Big data science in finance /
Irene Aldridge, Marco Avellaneda
- John Wiley & Sons, Inc., 2021
- 328 p. ; 24 cm
Explains the mathematics, theory, and methods of Big Data as applied to finance and investing. Data science has fundamentally changed Wall Street-applied mathematics and software code are increasingly driving finance and investment-decision tools. Big Data Science in Finance examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world.