Download This PaperFinancial Machine Learning in 10 Minutes (Presentation Slides)
11 Pages Posted: 18 May 2018
Date Written: May 12, 2018
Abstract
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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