Advances in Financial Machine Learning

De: Marcos Lopez de Prado

Narrado por: Steven Jay Cohen

Duración: 12 h y 58 m

Resumen del Editor

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations.

Listeners will learn how to structure big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis and explains scientifically sound solutions using math, supported by code and examples. Listeners become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

PLEASE NOTE: When you purchase this title, the accompanying reference material will be available in your Library section along with the audio.

©2018 John Wiley & Sons, Inc. (P)2018 Gildan Media

PDF Attachment is available on website / my library

If you’re on iPhone / You need to login to audible.com click Full Site at the bottom. Then go to my library / other actions / view PDF.

Good book, poor narration

The book was generally well written, and I feel like I learned what I wanted from it.
However, the formulas are spoken very robotically. e.g. p_(i,j) would be said as p sub i sub j, so 'sub' appears way more than needed and makes it very hard to follow along for the math. I get it's hard to have math in an audiobook, but it could have been done better. The narrator also randomly switches to whispering once in a while, which is strange. (the narration is also a bit slow, 1.5x speed worked well for me)
Regarding the content I only have some small issues, the intro is a bit elitist, claiming you need to know a bunch of specific frameworks, APIs, languages, and even hardware vendors, while most of these are barely even mentioned throughout the rest of the book.
The last chapter about HPC could have been left out. It feels like a grant application for HPC funds were copy pasted in.

Useful book, bad audiobook.

This is an important book, but should have been rewritten for audio. several hours of math formulas does not make for good listening.

really intense book. loved it

I'm a computer science person whose been a stock market weekend warrior. this book was great on multiple levels. lots of great stock market info as well as great math and machine learning.

"Not good in audio book format" critique

I saw many reviews were pointing to this being not a great book, in audio format. I could agree that might not be some people's preference. However, this is perfect for me as I love audio-books and this is one of the only math/comp sci heavy books that actually *is* in audio-book format.

It introduces some great topics that can later be reviewed online.

As long as you know what you're getting into (basically, someone reading you a book heavy with math/comp sci concepts) its great!

Not recommended for audio

This is a technical book with lots of equations and figures that are hard to capture in audio format.

This is an extremely important book

But it does not suit itself to the Audio format, I am returning and and getting the kindle or paper edition.

I did enjoy many parts in audio, but the formulas go to be too much, the 218 page companion PDF should have been I clue.

Please pull this book from Audible, and replace it with better suited content, the information is too valuable to loose in a fuzz i sub t sub j.

Great book, but limited by audio media

Content is really good. Deep dive into technical aspects and real life applications. However, audio format is a bit restrictive, even with the accompanying pdf, since there is a considerable amount of mathematical symbols and notation in the middle of the text.

Good Deep Content, So, Get The Hard Copy

Insightful content hence not so easy to follow in the audio format. PDF attachment helps but still lacks the ability to follow along effectively

Get the Kindle or hardcopy version

Equations are read to you

For ML experts, difficult to grasp the core nuances of financial applications.
For financial folks with not much of ML background, probably difficult to follow.
For practitioners who are in the business, probably a very good reference book to look into. But definitely not a good listening.