Advances in Financial Machine Learning

By: Marcos Lopez de Prado

Narrated by: Steven Jay Cohen

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

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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.

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.

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.