Machine learning for asset managers

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This Element introduces machine learning (ML) tools that can help asset managers discover economic and financial theories.

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Title Statements

Full title :Machine learning for asset managers / Marcos M. López de Prado (Cornell University).

Summary

This Element introduces machine learning (ML) tools that can help asset managers discover economic and financial theories.

Edition Statements

Publication Date:©2020

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge, United Kingdom
Language:eng
Publication Date:©2020

The Physical Object

Description:141 pages : : illustrations (chiefly color) ; : 23 cm

Edition Identifiers

ISBN:9781108792899, 1108792898
oclc:on1137834895
LC Classification:HG1615.25
Dewey Decimal:332.1068/1

Introduction -- Denoising and detoning -- Distance metrics -- Optimal clustering -- Financial labels -- Feature importance analysis -- Portfolio construction -- Testing set overfitting -- Appendices.

Subjects

Apprentissage automatique Asset-liability management -- Data proc… Finanztheorie Finanzwissenschaft Gestion des actifs et des passifs -- In… Machine learning Maschinelles Lernen