Advances in Financial Machine Learning: Numerai's Tournament (Presentation Slides)

18 Pages Posted: 12 Nov 2019 Last revised: 14 Nov 2019

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; True Positive Technologies

Date Written: November 1, 2019

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. In this course, we discuss scientifically sound ML tools that have been successfully applied to the management of large pools of funds.

This material is part of Cornell University's ORIE 5256 graduate course at the School of Engineering.

Keywords: Machine Learning, Artificial Intelligence, Asset Management

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

Suggested Citation

López de Prado, Marcos, Advances in Financial Machine Learning: Numerai's Tournament (Presentation Slides) (November 1, 2019). Available at SSRN: https://ssrn.com/abstract=3478927

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

True Positive Technologies ( email )

NY
United States

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

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