| Description |
1 online resource (478 p.) |
| Series |
CRC Press/OptiRisk Series in Finance Series |
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CRC Press/OptiRisk Series in Finance Series
|
| Contents |
Cover -- Endorsements -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- Acknowledgments -- Editors and Contributors -- Abbreviations -- CHAPTER 1: Alternative Data: Overview -- PART (I): ALTERNATIVE DATA: PROCESSING AND IMPACT -- CHAPTER 2: Contemplation and Reflection on Using Alternative Data for Trading and Fund Management -- CHAPTER 3: Global Economy and Markets Sentiment Model -- PART (II): COUPLING MODELS WITH ALTERNATIVE DATA FOR FINANCIAL ANALYTICS -- CHAPTER 4: Enhanced Corporate Bond Yield Modeling Incorporating Macroeconomic News Sentiment |
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CHAPTER 5: Artificial Intelligence, Machine Learning and Quantitative Models -- PART (III): HANDLING DIFFERENT ALTERNATIVE DATASETS -- CHAPTER 6: Asset Allocation Strategies: Enhanced by Micro-Blog -- CHAPTER 7: Asset Allocation Strategies: Enhanced by News -- CHAPTER 8: Extracting Structured Datasets from Textual Sources -- Some Examples -- CHAPTER 9: Comparative Analysis of NLP Approaches for Earnings Calls -- CHAPTER 10: Sensors Data -- PART (IV): ALTERNATIVE DATA USE CASES IN FINANCE -- (PART IV.A): Application in Trading and Fund Management (Finding New Alpha) |
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CHAPTER 11: Media Sentiment Momentum -- CHAPTER 12: Defining Market States with Media Sentiment -- (PART IV.B): Application in Risk Control -- CHAPTER 13: A Quantitative Metric for Corporate Sustainability -- CHAPTER 14: Hot Off the Press: Predicting Intraday Risk and Liquidity with News Analytics -- CHAPTER 15: Exogenous Risks, Alternative Data Implications for Strategic Asset Allocation -- Multi-Subordination Levy Processes Approach -- (PART IV.C): Case Studies on ESG -- CHAPTER 16: ESG Controversies and Stock Returns -- CHAPTER 17: Oil and Gas Drilling Waste -- A Material Externality |
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CHAPTER 18: ESG Scores and Price Momentum Are Compatible: Revisited -- PART (V): DIRECTORY OF ALTERNATIVE DATA VENDORS -- ALEXANDRIA TECHNOLOGY -- BLOOMBERG L.P. -- CHINASCOPE -- EXANTE DATA -- FACTEUS -- FACTSET -- GTCOM Technology Corporation -- INFOTRIE FINANCIAL SOLUTIONS -- MARKETPSYCH DATA -- NIKKEI FTRI -- NOWCAST INC. -- RAVENPACK -- REFINITIV -- Index |
| Notes |
Description based upon print version of record |
| Form |
Electronic book
|
| Author |
Erlwein-Sayer, Christina
|
|
Hoang, Kieu Thi
|
|
Roman, Diana
|
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Sadik, Zryan
|
| ISBN |
9781000897913 |
|
1000897915 |
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