发表于2024-05-02
Advances in Financial Machine Learning pdf epub mobi txt 电子书 下载
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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评分 评分 评分##提到的分析都很实际, 虽然理论部分有难度,但是仅仅思路就很值得借鉴
评分##神书,有很多学术文章,其他书籍里见不到的方法手段,即使不做machine learning,里面研究的方法也很有可借鉴的地方
评分##全书废话,而且大小错误一大把,叙事没有前因后果,读到最后完全无法相信这个人。浪费时间。 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##实习中阅读并实践了书里的一些内容,忍不住感叹:Masterpiece!
评分##AQR的head of ml
评分##就刚刚入门的水平吧。。。
Advances in Financial Machine Learning pdf epub mobi txt 电子书 下载