Illinois Tech Professor Publishes First Textbook on Machine Learning in Finance

Screen Shot 2020-02-07 at 12.45.15 PM.pngIllinois Tech Asst. Professor Dixon (AMAT) together with Igor Halperin (NYU and Fidelity investments) and Paul Bilokon (Imperial College) have published the first statistics textbook addressing both the theory and practice of how machine learning is used in the finance industry, from algorithmic trading, investment management through to robo-advisors for wealth management and other areas of fintech. The book, targeting graduate students in quantitative finance and data science, contains 80+ mathematical/python coding exercises with worked solutions, 12 chapters, and more than 600 pages. It will be available from Springer on May 25, 2020 and the first author signing event will be held on Wall Street on June 12, 2020.