Description
- an original machine learning method for strategic asset allocation;
- the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; and
- techniques other than neural networks, such as nonlinear and linear programming, principal component analysis, reinforcement learning, dynamic programming, and clustering.
The authors use technical and nontechnical arguments to accommodate readers with different levels of mathematical preparation. Readers will find the book easy to read yet rigorous and a large number of exercises.
Book Information
ISBN 9781611977899
Author Henry Schellhorn
Format Paperback
Page Count 277
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.