TY  - BOOK
AU  - Lopez de Prado,Marcos Mailoc
TI  - Machine learning for asset managers
T2  - Cambridge Elements  : Quantitative finance
SN  - 9781108792899 (paperback)
AV  - HG1615.25 .L67 2020
PY  - 2020///
CY  - Cambridge, United Kingdom
PB  - Cambridge University Press
KW  - Asset-liability management
KW  - Data processing
KW  - Machine learning
KW  - Finanzwissenschaft
KW  - gnd
KW  - Maschinelles Lernen
N1  - Includes bibliographical references; Introduction --; Denoising and detoning --; Distance metrics --; Optimal clustering --; Financial labels --; Feature importance analysis --; Portfolio construction --; Testing set overfitting
ER  -