advances in financial machine learning - arcturus9/useful-link GitHub Wiki
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Great Book Review
https://www.researchgate.net/publication/336409053_Book_Review_Marcos_Lopez_de_Prado_Advances_in_Financial_Machine_Learning_Wiley_2018 -
Great Github
https://github.com/hudson-and-thames/research/blob/master/Chapter16/Chapter16.ipynb
https://github.com/hudson-and-thames/research/blob/master/Chapter4/Trend-Follow-Question-Extended-SB-Cross-Val.ipynb
https://github.com/hudson-and-thames/mlfinlab
https://github.com/hudson-and-thames/presentations -
Good github
https://github.com/peng3738/Selfstudy-note-for-advances-in-financial-machine-learning
μ±ν°λ³ ν¨μ λ΄μ© λ€μμ!!!
https://github.com/fernandodelacalle/adv-financial-ml-marcos-exercises/tree/master/notebooks
exercise λͺ¨μ (μ§λ¬Έλ§ μ 리λ¨)