Advances in Financial Machine Learning, Hardcover/Marcos Lopez de Prado

Descriere & specificații

Machine Learning in Financial Markets begins by structuring financial data in a way that is amenable to machine learning (ML) algorithms. Then, the author discusses how to conduct research with ML algorithms on that data and how to backtest your discoveries. Most of the problems and solutions are explained using math, supported by code. This makes the book very practical and hands-on. Readers become active users who can test the solutions proposed in their work. Readers will learn how to structure, label, weight, and backtest data. Machine learning is the future, and this book will equip investment professionals with the tools to utilize it moving forward.

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