Advances in Financial Machine Learning

Advances in Financial Machine Learning pdf epub mobi txt 電子書 下載 2025

Marcos Lopez de Prado
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John Wiley & Sons 2018-2-22 Hardcover 9781119482086

具體描述

DR. MARCOS LÓPEZ DE PRADO manages several multibillion-dollar funds for institutional investors using ML algorithms. Marcos is also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). One of the top-10 most read authors in finance (SSRN's rankings), he has published dozens of scientific articles on ML in the leading academic journals, and he holds multiple international patent applications on algorithmic trading. Marcos earned a PhD in Financial Economics (2003), a second PhD in Mathematical Finance (2011) from Universidad Complutense de Madrid, and is a recipient of Spain's National Award for Academic Excellence (1999). He completed his post-doctoral research at Harvard University and Cornell University, where he teaches a Financial ML course at the School of Engineering. Marcos has an Erdös #2 and an Einstein #4 according to the American Mathematical Society.

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

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##很多想法還是很少見的,挺有參考價值的

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神作,需要N刷。核心是討論一般機器學習方法在金融時間序列這種特定數據類型上應用的一些問題,比如交叉驗證、迴測過擬閤等等。不是講策略開發或者投資方法的書。大部分內容作者都發錶過,可以看作者主頁http://www.quantresearch.info/或者SSRN。

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##我就是這條gai最量的仔

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