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

United Nations

Sustainable Development

 

Will Koehrsen

Data Scientist at Cortex Intel, Data Science Communicator

 

Towards Data Science

 

Towards Data Science Inc. is a publication where independent authors who follow our rules and guidelines can publish their work, share their knowledge and expertise, and engage a wide audience on Medium.

 

Other video resources

Articles and Books

AI Glossary

AI Myths

Statistical Learning

Mandelbrot-Taylor
The distribution of stock price differences

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;

A brilliant mind connecting the world of botany with physics using math

 

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 : myths and limits /
François-Serge L’habitant. Wiley

 

 

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.