Handbook of alternative data in finance. Volume I /

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 Al...

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Bibliographic Details
Corporate Author:	Taylor & Francis
Other Authors:	Mitra, Gautam (Editor), Erlwein-Sayer, Christina (Editor), Hoang, Kieu Thi (Editor), Roman, Diana (Editor), Sadik, Zryan (Editor)
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, 2023.
Edition:	First edition.
Series:	CRC Press/OptiRisk Series in Finance
Subjects:	Finance > Data processing. Finance > Mathematical models. Finances > Informatique. Finances > Modèles mathématiques. BUSINESS & ECONOMICS / Finance MATHEMATICS / Applied Finance > Data processing Finance > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book

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 Risks Alternative Data Implications for Strategic Asset Allocation: Multi-Subordination Levy Processes Approach.Boryana Racheva-IotovaPart IV.C. Case Studies on ESG.Chapter 16. ESG Controversies and Stock Returns.Tiago Quevedo Teodoro, Joshua Clark-Bell and Richard L. PetersonChapter 17. Oil and Gas Drilling Waste: A Material Externality.J. Blake ScottChapter 18: ESG Scores and Price Momentum Are Compatible: Revisited.Matus PadysakPart V. Directory of Alternative Data Vendors.