AdvancesinFinancialMachineLearning
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2024-10-01 21:59:42
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Praise for Advances in Financial Machine Learning
In his new book Advances in Financial Machine Learning , noted
financial scholar Marcos López de Prado strikes a well-aimed karate
chop at the naive and often statistically overfit techniques that are so
prevalent in the financial world today. He points out that not only are
business-as-usual approaches largely impotent in today's high-tech
finance, but in many cases they are actually prone to lose money. But
López de Prado does more than just expose the mathematical and
statistical sins of the finance world. Instead, he offers a technically
sound roadmap for finance professionals to join the wave of machine
learning. What is particularly refreshing is the author's empirical
approach—his focus is on real-world data analysis, not on purely
theoretical methods that may look pretty on paper but which, in many
cases, are largely ineffective in practice. The book is geared to finance
professionals who are already familiar with statistical data analysis
techniques, but it is well worth the effort for those who want to do real
state-of-the-art work in the field.”
Dr. David H. Bailey , former Comple......
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