面向资产管理者的
机器学习Machine Learning for Asset Managers讲义笔记(英文,可编辑pdf文档)
教学参考用书:
1. Marcos M. López de Prado - Machine Learning for Asset Managers
1. Introduction.pdf
2. Denoising and Detoning.pdf
3. Distance Metrics.pdf
4. Optimal Clustering.pdf
5. Financial Labels.pdf
6. Feature Importance Analysis.pdf
7. Portfolio Construction.pdf
8. Testing Set Overfitting.pdf