Machine Learning for Asset Management

Know about the book -

Machine Learning for Asset Management is written by Emmanuel Jurczenko and published by John Wiley & Sons. It's available with International Standard Book Number or ISBN identification 1119751160 (ISBN 10) and 9781119751168 (ISBN 13).

This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.