Linear regression for asset pricing /

Linear regression is one of the most straightforward approaches to making price predictions and financial forecasts. In this video series, you'll step into the role of a machine learning engineer at InvRes Bank, a bank that offers financial consulting services to its customers. To better serve...

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Bibliographic Details
Main Authors: Loscheider, Jeremy (Author), Karasan, Abdullah (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: Video
Language:English
Published: [Shelter Island, New York] : Manning Publications, 2025.
Edition:[First edition].
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Linear regression is one of the most straightforward approaches to making price predictions and financial forecasts. In this video series, you'll step into the role of a machine learning engineer at InvRes Bank, a bank that offers financial consulting services to its customers. To better serve your clients, you'll develop regression-based Python machine learning models for financial modeling and asset pricing. You'll update the classic financial algorithms Capital Asset Pricing Theorem (CAPM) and Arbitrage Pricing Theorem (APT) to new automatic machine learning models and improve your understanding of financial data science. These skills are in high demand for portfolio optimization and financial services.
Physical Description:1 online resource (1 video file (4 hr., 33 min.)) : sound, color.
Playing Time:04:33:00