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商品詳細
Advances in Financial Machine Learning. 金融の機械学習の進展
・ISBN 978-1-119-48208-6 hard US$ 54.99
￥12,883.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Lopez de Prado, Marcos, |
|---|---|
| 出版社 | (Wiley, US) |
| 出版年月 | 2018 |
| ページ数 | 320 pp. |
| 言語 | ENG |
| ニュース番号 | ＜643-555 643-P1077＞ |
解説
Learn 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:
- Structure big data in a way that is amenable to ML algorithms
- Conduct research with ML algorithms on big data
- Use supercomputing methods and back test their discoveries while avoiding false positives
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.