Financial Machine Learning in 10 Minutes (Presentation Slides)
11 Pages Posted: 18 May 2018
Date Written: May 12, 2018
Most publications in Financial ML seem concerned with forecasting prices. While these are worthy endeavors, Financial ML can offer so much more. In this presentation, we review a few important applications that go beyond price forecasting:
1. Portfolio construction
2. Structural breaks
3. Bet sizing
4. Feature importance
5. Detection of false investment strategies (backtest overfitting).
Keywords: Machine learning, artificial intelligence, backtest overfitting
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation
López de Prado, Marcos and López de Prado, Marcos, Financial Machine Learning in 10 Minutes (Presentation Slides) (May 12, 2018). Available at SSRN: https://ssrn.com/abstract=3177534 or http://dx.doi.org/10.2139/ssrn.3177534
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