TY - BOOK

AU - López de Prado, Marcos M.

TI - Advances in financial machine learning

PB - Wiley

SN - 1119482089

SN - 9781119482086

KW - Finanzanalyse

KW - Datenverarbeitung

KW - Finanzmathematik

KW - Künstliche Intelligenz

KW - Finance Data processing

KW - Finance Mathematical models

KW - Machine learning

KW - Finanzwirtschaft

KW - Maschinelles Lernen

KW - Digitalisierung

KW - Wirtschaftsinformatik

PY - [2018]

N2 - Literaturangaben

N2 - 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

N2 - Hier auch später erschienene, unveränderte Nachdrucke

CY - Hoboken, New Jersey

UR - http://slubdd.de/katalog?TN_libero_mab2

ER -