Book picks similar to
Advances in Financial Machine Learning by Marcos López de Prado
finance
quant
trading
machine-learning
Think Like a Programmer: An Introduction to Creative Problem Solving
V. Anton Spraul - 2012
In this one-of-a-kind text, author V. Anton Spraul breaks down the ways that programmers solve problems and teaches you what other introductory books often ignore: how to Think Like a Programmer. Each chapter tackles a single programming concept, like classes, pointers, and recursion, and open-ended exercises throughout challenge you to apply your knowledge. You'll also learn how to:Split problems into discrete components to make them easier to solve Make the most of code reuse with functions, classes, and libraries Pick the perfect data structure for a particular job Master more advanced programming tools like recursion and dynamic memory Organize your thoughts and develop strategies to tackle particular types of problems Although the book's examples are written in C++, the creative problem-solving concepts they illustrate go beyond any particular language; in fact, they often reach outside the realm of computer science. As the most skillful programmers know, writing great code is a creative art—and the first step in creating your masterpiece is learning to Think Like a Programmer.
On Intelligence
Jeff Hawkins - 2004
Now he stands ready to revolutionize both neuroscience and computing in one stroke, with a new understanding of intelligence itself.Hawkins develops a powerful theory of how the human brain works, explaining why computers are not intelligent and how, based on this new theory, we can finally build intelligent machines.The brain is not a computer, but a memory system that stores experiences in a way that reflects the true structure of the world, remembering sequences of events and their nested relationships and making predictions based on those memories. It is this memory-prediction system that forms the basis of intelligence, perception, creativity, and even consciousness.In an engaging style that will captivate audiences from the merely curious to the professional scientist, Hawkins shows how a clear understanding of how the brain works will make it possible for us to build intelligent machines, in silicon, that will exceed our human ability in surprising ways.Written with acclaimed science writer Sandra Blakeslee, On Intelligence promises to completely transfigure the possibilities of the technology age. It is a landmark book in its scope and clarity.
Heard on The Street: Quantitative Questions from Wall Street Job Interviews
Timothy Falcon Crack - 2000
The interviewers use the same questions year-after-year and here they are---with solutions! These questions come from all types of interviews (corporate finance, sales and trading, quant research, etc), but they are especially likely in quantitative capital markets job interviews. The questions come from all levels of interviews (undergrad, MBA, PhD), but they are especially likely if you have, or almost have, an MS or MBA. The latest edition includes over 120 non-quantitative actual interview questions, and a new section on interview technique---based partly on Dr. Crack's experiences interviewing candidates for the world's largest institutional asset manager. Dr. Crack has a PhD from MIT. He has won many teaching awards and has publications in the top academic, practitioner, and teaching journals in finance. He has degrees in Mathematics/Statistics, Finance, and Financial Economics and a diploma in Accounting/Finance. Dr. Crack taught at the university level for 20 years including four years as a front line teaching assistant for MBA students at MIT. He recently headed a quantitative active equity research team at the world's largest institutional money manager.
The Signal and the Noise: Why So Many Predictions Fail—But Some Don't
Nate Silver - 2012
He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of FiveThirtyEight.com. Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the "prediction paradox": The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good-or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary-and dangerous-science.Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.
The Rust Programming Language
Steve Klabnik
This is the undisputed go-to guide to Rust, written by two members of the Rust core team, with feedback and contributions from 42 members of the community. The book assumes that you’ve written code in another programming language but makes no assumptions about which one, meaning the material is accessible and useful to developers from a wide variety of programming backgrounds.Known by the Rust community as "The Book," The Rust Programming Language includes concept chapters, where you’ll learn about a particular aspect of Rust, and project chapters, where you’ll apply what you’ve learned so far to build small programs.The Book opens with a quick hands-on project to introduce the basics then explores key concepts in depth, such as ownership, the type system, error handling, and fearless concurrency. Next come detailed explanations of Rust-oriented perspectives on topics like pattern matching, iterators, and smart pointers, with concrete examples and exercises--taking you from theory to practice.The Rust Programming Language will show you how to: Grasp important concepts unique to Rust like ownership, borrowing, and lifetimes Use Cargo, Rust’s built-in package manager, to build and maintain your code, including downloading and building dependencies Effectively use Rust’s zero-cost abstractions and employ your ownYou’ll learn to develop reliable code that’s speed and memory efficient, while avoiding the infamous and arcane programming pitfalls common at the systems level. When you need to dive down into lower-level control, this guide will show you how without taking on the customary risk of crashes or security holes and without requiring you to learn the fine points of a fickle toolchain.You’ll also learn how to create command line programs, build single- and multithreaded web servers, and much more.The Rust Programming Language fully embraces Rust’s potential to empower its users. This friendly and approachable guide will help you build not only your knowledge of Rust but also your ability to program with confidence in a wider variety of domains.
Structure and Interpretation of Computer Programs
Harold Abelson - 1984
This long-awaited revision contains changes throughout the text. There are new implementations of most of the major programming systems in the book, including the interpreters and compilers, and the authors have incorporated many small changes that reflect their experience teaching the course at MIT since the first edition was published. A new theme has been introduced that emphasizes the central role played by different approaches to dealing with time in computational models: objects with state, concurrent programming, functional programming and lazy evaluation, and nondeterministic programming. There are new example sections on higher-order procedures in graphics and on applications of stream processing in numerical programming, and many new exercises. In addition, all the programs have been reworked to run in any Scheme implementation that adheres to the IEEE standard.
Practical SQL: A Beginner's Guide to Storytelling with Data
Anthony DeBarros - 2022
An approachable guide to programming in SQL (Structured Query Language) that will teach even beginning programmers how to build powerful databases and analyze data to find meaningful information.Practical SQL is an approachable and fast-paced guide to SQL (Structured Query Language) written by longtime professional journalist Anthony DeBarros. SQL is the primary tool that programmers, web developers, researchers, journalists, and others use to explore data in a database. DeBarros focuses on using SQL to find the story in data, with the aid of the popular open-source database PostgreSQL and the pgAdmin interface.This thoroughly revised second edition includes a new chapter describing how to set up PostgreSQL and more extensive discussion of pgAdmin's best features. The author has also added a chapter on the JSON data format that shows readers how to store and query JSON data. DeBarros has also updated the data in the book throughout, added coverage of additional topics, and perfected the book's examples.Readers love DeBarros's use of exercises and real-world examples that demonstrate how to:- Create databases and related tables using your own data - Correctly define data typesAggregate, sort, and filter data to find patterns - Clean their data and transfer data as text files - Create advanced queries and automate tasksThis book uses PostgreSQL, but the SQL syntax is applicable to many database applications, including Microsoft SQL Server and MySQL.
The Intelligent Investor
Benjamin Graham - 1949
Graham's philosophy of "value investing" -- which shields investors from substantial error and teaches them to develop long-term strategies -- has made The Intelligent Investor the stock market bible ever since its original publication in 1949.Over the years, market developments have proven the wisdom of Graham's strategies. While preserving the integrity of Graham's original text, this revised edition includes updated commentary by noted financial journalist Jason Zweig, whose perspective incorporates the realities of today's market, draws parallels between Graham's examples and today's financial headlines, and gives readers a more thorough understanding of how to apply Graham's principles.Vital and indispensable, this HarperBusiness Essentials edition of The Intelligent Investor is the most important book you will ever read on how to reach your financial goals.
Machine, Platform, Crowd: Harnessing Our Digital Future
Andrew McAfee - 2017
Now they’ve written a guide to help readers make the most of our collective future. Machine | Platform | Crowd outlines the opportunities and challenges inherent in the science fiction technologies that have come to life in recent years, like self-driving cars and 3D printers, online platforms for renting outfits and scheduling workouts, or crowd-sourced medical research and financial instruments.
Human + Machine: Reimagining Work in the Age of AI
Paul R. Daugherty - 2018
Are you ready?
Look around you. Artificial intelligence is no longer just a futuristic notion. It's here right now--in software that senses what we need, supply chains that "think" in real time, and robots that respond to changes in their environment. Twenty-first-century pioneer companies are already using AI to innovate and grow fast. The bottom line is this: Businesses that understand how to harness AI can surge ahead. Those that neglect it will fall behind. Which side are you on?In Human + Machine, Accenture leaders Paul R. Daugherty and H. James (Jim) Wilson show that the essence of the AI paradigm shift is the transformation of all business processes within an organization--whether related to breakthrough innovation, everyday customer service, or personal productivity habits. As humans and smart machines collaborate ever more closely, work processes become more fluid and adaptive, enabling companies to change them on the fly--or to completely reimagine them. AI is changing all the rules of how companies operate.Based on the authors' experience and research with 1,500 organizations, the book reveals how companies are using the new rules of AI to leap ahead on innovation and profitability, as well as what you can do to achieve similar results. It describes six entirely new types of hybrid human + machine roles that every company must develop, and it includes a "leader’s guide" with the five crucial principles required to become an AI-fueled business.Human + Machine provides the missing and much-needed management playbook for success in our new age of AI.
Python Cookbook
David Beazley - 2002
Packed with practical recipes written and tested with Python 3.3, this unique cookbook is for experienced Python programmers who want to focus on modern tools and idioms.Inside, you’ll find complete recipes for more than a dozen topics, covering the core Python language as well as tasks common to a wide variety of application domains. Each recipe contains code samples you can use in your projects right away, along with a discussion about how and why the solution works.Topics include:Data Structures and AlgorithmsStrings and TextNumbers, Dates, and TimesIterators and GeneratorsFiles and I/OData Encoding and ProcessingFunctionsClasses and ObjectsMetaprogrammingModules and PackagesNetwork and Web ProgrammingConcurrencyUtility Scripting and System AdministrationTesting, Debugging, and ExceptionsC Extensions
Paul Wilmott Introduces Quantitative Finance (The Wiley Finance Series)
Paul Wilmott - 2001
Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.
Beat the Market: A Scientific Stock Market System
Edward O. Thorp - 1967
Details are given of actual investments made by the authors, one of whom more then doubled $100,000 in five years.
The Art of Data Science: A Guide for Anyone Who Works with Data
Roger D. Peng - 2015
The authors have extensive experience both managing data analysts and conducting their own data analyses, and have carefully observed what produces coherent results and what fails to produce useful insights into data. This book is a distillation of their experience in a format that is applicable to both practitioners and managers in data science.
R Cookbook: Proven Recipes for Data Analysis, Statistics, and Graphics
Paul Teetor - 2011
The R language provides everything you need to do statistical work, but its structure can be difficult to master. This collection of concise, task-oriented recipes makes you productive with R immediately, with solutions ranging from basic tasks to input and output, general statistics, graphics, and linear regression.Each recipe addresses a specific problem, with a discussion that explains the solution and offers insight into how it works. If you're a beginner, R Cookbook will help get you started. If you're an experienced data programmer, it will jog your memory and expand your horizons. You'll get the job done faster and learn more about R in the process.Create vectors, handle variables, and perform other basic functionsInput and output dataTackle data structures such as matrices, lists, factors, and data framesWork with probability, probability distributions, and random variablesCalculate statistics and confidence intervals, and perform statistical testsCreate a variety of graphic displaysBuild statistical models with linear regressions and analysis of variance (ANOVA)Explore advanced statistical techniques, such as finding clusters in your dataWonderfully readable, R Cookbook serves not only as a solutions manual of sorts, but as a truly enjoyable way to explore the R language--one practical example at a time.--Jeffrey Ryan, software consultant and R package author