Advances in Financial Machine LearningLearn to understand and implement the latest machine learning innovations to improve your investment performance Machine 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:
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. |
Contents
List of Illustrations | |
Exercises | |
Labeling | |
Chapter 1 | |
2 | |
2 | |
MODELLING | |
Backtesting on Synthetic Data | |
2 | |
Chapter 15 | |
Chapter 13 | |
Backtest Statistics | |
Chapter 22 | |
Chapter 8 | |
USEFUL FINANCIAL FEATURES | |
BACKTESTING | |
CrossValidation in Finance | |
2 | |
Backtesting through CrossValidation | |
Chapter 12 | |
Chapter 19 | |
HIGHPERFORMANCE COMPUTING RECIPES | |
Chapter 20 | |
Chapter 21 | |