Applications of Computational Intelligence in Data-Driven Trading

PRAISE FOR APPLICATIONS OF COMPUTATIONAL INTELLIGENCE IN DATA-DRIVEN TRADING "Cris Doloc has a rare combination of expertise-in technology, trading, and modeling. The resulting synergies shine here, informing and illuminating this admirable introduction to the frontiers of computational learning in data-driven finance. I highly recommend this book. " -Prof. Roger Lee, Director of the Financial Mathematics Program, University of Chicago "Cris Doloc successfully tackles a pair of difficult problems: bringing economic and mathematical rigor to Machine Learning in financial markets, while keeping the discussion relevant and accessible to practitioners and theorists alike. He brings a much-needed critical yet objective eye to the 'myth and reality' of AI and Machine Learning in quantitative finance, cutting through the AI hype with intellectual honesty. His book deserves a prominent space in every financial engineer's bookshelf. " -Gerald A. Hanweck, Jr. , PhD, CEO and Founder, Hanweck Associates, LLC "Applications of Computational Intelligence in Data-Driven Trading, is an essential addition to the library of any existing or endeavoring quantitative professional. This book is unique. It's an important read for those who want to be at the forefront of the data revolution in trading. " -Prof. Dan Nicolae, Chair of Statistics, University of Chicago "Doloc addresses a wide range of applications of Machine Learning in trading and portfolio management. What is unique about this book is the case study approach. It's a must read for students in AI and ML as it goes far beyond the techniques of ML: it analyzes how to best implement these techniques given the specifics of each problem. Well documented with an interesting historical perspective, it is food for thought regarding the future of finance. "-Linda Kreitzman, Executive Director, Master of Financial Engineering Program, UC Berkeley