金融机器学习的进展:讲座10/10(研讨会幻灯片)

Marcos M. López de Prado
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引用次数: 0

摘要

机器学习(ML)正在改变我们生活的方方面面。今天,机器学习算法完成了直到最近只有专家才能完成的任务。就金融而言,这是采用颠覆性技术的最激动人心的时刻,它将改变几代人的投资方式。在本课程中,我们将讨论科学合理的机器学习工具,这些工具已成功应用于大型资金池的管理。该材料是康奈尔大学工程学院ORIE 5256研究生课程的一部分。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)
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.
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