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Macroeconomic Forecasting Using Alternative Data: Techniques for Applying Big Data and Machine Learning
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Macroeconomic Forecasting Using Alternative Data: Techniques for Applying Big Data and Machine Learning (Paperback)

£76.95
Pre-order for despatch on publication.

Synopsis

Macroeconomic Forecasting Using Alternative Data: Techniques for Applying Big Data and Machine Learning applies computer science to the demands of macroeconomic forecasting. It is the first book to combine machine learning methods with macroeconomics. By using artificial intelligence and machine learning techniques, it unlocks the increased forecasting accuracy offered by alternative data sources. Through its interdisciplinary approach, readers learn how to use big datasets efficiently and effectively.

BusinessEconomicsEconometricsBusinessEconomicsMacroeconomicsComputing & ITDatabasesData capture & analysis Publisher: Elsevier Science Publishing Co Inc Publication Date: 01/01/2022 ISBN-13: 9780128191217  Details: Type: Paperback Format: Books
Availability: Pre-order for despatch on publication. Pre-Order

Apurv Jain is the Senior Finance Lead and Co-Founder of the Economic Measurement Group at Microsoft. His team of scientists from Microsoft Research, ML experts from BingPredicts, and traders from Capital Markets Group use web-scale data (search, twitter etc.) to understand and predict the economy and the financial markets. Apurv sets the external product and research agenda, and he is the portfolio manager for an internal $150 mm portfolio devoted to testing our ideas. His alternate data and AI based strategies have a positive 3 year track record. He is also a visiting researcher at Harvard Business School.

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