rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Handbook of alternative data in finance
    part number: Volume I
  name:
    name part: Mitra, Gautam
    role:
      role term: editor.
  name:
    name part: Erlwein-Sayer, Christina
    role:
      role term: editor.
  name:
    name part: Hoang, Kieu Thi
    role:
      role term: editor.
  name:
    name part: Roman, Diana
    role:
      role term: editor.
  name:
    name part: Sadik, Zryan
    role:
      role term: editor.
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: flu
    date issued: 2023
    edition: First edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (1 volume).
  abstract: Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics Features chapters from many leading researchers and practitioners
  table of contents: Chapter 1. Alternative Data: Overview Gautam Mitra, Kieu Thi Hoang, Alexander Gladilin, Yuanqi Chu, Keith Black and Ganesh ManiPart I. Alternative Data: Processing and Impact.Chapter 2. Contemplation and Reflection on Using Alternative Data for Trading and Fund Management David JessopChapter 3. Global Economy and Markets Sentiment Model.Jacob Gelfand, Kamilla Kasymova, Seamus O Shea and Weijie TanPart II. Coupling Models with Alternative Data for Financial AnalyticsChapter 4. Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News SentimentZhixin Cai, Christina Erlwein-Sayer and Gautam MitraChapter 5. AI, Machine Learning and Quantitative Models.Gautam Mitra, Yuanqi Chu, Arkaja Chakraverty and Zryan SadikPart III. Handling Different Alternative Datasets.Chapter 6. Asset Allocation Strategies: Enhanced by Micro-Blog.Zryan Sadik, Gautam Mitra, Shradha Berry and Diana RomanChapter 7. Asset Allocation Strategies: Enhanced by News.Zryan Sadik, Gautam Mitra, Ziwen Tan, Christopher Kantos and Dan JoldzicChapter 8. Extracting Structured Datasets from Textual Sources: Some Examples.Matteo Campellone and Francesco CricchioChapter 9. Comparative Analysis of NLP Approaches for Earnings Calls.Christopher Kantos, Dan Joldzic, Gautam Mitra and Kieu Thi HoangChapter 10. Sensors Data. Alexander Gladilin, Kieu Thi Hoang, Gareth Williams and Zryan SadikPart IV. Alternative Data Use Cases in Finance.Part IV.A. Application in Trading and Fund Management( Finding New Alpha).Chapter 11. Media Sentiment Momentum.Anthony Luciani, Changjie Liu and Richard PetersonChapter 12. Defining Market States with Media Sentiment.Tiago Quevedo Teodoro, Joshua Clark-Bell and Richard L. PetersonPart IV.B. Application in Risk ControlChapter 13. A Quantitative Metric for Corporate Sustainability.Dan diBartolomeo and William ZieffChapter 14. Hot off the Press: Predicting Intraday Risk and Liquidity with News Analytics. Ryoko Ito, Giuliano De Rossi and Michael SteliarosChapter 15. Exogenous R…
  target audience: general
  note: edited by Gautam Mitra, Christina Erlwein-Sayer, Kieu Thi Hoang, Diana Roman, Zryan Sadik.
  note: Includes bibliographical references and index.
  note: Gautam Mitra is founder and MD of Optirisk Systems. He is internationally renowned research scientist in the field of Operational Research in general and computational optimization and modeling in particular. He is an alumni of UCL and currently a visiting professor at UCL. In 2004 he was awarded the title of distinguished professor⁰ by Brunel University in recognition of his contributions in the domain of computational optimization, risk analytics and modeling. Professor Mitra is also the founder and chairman of the sister company UNICOM seminars. Christina Erlwein-Sayer is a consultant and associate researcher at OptiRisk Systems. Her research interests lie in financial analytics, portfolio optimisation and risk management with sentiment analysis, involving time series modelling and machine learning techniques. She holds a professorship in Financial Mathematics and Statistics at HTW University of Applied Sciences, Berlin. She completed her PhD in Mathematics at Brunel University, London in 2008. She was then a researcher and consultant in the Financial Mathematics Department at Fraunhofer ITWM, Kaiserslautern, Germany. Between 2015 and 2018, prior to joining HTW Berlin in 2019, she was a full-time senior quantitative analyst and researcher at OptiRisk Systems, London, UK. She teaches modules on statistics, machine learning and financial mathematics and is part of the CSAF faculty. Christina is an experienced presenter at conferences and workshops: amongst others, she presented at workshops in London, IIM Calcutta in Kolkata and Mumbai and in Washington to World Bank. Kieu Thi Hoang is a Financial Analyst and Relationship Manager at OptiRisk Systems. Kieu has a bachelor⁰́₉s degree (with high distinction) in International Economics from Foreign Trade University, Hanoi, Vietnam. She was among the top ₁at Brunel University, London (2018). His research interests include news sentiment analysis, macroeconomic sentiment analysis, stochastic volatility models, filtering i…
  subject:
    topic: Finance
    topic: Data processing
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Finances
    topic: Informatique
  subject:
    topic: Finances
    topic: Modèles mathématiques
  subject:
    topic: BUSINESS & ECONOMICS / Finance
  subject:
    topic: MATHEMATICS / Applied
  subject:
    topic: Finance
    topic: Data processing
  subject:
    topic: Finance
    topic: Mathematical models
  classification: HG101 .H36 2023
  classification: HG173
  classification: 332.028541
  related item:
    title info:
      title: CRC Press/OptiRisk Series in Finance
  identifier: 9781000897913
  identifier: 1000897915
  identifier: 9781003293644
  identifier: 1003293646
  identifier: 9781000897982
  identifier: 1000897982
  identifier: 9781032276700
  identifier: 9781032276489
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: TYFRS
    record creation date: 230623
    record change date: 20241111204756.9
    record identifier: in00005528252
    language of cataloging:
      language term: eng