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Lopez De Prado Livres

    Causal Factor Investing
    Machine Learning for Asset Managers

    • Machine Learning for Asset Managers

      • 152pages
      • 6 heures de lecture
      4,2(49)Évaluer

      The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods.

      Machine Learning for Asset Managers

    • Causal Factor Investing

      Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. This Element analyzes the current state of causal confusion and proposes solutions with the potential to transform factor investing into a truly scientific discipline. This title is also available as Open Access on Cambridge Core.

      Causal Factor Investing