ΠΠ°ΡΠΊΠΎΡ ΠΠΎΠΏΠ΅Π· Π΄Π΅ ΠΡΠ°Π΄ΠΎ, 2019, Π‘Π΅ΡΠΈΡ: IT Π΄Π»Ρ Π±ΠΈΠ·Π½Π΅ΡΠ°
ΠΡΠ° ΠΊΠ½ΠΈΠ³Π° ΡΠ°ΡΠΊΡΡΠ²Π°Π΅Ρ ΠΏΡΠΈΠ±ΡΠ»ΡΠ½ΡΠ΅ Π°Π»Π³ΠΎΡΠΈΡΠΌΡ ΠΌΠ°ΡΠΈΠ½Π½ΠΎΠ³ΠΎ ΠΎΠ±ΡΡΠ΅Π½ΠΈΡ, ΠΈΡΠΏΠΎΠ»ΡΠ·ΡΠ΅ΠΌΡΠ΅ Π΄Π»Ρ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΠΊΡΡΠΏΠ½ΡΠΌΠΈ ΠΈΠ½Π²Π΅ΡΡΠΈΡΠΈΠΎΠ½Π½ΡΠΌΠΈ ΡΠΎΠ½Π΄Π°ΠΌΠΈ. ΠΠ°ΡΠΈΠ½Π½ΠΎΠ΅ ΠΎΠ±ΡΡΠ΅Π½ΠΈΠ΅ ΡΡΠ°Π½ΡΡΠΎΡΠΌΠΈΡΡΠ΅Ρ ΠΌΠ½ΠΎΠ³ΠΈΠ΅ ΡΡΠ΅ΡΡ ΠΆΠΈΠ·Π½ΠΈ, Π°Π²ΡΠΎΠΌΠ°ΡΠΈΠ·ΠΈΡΡΡ Π·Π°Π΄Π°ΡΠΈ, ΡΠ°Π½Π΅Π΅ Π΄ΠΎΡΡΡΠΏΠ½ΡΠ΅ ΡΠΎΠ»ΡΠΊΠΎ ΡΠΊΡΠΏΠ΅ΡΡΠ°ΠΌ. Π ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎΠΉ ΡΡΠ΅ΡΠ΅ ΠΠ ΡΡΠ°Π½ΠΎΠ²ΠΈΡΡΡ Π΄ΠΎΠΌΠΈΠ½ΠΈΡΡΡΡΠ΅ΠΉ ΡΠΈΠ»ΠΎΠΉ, Π΄Π΅Π»Π°Ρ ΡΡΠ°Π΄ΠΈΡΠΈΠΎΠ½Π½ΡΠ΅ ΠΌΠ΅ΡΠΎΠ΄Ρ ΠΏΡΠΎΠ³Π½ΠΎΠ·ΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΡΡΠ°ΡΠ΅Π²ΡΠΈΠΌΠΈ. ΠΠ½ΠΈΠ³Π° ΠΏΡΠ΅Π΄Π»Π°Π³Π°Π΅Ρ ΡΠΈΡΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΈΠΉ Π°Π½Π°Π»ΠΈΠ· ΠΌΠ΅ΡΠΎΠ΄ΠΎΠ² ΠΌΠ°ΡΠΈΠ½Π½ΠΎΠ³ΠΎ ΠΎΠ±ΡΡΠ΅Π½ΠΈΡ, ΠΏΡΠΈΠΌΠ΅Π½ΠΈΠΌΡΡ ΠΊ ΡΠΈΠ½Π°Π½ΡΠ°ΠΌ, Π½Π°ΡΠΈΠ½Π°Ρ Ρ ΠΎΡΠ½ΠΎΠ² ΡΡΡΡΠΊΡΡΡΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ Π΄Π°Π½Π½ΡΡ ΠΈ Π·Π°ΠΊΠ°Π½ΡΠΈΠ²Π°Ρ ΡΠ΅ΡΡΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅ΠΌ ΠΈΠ½Π²Π΅ΡΡΠΈΡΠΈΠΎΠ½Π½ΡΡ ΡΡΡΠ°ΡΠ΅Π³ΠΈΠΉ.
Marcos Lopez de Prado, 2019, Series: IT for Business
This book reveals profitable machine learning algorithms used to manage large investment funds. Machine learning is transforming many areas of life, automating tasks previously only accessible to experts. In finance, ML is becoming a dominant force, making traditional forecasting methods obsolete. The book offers a systematic analysis of machine learning methods applicable to finance, starting from the fundamentals of financial data structure to testing investment strategies.