Specifications
| Publisher | Wiley |
| ISBN 13 | 9781119482086 |
| ISBN 10 | 1119482089 |
| Book Description | Learn to understand and implement the latest machine learning innovations to improve your investment performanceMachine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that until recently only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest.In the book, readers will learn how to:Structure big data in a way that is amenable to ML algorithmsConduct research with ML algorithms on big dataUse supercomputing methods and back test their discoveries while avoiding false positivesAdvances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual 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. |
| About the Author | DR. MARCOS LPEZ DE PRADO is a principal at AQR Capital Management, and its head of machine learning. Marcos is also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). SSRN ranks him as one of the most-read authors in economics, and he has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals. 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 graduate course in financial machine learning at the School of Engineering. Marcos has an Erds #2 and an Einstein #4 according to the American Mathematical Society. Read more |
| Language | English |
| Author | Marcos Lopez de Prado |
| Language | English |
| Publication Date | 43152 |
| Number of Pages | 400 |
Advances In Financial Machine Learning Hardcover English by Marcos Lopez de Prado - 43152
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