2024학년도 2학기 Senior ML Finance Team 학습자료
| Book No. | Cover | Author | Chapter |
|---|---|---|---|
| 1 |  |
Trevor Hastie Robert Tibshirani Jerome Friedman |
Chapter 1 Chapter 2 |
| 2 |  |
Ruey S. Tsay | Chapter 3 Chapter 4 |
| 3 |  |
Marcos Lopez de Prado | Chapter 5 Chapter 6 Chapter 7 Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12 Chapter 13 Chapter 14 Chapter 15 |
| 4 |  |
Marcos Lopez de Prado | Chapter 6 Chapter 9 Chapter 12 Chapter 13 Chapter 14 |
| 5 |  |
Marcos Lopez de Prado | Chapter 16 |
| 6 |  |
Matthew F. Dixon Igor Halperin Paul Bilokon |
Chapter 3 Chapter 4 Chapter 14 Chapter 15 |
| 7 |  |
Joel Hasbrouck | Chapter 10 |
- Week 01 : Statistical Learning
- Week 02 : Machine Learning
- Week 03 : Advanced Vector Process
- Week 04 : Advanced Heteroscedasticity Models
- Week 05 : Data Resampling
- Week 06 : Labeling
- Week 07 : Sample Weights
- Week 08 : Pipeline Modeling
- Week 09 : Explainability
- Week 10 : Microstructural Features
- Week 11 : Bet Sizing
- Week 12 : Backtesting & Monte Carlo Simulation
- Week 13 : Allocation
- Week 14 : Signal Extraction & Smoothing
- Week 15 : Regime Change
- Week 16 : Causal Factor Modeling