Advances in Financial Machine Learning (Hardcover)

Marcos Lopez de Prado

  • 出版商: Wiley
  • 出版日期: 2018-02-21
  • 定價: $1,980
  • 售價: 9.5$1,881
  • 語言: 英文
  • 頁數: 400
  • 裝訂: Hardcover
  • ISBN: 1119482089
  • ISBN-13: 9781119482086
  • 相關分類: Machine Learning
  • 立即出貨 (庫存 < 3)

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商品描述

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.

商品描述(中文翻譯)

機器學習(Machine learning,ML)正在改變我們生活的方方面面。如今,ML算法能夠完成以前只有專家人員才能執行的任務。就金融領域而言,現在是採用一種顛覆性技術的最激動人心的時刻,這種技術將改變每個人的投資方式,影響幾代人。讀者將學習如何以適應ML算法的方式結構化大數據;如何使用ML算法對該數據進行研究;如何使用超級計算方法;如何在避免虛假陽性的同時回測您的發現。本書解決了從業人員每天面臨的現實問題,並以數學為基礎,通過代碼和示例解釋了科學上可行的解決方案。讀者將成為能夠在特定環境中測試所提出解決方案的積極使用者。本書由一位公認的專家和投資組合經理撰寫,將為投資專業人士提供成功應對現代金融挑戰所需的突破性工具。