Advances in Financial Machine Learning [[electronic resource] /] / de Prado, Marcos
| Advances in Financial Machine Learning [[electronic resource] /] / de Prado, Marcos |
| Autore | de Prado Marcos |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Wiley, , 2018 |
| Descrizione fisica | 1 online resource (400 pages) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-119-48211-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910466515003321 |
de Prado Marcos
|
||
| Wiley, , 2018 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in Financial Machine Learning [[electronic resource] /] / de Prado, Marcos
| Advances in Financial Machine Learning [[electronic resource] /] / de Prado, Marcos |
| Autore | de Prado Marcos |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Wiley, , 2018 |
| Descrizione fisica | 1 online resource (400 pages) |
| Disciplina | 332.0285/631 |
| Soggetto non controllato |
Finance
Machine Learning Business & Economics Computers |
| ISBN | 1-119-48211-9 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910796406903321 |
de Prado Marcos
|
||
| Wiley, , 2018 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in Financial Machine Learning / / de Prado, Marcos
| Advances in Financial Machine Learning / / de Prado, Marcos |
| Autore | de Prado Marcos |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Wiley, , 2018 |
| Descrizione fisica | 1 online resource (400 pages) |
| Disciplina | 332.0285/631 |
| Soggetto topico |
Finance - Data processing
Finance - Mathematical models Machine learning |
| ISBN |
9781119482116
1119482119 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910957713703321 |
de Prado Marcos
|
||
| Wiley, , 2018 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||