9seed / Advances-in-Financial-ML

Translation work in Marcos López de Prado's new book Advances in Financial Machine Learning

Advances-in-Financial-ML

这个仓库的主要目的是作者用来学习Marcos Lopez de Prado的新书Advances in Financial Machine Learning 所建，并对该书进行试翻译。如果遇到版权问题立马删除。

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations.

Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples.

Readers become active users who can test the proposed solutions in their particular 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

About the Author

前导

• 1. 金融机器学习是一个独特的主题

  • 1.1 动机

  • 1.2 金融机器学习项目经常失败的主要原因

    • 1.2.1 西西弗斯范式

    • 1.2.2 元策略范式

  • 1.3 本书结构

    • 1.3.1 生产链角度

    • 1.3.2 策略组件角度

    • 1.3.3 常见陷阱角度

  • 1.4 目标读者

  • 1.5 对读者的要求

  • 1.6 FAQs

  • 1.7 必备知识