Advances in Financial Machine Learning

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 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.

Product details

• Authors: Lopez De Prado, Marcos Mailoc Laopez de Prado, M Lopez de Prado, Marcos Lopez de Prado
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 28.02.2018
• EAN: 9781119482086
• ISBN: 978-1-119-48208-6
• No. of pages: 400
• Dimensions: 157 mm x 234 mm x 33 mm
• Subjects: Social sciences, law, business > Business > Business administration; machine learning, Business & Economics / Investments & Securities / General, COMPUTERS / Machine Theory, Investment & securities, Investment and securities