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Advances in Financial Machine Learning
by Marcos López de Prado

Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest.
In the book, readers will learn how to:

• Structure big data in a way that is amenable to ML algorithms
• Conduct research with ML algorithms on big data
• Use supercomputing methods and back test their discoveries while avoiding false positives