Machine learning for asset managers
Auteur :
López de Prado, Marcos M.
Éditeur :
Cambridge University Press
ISBN :
9781108792899
Date de publication :
30 avr. 2020
Dimensions :
23,0 x 15,2 x 1,2 cm
Poids :
250 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods.