TY  - BOOK
AU  - Prado Marcos Lopez de
TI  - Advances in Financial Machine Learning 
SN  - 9781119482086
U1  - 006.31 
PY  - 2018///
CY  - New Jersey
PB  - John Wiley& Sons
KW  - Finance
KW  - Machine learning
N1  - Includes index;  Content 1. Financial Machine Learning as a Distinct Subject 
Part 1: Data Analysis
 2. Financial Data Structures 
3. Labeling 
4. Sample Weights
 5. Fractionally Differentiated Features 
Part 2: Modelling 
6. Ensemble Methods 
7. Cross-validation in Finance
 8. Feature Importance 9. Hyper-parameter Tuning with Cross-Validation 
Part 3: Backtesting 
10. Bet Sizing 
11. The Dangers of Backtesting 
12. Backtesting through Cross-Validation
13. Backtesting on Synthetic Data
14. Backtest Statistics 
15. Understanding Strategy Risk 
16. Machine Learning Asset Allocation 
Part 4: Useful Financial Features 
17. Structural Breaks 
18. Entropy Features 
19. Microstructural Features 
Part 5: High-Performance Computing Recipes 
20. Multiprocessing and Vectorization 
21. Brute Force and Quantum Computers 
22. High-Performance Computational Intelligence and Forecasting Technologies
ER  -