GitHub - Tommylee1013/MachineLearning-for-AssetManagers: Machine Learning for Asset Managers (Lopez de Prado, 2019)

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Machine Learning for Asset Managers (Lopez de Prado, 2019)

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Name		Name	Last commit message	Last commit date
Latest commit History 28 Commits
.idea		.idea
Chapter 2		Chapter 2
Chapter 3		Chapter 3
Chapter 4		Chapter 4
.gitattributes		.gitattributes
README.md		README.md

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MachineLearning-for-AssetManagers

Machine Learning for Asset Managers (Lopez de Prado, 2019)

Contents

Denoising and Detoning
Distance Metrics
Optimal Clustering
Financial Labels
Feature Importance Analysis
Portfolio Construction
Testing Set Overfitting