Machine Learning for Asset Managers

Machine Learning for Asset Managers

Lopez de Prado, Marcos M.

Cambridge University Press

04/2020

152

Mole

Inglês

9781108792899

15 a 20 dias

250

1. Introduction; 2. Denoising and detoning; 3. Distance metrics; 4. Optimal clustering; 5. Financial labels; 6. Feature importance analysis; 7. Portfolio construction; 8. Testing set overfitting.
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machine learning; unsupervised learning; supervised learning; clustering; classification; labeling; portfolio construction