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201021s2018 njude 001 0 eng d |
020 |
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|a9781119482086|cUS $50.00 (hbk.)
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040 |
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|aNOU|beng
|
050 |
4
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|aHG104|b.L67 2018
|
082 |
00
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|a332.0285631|b223
|
095 |
|
|aLB|bLBF|cE020227|dHG104|e.L864|fwill|n1,299|pBook|y2018
|
100 |
1
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|aLópez de Prado, Marcos,|eauthor
|
245 |
10
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|aAdvances in Financial Machine Learning/|cMarcos López de Prado
|
250 |
|
|aFirst Edition
|
260 |
|
|aHoboken, New Jersey:|bJohn Wiley & Sons, Inc.,|c2018
|
300 |
|
|a366 pages:|bcharts, plans;|c24 cm.
|
500 |
|
|aAppendix:Appendices 16.A.1 Correlation-based Metric、16.A.2 Inverse Variance Allocation、16.A.3 Reproducing the Numerical Example、16.A.4 Reproducing the Monte Carlo Experiment
|
504 |
|
|aIncludes bibliographical references and index.
|
650 |
0
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|aFinance|xData processing
|
650 |
0
|
|aFinance|xMathematical models
|
650 |
0
|
|aMachine learning
|