Ten Applications of Financial Machine Learning

Posted: 22 Apr 2019

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; AQR Capital Management, LLC

Date Written: August 15, 2018

Abstract

This article describes ten notable financial applications where ML has moved beyond hype and proven its usefulness. This success does not mean that the use of ML in finance does not face important challenges. The main conclusion is that there is a strong case for applying ML to current financial problems, and that financial ML has a promising future ahead.

Keywords: machine learning, econometrics, financial economics, artificial intelligence

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

Suggested Citation

López de Prado, Marcos, Ten Applications of Financial Machine Learning (August 15, 2018). Available at SSRN: https://ssrn.com/abstract=3365271

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

AQR Capital Management, LLC

One Greenwich Plaza
Greenwich, CT 06830
United States

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

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