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Machine Learning in Finance : From Theory to Practice

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Type: Books
Status: 想读
Domain: Quant
Category: 量化交易、算法交易与机器学习
Source: book.douban.com
Vault note: library/books/quant/Machine-Learning-in-Finance-From-Theory-to-Practice-705b7e37e32cc222.md

Machine Learning in Finance : From Theory to Practice 关注量化策略研究、机器学习信号、回测流程、算法交易和实盘化约束。

适合把数据科学方法接入交易研究，同时提醒读者关注过拟合、交易成本和样本外验证。

Matthew F. Dixon、Igor Halperin、Paul Bilokon；2020-7-2。

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