Statistical Quantitative Methods in Finance: From Theory to Quantitative Portfolio Management

Statistical quantitative methods are vital for financial valuation models and benchmarking machine learning models in finance.

This book explores the theoretical foundations of statistical models, from ordinary least squares (OLS) to the generalized method of moments (GMM) used in econometrics. It enriches your understanding through practical examples drawn from applied finance, demonstrating the real-world applications of these concepts. Additionally, the book delves into non-linear method...