Lecture notes
Lecture 1: Introduction
Lecture 2: information bars
Lecture 3: One dimensional dist.
Lecture 4: tree based methods
Lecture 5: Neural networks
Lecture 6: NLP
Web Resources
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Other video resources
Articles and Books
Taleb, N. (2005). Fooled by randomness: The hidden role of chance in life and in the markets. New York: Random House Trade Paperbacks.
Another treaty on skepticism
Taleb, N. N. (2007). The black swan: The impact of the highly improbable.
Pop culture meets risk management. This book, a prophecy of the financial crisis of 2008, brought Nassim Taleb to the main stream media as a risk visionary.
Investigations on the theory of the Brownian movement /
by Albert Einstein;
Advances in financial machine learning [electronic resource] /
Marcos López de Prado.
New Jersey : Wiley, [2018]
Perhaps the first book to introduce ML in finance.
Machine learning in business : an introduction to the world of data science /
John C. Hull.
Hull gets into ML. Likely to become a classic soon
Hedge funds : quantitative insights /
François-Serge L’habitant. John Wiley, ©2004
Hedge funds [electronic resource] : structure, strategies, and performance /
[edited by] H. Kent Baker and Greg Filbeck
A compilation of papers, it shows the topics that interest investors when it comes to hedge funds. Many of the topics are still relevant today. The focus is very investment centric, and shows the quantitative analyst that there are many topics of interest which are not quantitative at all.