Big Data Science in Finance: Mathematics and Applications (1版)

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【簡介】 Explains the mathematics, theory, and methods of Big Data as applied to finance and investingData 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. Marco Avellaneda, a leader in quantitative finance, and quantitative methodology author Irene Aldridge help readers harness the power of Big Data.Comprehensive in scope, this book offers in-depth instruction on how to separate signal from noise, how to deal with missing data values, and how to utilize Big Data techniques in decision-making. Key topics include data clustering, data storage optimization, Big Data dynamics, Monte Carlo methods and their applications in Big Data analysis, and more. This valuable book: Provides a complete account of Big Data that includes proofs, step-by-step applications, and code samplesExplains the difference between Principal Component Analysis (PCA) and Singular Value Decomposition (SVD)Covers vital topics in the field in a clear, straightforward mannerCompares, contrasts, and discusses Big Data and Small DataIncludes Cornell University-tested educational materials such as lesson plans, end-of-chapter questions, and downloadable lecture slidesBig Data Science in Finance: Mathematics and Applications is an important, up-to-date resource for students in economics, econometrics, finance, applied mathematics, industrial engineering, and business courses, and for investment managers, quantitative traders, risk and portfolio managers, and other financial practitioners.

Big Data Management and Analytics

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【簡介】 With the proliferation of information, big data management and analysis have become an indispensable part of any system to handle such amounts of data. The amount of data generated by the multitude of interconnected devices increases exponentially, making the storage and processing of these data a real challenge. Big data management and analytics have gained momentum in almost every industry, ranging from finance or healthcare. Big data can reveal key insights if handled and analyzed properly; it has great application potential to improve the working of any industry. This book covers the spectrum aspects of big data; from the preliminary level to specific case studies. It will help readers gain knowledge of the big data landscape. Highlights of the topics covered include description of the Big Data ecosystem; real-world instances of big data issues; how the Vs of Big Data (volume, velocity, variety, veracity, valence, and value) affect data collection, monitoring, storage, analysis, and reporting; structural process to get value out of Big Data and recognize the differences between a standard database management system and a big data management system. Readers will gain insights into choice of data models, data extraction, data integration to solve large data problems, data modelling using machine learning techniques, Spark's scalable machine learning techniques, modeling a big data problem into a graph database and performing scalable analytical operations over the graph and different tools and techniques for processing big data and its applications including in healthcare and finance. 【目錄】 Contents: Introduction to Big Data Big Data Management and Modeling Big Data Processing Big Data Analytics and Machine Learning Big Data Analytics Through Visualization Taming Big Data with Spark 2.0 Managing Big Data in Cloud Storage Big Data in Healthcare Big Data in Finance Enabling Tools and Technologies for Big Data Analytics References Index