roles have evolved, what drives their performance today, and how they stack up against their buy-side counterparts. The book unpacks key trends and describes how different firms have coped with shifting pressures. It concludes with an assessment of where equity research is headed in emerging markets, drawing conclusions about this often overlooked corner of Wall Street and the industry's future challenges.
Author: Peter D. Grünwald Publisher: MIT Press ISBN: 0262072815 Category : Minimum description length (Information theory). Languages : en Pages : 736
Book Description
This introduction to the MDL Principle provides a reference accessible to graduate students and researchers in statistics, pattern classification, machine learning, and data mining, to philosophers interested in the foundations of statistics, and to researchers in other applied sciences that involve model selection.
Author: Mihnea C. Moldoveanu Publisher: University of Toronto Press ISBN: 0802099912 Category : Business & Economics Languages : en Pages : 257
Book Description
What constitutes successful thinking in business? What are the techniques used by some of the top minds in the business world to solve problems and create value? In Diaminds, Mihnea Moldoveanu and Roger Martin, creators of the Integrative Thinking curriculum at the Rotman School of Management, draw upon numerous case studies and interviews - as well as theories and models from cognitive psychology, epistemology, analytic philosophy, and semiotics - to present a new conception of successful intelligence that is immediately applicable to business situations. The 'diamind' (or dialogical mind) is characterized by a number of qualities: the ability to simultaneously hold opposing plans, models, and courses of action in mind while retaining the ability to act (bi-stability), logical depth and informational breadth in one's thinking processes (meliorism), the ability to choose among various representations of the world, the self, and others (choicefulness), and the capacity to think about how to analyse and solve a problem while at the same time thinking about the problem itself (polyphony). The authors discuss these concepts in detail, and provide examples and exercises throughout to encourage readers to examine and re-engineer their own thought patterns to develop these qualities and cultivate their own 'diaminds'.
Author: Nicola Gennaioli Publisher: Princeton University Press ISBN: 0691182507 Category : Business & Economics Languages : en Pages : 264
Book Description
How investor expectations move markets and the economy The collapse of Lehman Brothers in September 2008 caught markets and regulators by surprise. Although the government rushed to rescue other financial institutions from a similar fate after Lehman, it could not prevent the deepest recession in postwar history. A Crisis of Beliefs makes us rethink the financial crisis and the nature of economic risk. In this authoritative and comprehensive book, two of today’s most insightful economists reveal how our beliefs shape financial markets, lead to expansions of credit and leverage, and expose the economy to major risks. Nicola Gennaioli and Andrei Shleifer carefully walk readers through the unraveling of Lehman Brothers and the ensuing meltdown of the US financial system, and then present new evidence to illustrate the destabilizing role played by the beliefs of home buyers, investors, and regulators. Using the latest research in psychology and behavioral economics, they present a new theory of belief formation that explains why the financial crisis came as such a shock to so many people—and how financial and economic instability persist. A must-read for anyone seeking insights into financial markets, A Crisis of Beliefs shows how even the smartest market participants and regulators did not fully appreciate the extent of economic risk, and offers a new framework for understanding today’s unpredictable financial waters.
Author: Daniel M. Gurtner Publisher: Bloomsbury Publishing ISBN: 0567026094 Category : Religion Languages : en Pages : 385
Book Description
This is a distinguished list of contributors consider the issue of 'soteriology' in Second Temple literature . Did authors of Second Temple texts concern themselves with 'salvation'? If so, on what terms? What does one need 'salvation' from? And are the parameters of who is included in or excluded from 'salvation' defined? Gurtner's vision in compiling this collection is to collect contributions on a single topic as it is addressed in individual books from the Second Temple period. Working from a sound methodological basis the contributors assess the theme in different books, acknowledging that the approaches in each text are different, depending on issues of genre and provenance. This allows an acute comparison of how this topic is present across a myriad of Second Temple Jewish texts. Throughout the course of the work the notion of 'soteriology' is very broadly conceived. Whilst acknowledging the obviously Christian connotation of the term 'soteriology' the volume similarly acknowledges the usefulness of the term as an heuristic category for careful analysis. The Library of Second Temple Studies is a premier book series that offers cutting-edge work for a readership of scholars, teachers, postgraduate students and advanced undergraduates in the field of Second Temple studies. All the many and diverse aspects of Second Temple study are represented and promoted, including innovative work from historical perspectives, studies using social-scientific and literary theory, and developing theological, cultural and contextual approaches.
Author: Alexander Denev
Author: Tony Guida
Author: Alexander Denev
Author: Chung-Chi Chen
Author: Graham Elliott
Author: Paul Moon Sub Choi
Author: Boris Groysberg
Author: Peter D. Grünwald
Author: Mihnea C. Moldoveanu
Author: Nicola Gennaioli
Author: Daniel M. Gurtner