发表于2025-04-23
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.
从目录上看应该是本好书,但是翻译和校对的真是太拉了,完全没用心。 简单一些例子: 56页里面的函数代码缩进是错的; 同页中的代码注释里的”清单“ 应该直接用 list 表示一种特定的代码数据结构; 很多名词首次出现时没有英文原意; 对一些概念名词翻译的并不清晰。 等等 综...
评分##翻过一点点。主要是讲量化
评分##我就是这条gai最量的仔
评分##除了HPC的内容都看了,对于金融任务的特定理解非常值得学习!感觉先看这本书可以少踩很多弯路了。
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 评分##翻过一点点。主要是讲量化
评分 评分##1)启发性的话题给的多,但是解决问题的方法给了一半,浅尝辄止 2)符号标注或者解释不清晰,举例也不清楚,本身一个实例就可以解释清楚的,但是没有。 优点就是,此类书很少,他提到的很多点给我以启发。总体上我觉得这本书值得一读的。 2018-01-05想读
Advances in Financial Machine Learning pdf epub mobi txt 电子书 下载