Overview
Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine 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 algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances 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.
Full Product Details
Author: Marcos Lopez de Prado
Publisher: John Wiley & Sons Inc
Imprint: John Wiley & Sons Inc
Dimensions:
Width: 16.00cm
, Height: 2.80cm
, Length: 23.40cm
Weight: 0.726kg
ISBN: 9781119482086
ISBN 10: 1119482089
Pages: 400
Publication Date: 04 May 2018
Audience:
General/trade
,
General
Format: Hardback
Publisher's Status: Active
Availability: Available To Order
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Reviews
""Advances in Financial Machine Learning is a very interesting book... the author knows his subject.""??(BCS: The Chartered Institute for IT, August 2018) ""Prado's book clearly illustrates how fast this world is moving, and how deep you need to dive if you are to excel and deliver top of the range solutions and above the curve performing algorithms."" (Irish Tech News, July 2018)
""Advances in Financial Machine Learning is a very interesting book... the author knows his subject."" (BCS: The Chartered Institute for IT, August 2018) ""Prado's book clearly illustrates how fast this world is moving, and how deep you need to dive if you are to excel and deliver top of the range solutions and above the curve performing algorithms."" (Irish Tech News, July 2018)
Author Information
DR. MARCOS LÓPEZ 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 Erdös #2 and an Einstein #4 according to the American Mathematical Society.
