Countdown header img 1

MAI SUNT 00:00:00:00

MAI SUNT

X

Countdown header img  mob

MAI SUNT 00:00:00:00

MAI SUNT

X

Promotii popup img

-20% la TOATE dorintele tale!

Foloseste cuponul LIB20ROMANIA si alege din

Carti, jocuri, accesorii, muzica si filme.

Comanda acum!
Close

Machine Learning for Asset Managers

De (autor): Marcos M. L�pez De Prado

Machine Learning for Asset Managers - Marcos M. L�pez De Prado

Machine Learning for Asset Managers

De (autor): Marcos M. L�pez De Prado


Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of ML's strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to "learn" complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.
Citeste mai mult

-15%

85.00Lei

100.00 Lei

Sau 8500 de puncte

!

Fiecare comanda noua reprezinta o investitie pentru viitoarele tale comenzi. Orice comanda plasata de pe un cont de utilizator primeste in schimb un numar de puncte de fidelitate, In conformitate cu regulile de conversiune stabilite. Punctele acumulate sunt incarcate automat in contul tau si pot fi folosite ulterior, pentru plata urmatoarelor comenzi.

Livrare in 3-5 saptamani

Plaseaza rapid comanda

Important icon msg

Completeaza mai jos numarul tau de telefon

Poti comanda acest produs introducand numarul tau de telefon. Vei fi apelat de un operator Libris.ro in cele mai scurt timp pentru prealuarea datelor necesare.

Descrierea produsului


Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of ML's strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to "learn" complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.
Citeste mai mult

Detaliile produsului

De pe acelasi raft

Parerea ta e inspiratie pentru comunitatea Libris!

Noi suntem despre carti, si la fel este si Newsletter-ul nostru.

Aboneaza-te si primesti un cupon de 10% pe care să-l folosesti la urmatoarea ta comanda! In plus, vei afla rapid care sunt promotiile zilei, noutatile si recomandarile noastre.

Ma abonez image one
Ma abonez image one