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Machine-Learning-for-Asset-Managers

emoen•PUBLIC

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Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

clusterscorrelationdensityeigenvaluemachine-learning

Apache License 2.0

Created on Jun 21, 2020

Updated on Apr 5, 2026

Stars

621

Forks

189

Watchers

621

Open Issues

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73/100

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Recent Commits

fix: cMDA function in ch6_feature_importance_analysis.py, should the following code be outside of train test for loop

Endre Moen•1 year ago

5292b3cView on GitHub

fix: req.txt update to scikit-learn, and param in BaggingClassifier

Endre Moen•1 year ago

a478338View on GitHub

Merge pull request #9 from Y-Saki26/fix-typo

Endre Moen•1 year ago

67b3e04View on GitHub

Modified according to the original text

Yuki Sakishita•2 years ago

466a5fbView on GitHub

Fixed typo and naming errors example code

Yuki Sakishita•2 years ago

b65f54cView on GitHub

Fixed attribute name `fit.enumerators_` to `fit.estimators`

Yuki Sakishita•2 years ago

bdef84eView on GitHub

Changed to explicit relative reference

Yuki Sakishita•2 years ago

a442cdeView on GitHub

Update README.md

Endre Moen•3 years ago

577f951View on GitHub

Update README.md

Endre Moen•4 years ago

f69f6abView on GitHub

Merge pull request #2 from emoen/add-license-1

Endre Moen•4 years ago

8ee1d92View on GitHub

Create LICENSE

Endre Moen•4 years ago

d771305View on GitHub

Update README.md

Endre Moen•4 years ago

25d377cView on GitHub

scatter-plot without line

emoen•4 years ago

60b63ccView on GitHub

random noise+sine using look-back instead of look forward

emoen•4 years ago

afac2eeView on GitHub

Why is the book talking about look-forward window? You only have a look-back window of latest data-points

emoen•4 years ago

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Machine-Learning-for-Asset-Managers

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