Advances in Financial Machine Learning

“Advances in Financial Machine Learning is a very interesting book… the author knows his subject.” (BCS: The Chartered Institute for IT, August 2018)

“Prado’s book clearly illustrates how fast this world is moving, and how deep you need to dive if you are to excel and deliver top of the range solutions and above the curve performing algorithms.” (Irish Tech News, July 2018)

DR. MARCOS LÓPEZ DE PRADO is a principal at AQR Capital Management, and its head of machine learning. Marcos is also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). SSRN ranks him as one of the most-read authors in economics, and he has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals. Marcos earned a PhD in financial economics (2003), a second PhD in mathematical finance (2011) from Universidad Complutense de Madrid, and is a recipient of Spain’s National Award for Academic Excellence (1999). He completed his post-doctoral research at Harvard University and Cornell University, where he teaches a graduate course in financial machine learning at the School of Engineering. Marcos has an Erdös #2 and an Einstein #4 according to the American Mathematical Society.