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Bayesian Machine Learning in Quantitative Finance: Theory and Practical Applications

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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: goodreads.com
Vault note: library/books/quant/Bayesian-Machine-Learning-in-Quantitative-Finance-Theory-and-Practical-Applicati-da19e74c73703fb7.md

Bayesian Machine Learning in Quantitative Finance: Theory and Practical Applications 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。

Mongwe, Wilson Tsakane。

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