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Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6

61 Pages Posted: 19 Jan 2018  

Marcos Lopez de Prado

Lawrence Berkeley National Laboratory; Guggenheim Partners; Harvard University

Date Written: January 18, 2018

Abstract

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations.

Keywords: big data, machine learning, high performance computing, investment strategies, quantamental investing, backtest overfitting

JEL Classification: G0, G1, G2, G15, G24, E44

Suggested Citation

Lopez de Prado, Marcos, Advances in Financial Machine Learning (Chapter 1) (January 18, 2018). Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6. Available at SSRN: https://ssrn.com/abstract=3104847

Marcos Lopez de Prado (Contact Author)

Lawrence Berkeley National Laboratory ( email )

1 Cyclotron Road
Berkeley, CA 94720
United States

HOME PAGE: http://www.lbl.gov

Guggenheim Partners ( email )

330 Madison Avenue
New York, NY 10017
United States

HOME PAGE: http://www.guggenheimpartners.com

Harvard University ( email )

1875 Cambridge Street
Cambridge, MA 02138
United States

HOME PAGE: http://www.rcc.harvard.edu

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