{"repo":"dkanungo/Probabilistic-ML-for-finance-and-investing","free":true,"listed":false,"github":"https://github.com/dkanungo/Probabilistic-ML-for-finance-and-investing","clone":"git clone https://github.com/dkanungo/Probabilistic-ML-for-finance-and-investing.git","description":"Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python","language":"Jupyter Notebook","stars":137,"topics":["finance","investing","probabilistic-programming","trading","uncertainty-quantification","markov-chain-monte-carlo","npv-analysis","project-management","aleatoric-uncertainty","epistemic-uncertainty"],"license":"Apache-2.0","category":"trading","readme_excerpt":"Introduction This is the Python code repository for my award-winning book that has already been cited in several high-quality journals in applied and computational engineering, data science, analytics, and symbolic logic. See citations. It is recommended reading for a graduate level course in machine learning in finance and economics at a prestigious Polish University. It was also on the recommended reading list of the library of Bank of Mexico. Furthermore, it has been translated into Chinese by three human subject matter experts. The enthusiastic response that I got from my very first blog post, published in 2018 on Google’s TensorFlow Probability blog, including the fact that it caught the attention of the SEC’s Division of Trading and Markets, sparked the idea for this book. You can read Chapter 1 here. Or you can read the entire book for free, and countless others, over the next 30 days while accessing the vast resources of O'Reilly Media's learning platform by signing-up here. From the Preface: Why I Wrote This Book There is a paucity of general probabilistic ML books, and none that is dedicated entirely to finance and investing problems. Because of the idiosyncratic complexities of these domains, any naive application of ML in general and probabilistic ML in particular is doomed to failure. A depth of understanding of the foundations of these domains is pivotal to having any chance of succeeding. This book is a primer that endeavors to give the thinking practitioner a ","default_branch":null,"files":null,"tree":[],"storefront":"/r/dkanungo","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/dkanungo/Probabilistic-ML-for-finance-and-investing/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}