This is a summary of links featured on Quantocracy on Wednesday, 03/21/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
New Book from Marcos Lopez de Prado: Advances in Financial Machine Learning [Amazon]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. Readers will learn how to structure Big data in a way that is amenable to ML algorithms;
Review: Advances in Financial Machine Learning [Mathematical Investor]Two of the most talked-about topics in modern finance are machine learning and quantitative finance. Both of these are addressed in a new book, written by noted financial scholar Marcos Lopez de Prado, entitled Advances in Financial Machine Learning. In this book, Lopez de Prado strikes a well-aimed karate chop at the naive and often statistically overfit techniques that are so prevalent in the