%0 Book

%T Advances in financial machine learning

%A López de Prado, Marcos M.

%I Wiley

%@ 1119482089

%@ 9781119482086

%K Finanzanalyse

%K Datenverarbeitung

%K Finanzmathematik

%K Künstliche Intelligenz

%K Finance Data processing

%K Finance Mathematical models

%K Machine learning

%K Finanzwirtschaft

%K Maschinelles Lernen

%K Digitalisierung

%K Wirtschaftsinformatik

%D [2018]

%X Literaturangaben

%X 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

%X Hier auch später erschienene, unveränderte Nachdrucke

%C Wiley

%C Hoboken, New Jersey

%U http://slubdd.de/katalog?TN_libero_mab2