| 000 | 02738nam a22003137a 4500 | ||
|---|---|---|---|
| 001 | 20365755 | ||
| 003 | IIITD | ||
| 005 | 20240207020003.0 | ||
| 008 | 180222s2018 nju 001 0 eng | ||
| 010 | _a 2017049249 | ||
| 020 | _a9781119482086 | ||
| 040 | _aIIITD | ||
| 082 | 0 | 0 |
_a332.028 _223 _bPRA-A |
| 100 | 1 | _aPrado, Marcos Lopez de. | |
| 245 | 1 | 0 |
_aAdvances in financial machine learning _cby Marcos Lopez de Prado. |
| 260 |
_aNew Jersey : _bWilley, _c©2018 |
||
| 300 |
_axxxi, 366 p. : _bill. ; _c24 cm. |
||
| 500 | _aThis book includes index. | ||
| 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"-- | ||
| 520 | _a"This book begins by structuring financial data in a way that is amenable to machine learning (ML) algorithms. Then, the author discusses how to conduct research with ML algorithms on that data and how to backtest your discoveries. Most of the problems and solutions are explained using math, supported by code. This makes the book very practical and hands-on. Readers become active users who can test the solutions proposed in their work. Readers will learn how to structure, label, weight, and backtest data. Machine learning is the future, and this book will equip investment professionals with the tools to utilize it moving forward"-- | ||
| 650 | 0 |
_aFinance _xData processing. |
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| 650 | 0 |
_aFinance _xMathematical models. |
|
| 650 | 0 | _aMachine learning. | |
| 650 | 7 |
_aBusiness economics / Investments & Securities. _2bisacsh |
|
| 776 | 0 | 8 |
_iOnline version: _aLópez de Prado, Marcos Mailoc, author. _tAdvances in financial machine learning _dNew Jersey : Wiley, [2018] _z9781119482116 _w(DLC) 2018009027 |
| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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| 942 |
_2ddc _cBK _04 |
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| 999 |
_c156959 _d156959 |
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