Financial Data Analytics with Machine Learning, Optimization and ...

PRAISE FOR
FINANCIAL DATA ANALYTICS

"Really interesting, and an impressive masterpiece! Financial Data Analytics contains a rich amount of material, with original research findings in almost every chapter; many parts of the book will even be directly helpful for my own teaching in business school. In view of its dedication towards data-driven analytical tools genuinely needed in financial problems, I believe that it is the very book that defines the scope of financial data analytics."
-Alain Bensoussan, Fellow of AMS, IEEE, and SIAM; President of INRIA (1984-1996); President of CNES (Centre National d'Etudes Spatiales) (1996-2003); Chairman of ESA Council (European Space Agency) (1999-2002); Former Member of Advisory Board, Mathematical Finance; Lars Magnus Ericsson Chair Professor of Management, Naveen Jindal School of Management, University of Texas at Dallas

"Financial Data Analytics is an exceptional book that integrates mathematics, practical examples, and real-life scenarios. With its focus on real datasets and practical programming codes in Python and R, the book offers a comprehensive exploration of various topics. It presents novel research findings and provides valuable insights for researchers, practitioners, and actuarial students. The book strikes a balance between foundational concepts and advanced techniques, making it an invaluable reference for professionals in the field ... By redefining the landscape of financial data analytics in FinTech and InsurTech, this book establishes itself as a trusted guide in the industry."
- Simon Lam, Fellow of SOA, CFA, FRM; President of The Actuarial Society of Hong Kong (2018, 2023); Deputy CEO & General Manager, Munich Re (Hong Kong)

"The book will certainly play an impactful role in the advancement of financial analytics and should be on the bookshelf of every serious student of the topic."
- Wai Keung Li, Fellow of Am. Stat. Assoc. and Inst. Math. Stat.; Emeritus Professor, The University of Hong Kong; Dean, Faculty of Liberal Arts and Social Sciences, The Education University of Hong Kong

"... The dual focus on theory and applications, together with the discussion on recent advancements of the fields, makes the book one of a kind, even field-defining, among books on similar topics, and an ideal resource for anyone interested in understanding and implementing statistical models in this era of big data, as well as for students preparing for professional examinations on data analytics, such as the SRM, PA and ATPA exams of the Society of Actuaries."
- Ambrose Lo, Fellow of SOA, Chartered Enterprise Risk Analyst; Author of ACTEX Study Manual for SOA Exam SRM, ACTEX Study Manual for SOA Exam PA, and ACTEX Study Manual for SOA Exam ATPA

"... Financial Data Analytics is one comprehensive biblical handbook for academic researchers, financial practitioners, and graduate students for both methodologies and applications. The book also lays a systematic framework for future extension and enrichment for financial data analytics."
- Nai-pan Tang, Former Chief Risk Officer and Member of Executive Committee, Hang Seng Bank; Former Deputy CEO and Chief Risk Officer, Shanghai Commercial Bank Ltd.; Former Director of the Board, Deputy CEO, Alternative CEO, Chief Risk Officer, and Vice Chairman of Asset Management, China CITIC Bank International; Director, The Hong Kong Institute of Bankers (2019-2021); Professor of Practice, Department of Finance, Chinese University of Hong Kong