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1. |
Record Nr. |
UNINA9910957713703321 |
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Autore |
de Prado Marcos |
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Titolo |
Advances in Financial Machine Learning / / de Prado, Marcos |
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Pubbl/distr/stampa |
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ISBN |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (400 pages) |
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Classificazione |
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Disciplina |
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Soggetti |
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Finance - Data processing |
Finance - Mathematical models |
Machine learning |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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 |
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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. |
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2. |
Record Nr. |
UNINA9910961498203321 |
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Autore |
Schroeder Richard E |
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Titolo |
Missouri at sea : warships with Show-Me State names / / Richard E. Schroeder |
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Pubbl/distr/stampa |
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Columbia, Mo., : University of Missouri Press, 2004 |
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ISBN |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (xi, 161 pages) : illustrations, maps |
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Collana |
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Missouri heritage readers |
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Disciplina |
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Soggetti |
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Warships - United States |
Warships - Confederate States of America |
Missouri History, Naval |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references (p. 153-154) and index. |
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Nota di contenuto |
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Intro -- Contents -- Foreword -- Acknowledgments -- Introduction -- Chapter One. The Birth of the United States Navy: The First Warships with Missouri Names-St. Louis and Missouri -- Chapter Two. The Civil War-Two American Navies: Another St. Louis and Another Missouri -- Chapter Three. The Great Naval Arms Race and the First World War: Decline and Rebirth-A New Missouri and Two Named St. Louis -- Chapter Four. Another St. Louis and the Last Missouri: The Second World War -- Chapter Five. The Cold War -- Chapter Six. A New World, New Threats, and New Ships -- For More Reading -- Index. |
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Sommario/riassunto |
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Although the state of Missouri is located hundreds of miles from the |
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nearest ocean, ships with Missouri names and connections have served the United States for decades. In Missouri at Sea, Richard Schroeder tells about the ships that were named after the state, its cities, and its favorite sons and explores the important role that each has played in American history. For each vessel, a brief history is supplied, and the book is illustrated with many extraordinary images and photographs taken from official U.S. government records and archives. Schroeder begins his volume with the first St. Louis and other small early ships that were symbolic of America's modest nineteenth-century commercial and political ambitions. The first Missouri, one of the earliest American steamships, depicts the United States' move into the industrial and technological revolution of the nineteenth century. Another Federal St. Louis and a Confederate Missouri highlight the Mississippi River Civil War campaign. Schroeder then turns to America's rise as a global military power at the beginning of the twentieth century with stories of the St. Louis in the Spanish-American War and the first battleship Missouri of Teddy Roosevelt's Great White Fleet. The dominance of the U.S. Navy during World War II in the Pacific theater is illustrated by the fourth and most famous of all the ships to bear the name Missouri, whose deck was the site for the Japanese surrender. The advanced technological achievements of the mid-twentieth century are represented by the nuclear submarines named for one of Missouri's favorite sons and for its capital: Daniel Boone and Jefferson City. Also highlighted in the volume is the 5, 000-crew nuclear aircraft carrier Harry S. Truman, along with smaller ships named for Missouri war heroes. Missouri at Sea will appeal to those readers interested in naval history and technology or Missouri history. |
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