IRENE ALDRIDGE is President and Managing Director, Research of AbleMarkets, a company that provides Big Data services to capital markets. She is also a visiting professor at Cornell University.
More information at irenealdridge.com
MARCO AVELLANEDA, PHD, is associated with Finance Concepts, a consulting firm he founded in 2003 and is a faculty member at New York University-Courant. He is regularly published in scientific journals like Quantitative Finance, Risk Magazine, and the International Journal of Theoretical and Applied Finance.
More information at marco-avellaneda.com

Foreword
Why Big Data?
Neural Networks in Finance
Supervised Models
Semi-supervised Learning
Letting the Data Speak with Unsupervised Learning
Big Data Factor Models
Data as a Signal versus Noise
Applications: Big Data in Options Pricing and Stochastic Modeling
Data Clustering
Conclusions