Advances in Financial Machine Learning (Hardcover)
暫譯: 金融機器學習的進展 (精裝版)

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=1)

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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幾乎每一個方面。如今,ML 演算法能夠完成直到最近只有專家人員才能執行的任務。在金融領域,這是採用顛覆性技術的最佳時機,這將改變每個人投資的方式,影響幾代人。讀者將學習如何以適合 ML 演算法的方式結構化大數據(Big Data);如何在這些數據上使用 ML 演算法進行研究;如何使用超級計算方法;以及如何在避免假陽性(false positives)的情況下進行回測(backtest)你的發現。本書針對從業者每天面臨的現實問題,並使用數學解釋科學上合理的解決方案,並輔以程式碼和範例。讀者將成為能夠在特定環境中測試所提議解決方案的主動使用者。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在現代金融中成功所需的突破性工具。