000 01407 a2200157 4500
020 _a9781119482086
082 _a332.0285631 LOP
100 _aLopez de Prado, Marcos
245 _aAdvances in Financial Machine Learning
260 _bJohn Wiley & Sons
_c2018
_aNew Jersey
300 _a366
520 _a"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"-- Provided by publisher
650 _aFinance-Data Processing
650 _aMachine learning
942 _2ddc
_cBK
999 _c40530
_d40530