Machine Learning for Factor Investing: R Version

Junghenn, Hugo D

Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It provides valuable, practical information about credit risks, exotic/hybrid options, retirement plans/pensions, life insurance, portfolio selection, incentive schemes, and interest rate modeling. The book presents a variety of novel mathematical methods involving finite-difference, Monte Carlo, and fast Fourier transform techniques. It also offers realistic alternatives to the VaR approach used in financial risk management practice and identifies potential pitfalls of standard methodologies.

Bian, Cheng

Gong, Jian

Fanelli, Viviana

This book introduces machine learning in finance and illustrates how to integrate computational tools with numerical finance with real world applications.