Advances in Financial Machine Learning (Record no. 2202)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01291nam a22001577a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781119482086 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 006.31 |
| Item number | PRA/A |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Prado Marcos Lopez de |
| 245 10 - TITLE STATEMENT | |
| Title | Advances in Financial Machine Learning |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New Jersey |
| Name of publisher | John Wiley& Sons |
| Year of publication | 2018 |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Content 1. Financial Machine Learning as a Distinct Subject <br/>Part 1: Data Analysis<br/> 2. Financial Data Structures <br/>3. Labeling <br/>4. Sample Weights<br/> 5. Fractionally Differentiated Features <br/>Part 2: Modelling <br/>6. Ensemble Methods <br/>7. Cross-validation in Finance<br/> 8. Feature Importance 9. Hyper-parameter Tuning with Cross-Validation <br/>Part 3: Backtesting <br/>10. Bet Sizing <br/>11. The Dangers of Backtesting <br/>12. Backtesting through Cross-Validation<br/>13. Backtesting on Synthetic Data<br/>14. Backtest Statistics <br/>15. Understanding Strategy Risk <br/>16. Machine Learning Asset Allocation <br/>Part 4: Useful Financial Features <br/>17. Structural Breaks <br/>18. Entropy Features <br/>19. Microstructural Features <br/>Part 5: High-Performance Computing Recipes <br/>20. Multiprocessing and Vectorization <br/>21. Brute Force and Quantum Computers <br/>22. High-Performance Computational Intelligence and Forecasting Technologies |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Machine learning. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not For Loan | IIIT Kottayam Central Library | IIIT Kottayam Central Library | Reference | 23/01/2024 | TV enterprises, Inv No:625/23-24, dtd 05/01/2024 | 4573.52 | 006.31 PRA/A | 2140 | 23/01/2024 | Reference |
