书目详细信息
： Advances in financial machine learning /
书目信息 机读格式(MARC)
| ISBN： | 9781119482086 (hardback) |
|---|---|
| 编目源： | DLC DLC |
| 个人名称： | Lo?pez de Prado, Marcos Mailoc, |
| 题名： | Advances in financial machine learning / Marcos Lo?pez de Prado. |
| 索书号： | F830/L795E |
| 载体形态： | 395 pages ; 24 cm |
| 一般附注： | Includes index. |
| 格式化内容附注： | Machine generated contents note: About the Author Preamble 1. Financial Machine Learning as a Distinct Subject Part 1: Data Analysis 2. Financial Data Structures 3. Labeling 4. Sample Weights 5. Fractionally Differentiated Features Part 2: Modelling 6. Ensemble Methods 7. Cross-validation in Finance 8. Feature Importance 9. Hyper-parameter Tuning with Cross-Validation Part 3: Backtesting 10. Bet Sizing 11. The Dangers of Backtesting 12. Backtesting through Cross-Validation 13. Backtesting on Synthetic Data 14. Backtest Statistics 15. Understanding Strategy Risk 16. Machine Learning Asset Allocation Part 4: Useful Financial Features 17. Structural Breaks 18. Entropy Features 19. Microstructural Features Part 5: High-Performance Computing Recipes 20. Multiprocessing and Vectorization 21. Brute Force and Quantum Computers 22. High-Performance Computational Intelligence and Forecasting Technologies Dr. Kesheng Wu and Dr. Horst Simon Index. |