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.
扫码关注公众号 「图灵的猫」,点击“学习资料”菜单,可以获得海量python、机器学习、深度学习书籍、课程资源,以及书中对应习题答案和代码。后台回复SSR更有机场节点相送~ 入门避坑指南 自学三年,基本无人带路,转专业的我自然是难上加难,踩过无数坑,走过很多弯路。这里我...
评分扫码关注公众号 「图灵的猫」,点击“学习资料”菜单,可以获得海量python、机器学习、深度学习书籍、课程资源,以及书中对应习题答案和代码。后台回复SSR更有机场节点相送~ 入门避坑指南 自学三年,基本无人带路,转专业的我自然是难上加难,踩过无数坑,走过很多弯路。这里我...
评分扫码关注公众号 「图灵的猫」,点击“学习资料”菜单,可以获得海量python、机器学习、深度学习书籍、课程资源,以及书中对应习题答案和代码。后台回复SSR更有机场节点相送~ 入门避坑指南 自学三年,基本无人带路,转专业的我自然是难上加难,踩过无数坑,走过很多弯路。这里我...
评分扫码关注公众号 「图灵的猫」,点击“学习资料”菜单,可以获得海量python、机器学习、深度学习书籍、课程资源,以及书中对应习题答案和代码。后台回复SSR更有机场节点相送~ 入门避坑指南 自学三年,基本无人带路,转专业的我自然是难上加难,踩过无数坑,走过很多弯路。这里我...
评分扫码关注公众号 「图灵的猫」,点击“学习资料”菜单,可以获得海量python、机器学习、深度学习书籍、课程资源,以及书中对应习题答案和代码。后台回复SSR更有机场节点相送~ 入门避坑指南 自学三年,基本无人带路,转专业的我自然是难上加难,踩过无数坑,走过很多弯路。这里我...
很多想法还是很少见的,挺有参考价值的
评分购买链接:https://item.taobao.com/item.htm?spm=0.7095261.0.0.71a11debf7UsVf&id=568847882964
评分翻过一点点。主要是讲量化
评分神作,需要N刷。核心是讨论一般机器学习方法在金融时间序列这种特定数据类型上应用的一些问题,比如交叉验证、回测过拟合等等。不是讲策略开发或者投资方法的书。大部分内容作者都发表过,可以看作者主页http://www.quantresearch.info/或者SSRN。
评分还是蛮神奇的书,,很多部分说是论文改的,主要处理金融时间序列分析,想把这里头的方法实现一下,这学期的计量论文就有着落了。
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