發表於2024-10-05
Advances in Financial Machine Learning pdf epub mobi txt 電子書 下載
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.
##實習中閱讀並實踐瞭書裏的一些內容,忍不住感嘆:Masterpiece!
評分##很多想法還是很少見的,挺有參考價值的
評分##雖然標記一下讀過 但是其實隻是跳著看瞭看。裏麵大量內容都十分專業 不自己做過相關內容的話估計都沒啥體會。感覺這本書是給從業者/想開對衝基金的人的參考書 不適閤自己投資的散戶讀...
評分 評分 評分##提到的分析都很實際, 雖然理論部分有難度,但是僅僅思路就很值得藉鑒
評分##實習中閱讀並實踐瞭書裏的一些內容,忍不住感嘆:Masterpiece!
評分 評分##比較失望,不過之前聽同事說起一些也算有心理準備瞭。
Advances in Financial Machine Learning pdf epub mobi txt 電子書 下載