Book recommendation: Regression Models, Regression Trees, Machine Learning for Financial data

[Vin.G]

Can I have some book recommendations? To help me to apply statistical models for financial data. Regression Models, Regression Trees and Machine Learning models etc.

I will be using python to build the models (obviously)

 

[MikeLawrence]

An Introduction to statistical learning with python, tibshirani + hastie + ...

It is the easier coding-implementation companion book to Elements of Statistical Learning. I recommend reading them together and just bounding around the sections.

 

[MamtaBankoti]

Can I have some book recommendations? To help me to apply statistical models for financial data. Regression Models, Regression Trees and Machine Learning models etc.

I will be using python to build the models (obviously)

hey, here some of the best and most practical books for applying statiscal and machine models to financial data using Python.
1. Machine learning for finance 3rd edition by Jannes Klaas
2. Introduction to statistical learning by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani
3. Python for finance 2nd edition by Yves Hilpisch
4. Advances in Financial Machine learning by Marcos Lopez de Prado
5. Machine Learning for Assest Managers by Marcos Lopez de Prado
6. Applied Quantitative Finance using Python by Christian Ullrich.
Start with Machine learning for finance 3rd edition beacuse this book is very beginner friendly and covers regression models, regression tree, etc.
I hope this will help you.

 

[Daniel Duffy]

What about the underlyng mathematical foundations?
More is needed than just copy-n-paste Python code..

Blogs

MSc Theses at University of Birmingham 2019 MSc Mathematical Finance Programme Supervisor: Dr. Daniel J. Duffy, dduffy@datasim.nl Course Director: Dr. Colin Rowat,..

www.datasim.nl

Blogs

MSc Thesis “The Performance of Artificial Neural Networks on Rough Heston Model” By Chun Kiat Ong, University of Birmingham U.K. 2020 Supervisor: Dr. Daniel J...

www.datasim.nl

Looking into crystal balls, some elementary Functional Analysis

Linear Functional Analysis : Rynne Bryan P.: Amazon.nl: Books

Linear Functional Analysis : Rynne Bryan P.: Amazon.nl: Books

www.amazon.nl

 

[Daniel Duffy]

A good way to learn ML is to take a tutorial paper and program it up from scratch.

// Same idea as learning how to price options based on well-known quant articles. Write stuff.

 

[Paul Lopez]

Is the math theory that the foundations rest on being worked on some? I remember you had brought up issues in the past on the theoretical foundations some of this stuff was standing on. Hope it gets sorted out!

 

[Daniel Duffy]

Is the math theory that the foundations rest on being worked on some? I remember you had brought up issues in the past on the theoretical foundations some of this stuff was standing on. Hope it gets sorted out!

It's a bit scary IMHO. But what do I know?
A lot of blind faith..