Advances in Financial Machine Learning
DR. MARCOS LPEZ DE PRADO is a principal and the head of machine learning at AQR Capital Management. Marcos also works as a research associate at the Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He is one of the most-read authors in economics, according to SSRN, and he has written scores of scholarly publications on machine learning and supercomputing in prestigious academic journals.
Machine learning (ML) is transforming almost every area of our life. For computer vision, computers can learn a great deal from digital photographs or movies. From the standpoint of engineering, it tries to comprehend and automate operations that the human visual system is capable of performing. ML algorithms can now perform things that, until recently, only skilled humans could. And finance is ready for revolutionary ideas that will change how future generations see money and invest.
The book teaches readers how to:
- Structure huge data in a way that ML algorithms can understand.
- Conduct large data research with ML algorithms.
- Use supercomputing technologies to back test their findings and eliminate false positives.
Advances in Financial Machine Learning tackles real-world issues that practitioners face on a daily basis and explains scientifically solid solutions with math, code, and examples. Readers become active users who may put the recommended solutions to the test in their own environment.
This book, written by a recognized specialist and portfolio manager, will provide investment professionals with ground-breaking strategies to flourish in modern finance.
Author: Marcos Lopez de Prado
Link to buy: https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089/
Ratings: 4.5 out of 5 stars (from 504 reviews)
Best Sellers Rank: #70,254 in Books
#10 in Computer Vision & Pattern Recognition
#13 in Machine Theory (Books)
#27 in Business Finance