Introduction to Machine Learning for Finance
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Introduction to Machine Learning for Finance
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Re: Introduction to Machine Learning for Finance
#2What are the great successes of machine learning in finance?
Re: Introduction to Machine Learning for Finance
#3What are the great successes of machine learning in finance?
Great question!
Does Renaissance Technologies count as ML? I honestly don't know where the line between quantitative/algorithmic and ML is - I suspect it's blurry.
Re: Introduction to Machine Learning for Finance
#4Anyone have any good books I can read to learn a bit more about this sort of application? I really like the finance stuff, feels like a natural marriage with DS and ML.
I don't know nearly enough to expand on what I mean.
Re: Introduction to Machine Learning for Finance
#5Anyone have any good books I can read to learn a bit more about this sort of application? I really like the finance stuff, feels like a natural marriage with DS and ML. I don't know nearly enough to expand on what I mean.
Advances in Financial Machine Learning by Marcos Lopez de Prado is one of the best books i read last year. Especially on back testing, strategy risk are my fav.
Re: Introduction to Machine Learning for Finance
#6What are the great successes of machine learning in finance?
Why limit the question to finance?
Re: Introduction to Machine Learning for Finance
#7Anyone have any good books I can read to learn a bit more about this sort of application? I really like the finance stuff, feels like a natural marriage with DS and ML. I don't know nearly enough to expand on what I mean.
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Re: Introduction to Machine Learning for Finance
#8Re: Introduction to Machine Learning for Finance
#9My honest opinion is that any ML related to finance that you learn outside of an investment firm is mostly a waste of time. The amount of data and nuance that successful models encompass is staggering. Unless you do something like scrape WSB and predict the next MEME stock, ML for finance makes no sense. You need credit card data, 10ks, tick data, economic forecasts, interest rates, fed moves, etc. You can carve out a niche, but if you do, forget about finding something on the internet that will tell you how to do that.
Re: Introduction to Machine Learning for Finance
#10What are the great successes of machine learning in finance?
so far no ML system created a ponzi scheme