February 2018
Intermediate to advanced
400 pages
10h 17m
English
Content preview from Advances in Financial Machine Learning
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About the Author
Dr. Marcos López de Prado manages several multibillion-dollar funds for institutional investors using machine learning (ML) algorithms and supercomputers. He founded Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, where he developed high-capacity strategies that consistently delivered superior risk-adjusted returns. After managing up to $13 billion in assets, Marcos acquired QIS and successfully spun-out that business from Guggenheim in 2018.
Since 2010, Marcos has been a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). One of the top-10 most read authors in finance (SSRN's rankings), he has published dozens of scientific articles on ML and supercomputing in the leading academic journals, and he holds multiple international patent applications on algorithmic trading.
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 Financial ML course at the School of Engineering. Marcos has an Erdős #2 and an Einstein #4 according to the American Mathematical Society.
For additional information, visit www.QuantResearch.org
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