Advances in Financial Machine Learning "Discrete mathematics appears naturally in multiple ML problems, including hierarchical clustering, grid searches, decisions based on thresholds, and integer optimization. Sometimes, these problems do not have a known analytical (closed-form) solution, or even a heuristic to approximate it, and our only hope is to search for it through brute force. "financial problem, intractable to modern supercomputers, can be reformulated as an integer optimization problem. Such a representation makes it amenable to quantum computers. From this example the reader can infer how to translate his particular financial ML intractable problem into a quantum brute force search." By Marcos Lopez de Prado Link https://lnkd.in/dgK_X_8R
The best book about ML and trading I have ever read
This is the most practically applicable book I have ever read.
Nice book. Well done Marcos!
Great book indeed!
This is stupid. Quantum computers aren’t real and probably won’t be for at least 10 years.