{"title":"Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)","authors":"Marcos M. López de Prado","doi":"10.2139/ssrn.3447398","DOIUrl":null,"url":null,"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. \n \nThis material is part of Cornell University's ORIE 5256 graduate course at the School of Engineering.","PeriodicalId":365755,"journal":{"name":"ERN: Other Econometrics: Mathematical Methods & Programming (Topic)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometrics: Mathematical Methods & Programming (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3447398","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.