The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.
Perspectives in Sustainable Equity Investing is an up-to-date review of the academic literature on sustainable equity investing. It covers more than 800 academic sources grouped into six thematic chapters.
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection.