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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui