前言 第一章 Financial Machine Learning as a Distinct Subject--作为一个独特学科的金融机器学习 与投资有关的书可分为两类,第一类出自教学经验丰富却从未在市场中实践自己教授内容的教书先生之手,此类书中有用优雅和数学公式描述从未存在过的世界,一个定理在逻辑上合理并不能保证其在现实中合用;另一类作者的诠释...
Financial Machine Learning as a Distinct Subject 【Financial ML 1】作为独立学科的金融机器学习 第一章 Financial Machine Learning as a Distinct Subject One Sentence Summary 第一章就是前言啦,类似论文中的 introduction 部分,讲了写作动机、研究现状、全书结构、相关说明等。 One Page Summary (通篇闲话,没啥...
第十九章 Advances in Financial Machine Learning 笔记 Chapter 19 Microstructual feature by Marcos Lopez de Prado市场微结构研究的是,在明确的交易规则下,资产的交易过程和结果。市场微结构的理论一般是站在做市商的角度,分析评估当前市场… davy886 第三章 Advances in Financial Machine Learning 笔记 Chapter ...
Chapter 10 Bet sizing by Marcos Lopez de Prado阅读本章时的主要心得和笔记如下: 本章需要解决的问题是下注的大小,前提是我有很多各策略,在当前时刻,每个策略要么选择做空,要么选择做多,对于这么多策略,…
1. Financial Machine Learning as a Distinct Subject Part 1: Data Analysis 2. Financial Data Structures 3. Labeling ··· (更多) 我要写书评 Advances in Financial Machine Learning的书评 ···(全部 3 条) 热门最新好友只看本版本的评论 RylynnBiu2020-...
Advances in Financial Machine Learning 2025 pdf epub mobi 电子书 著者简介 DR. MARCOS LÓPEZ DE PRADO manages several multibillion-dollar funds for institutional investors using ML algorithms. Marcos is also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Off...
看了知乎上一个人的翻译,我发现是译者的脑子有问题。知乎上的翻译:“有时候我们需要对一篮子金融工具建模,但其成分股权重在时刻调整”还有中信译本2.4.1第二行差价是以随着时间而变化的权重向量表示的,因此差价本身甚至可能在价格不发生变化的情况下出现收敛。恕我孤陋寡闻,“差价是以随着时间而变化的权重向量表示的...
Marcos L贸pez de Prado: Advances in financial machine learning Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could pe... M枚rke,Mathis 被引量: 0发表: 2019年 Marcos López de Prado: Advances ...
前言 第一章 Financial Machine Learning as a Distinct Subject--作为一个独特学科的金融机器学习 Since 2010, Marcos has been a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). One of the top-10 most read authors in finance (...
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