Machine Learningfor Asset Managers (Elements in Quantitative Finance) by: Marcos López de Prado Print Length 页数: 152 pages Publisher finelybook 出版社: Cambridge University Press (30 April 2020) Language 语言: English ISBN-10: 1108792898 ISBN-13: 9781108792899 Book Description By finelybook Successf...
Machine LearningUnsupervised LearningSupervised LearningClusteringClassificationLabelingPortfolio ConstructionSuccessful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to beSocial Science Electronic Publishing...
Chapter1 Introduction by Lopez de Prado,M. 一句话总结:现代金融数据太复杂,经典的统计工具不够用,ML是一个不错的处理非线性的手段。ML应该是一个发现理论的工具。在金融领域,预测很重要,但是绝不要仅仅依…
Chapter2 Denoising and Detoning by Lopez de Prado,M. 一句话总结:协方差矩阵去噪和去调(denoising and detoning)话说在金融领域,估计协方差一直占有重要地位,有各种各样的估计资产收益率协方差矩阵的方法…
This information is key for asset managers to draw correct conclusions about the remaining life of polymeric cable insulation, and prevent overestimation of ... VM Catterson,S Bahadoorsingh,S Rudd,... - 《IEEE Transactions on Power Delivery》 被引量: 16发表: 2011年 Machine learning for the ...
现货 英文原版 Machine Learning for Asset Managers 面向资产管理者的机器学习 剑桥量化金融丛书系列 英文版 进口英语原版书籍 瑞雅进口图书专营店 现货 英文原版 Machine Learning for A... Marcos M. López de Prado著 京东价 ￥ 促销 展开促销 配送至 ...
作者:Marcos López de Prado 副标题:Elements in Quantitative Finance 出版年:2020-4-30 装帧:Paperback ISBN:9781108792899 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 喜欢读"Machine Learning for Asset Managers"的人也喜欢· ··· Advances...
MLFinLab is an open-source* package based on the research of Dr. Marcos Lopez de Prado (QuantResearch.org) in his new books Advances in Financial Machine Learning, Machine Learning for Asset Managers, as well as various implementations from theJournal of Financial Data Science. This implementati...
Machine Learning for Asset Managers 笔记 Chapter8 davy886 个人主义6 人赞同了该文章 Chapter8 Testing Set Overfitting by Lopez de Prado,M. 一句话总结:在回测中存在多重检验的情况下,如何衡量弃真(Type I error,false positiove)和存伪(Type II error,false negative)的大小。