Bryan Kelly and Dacheng Xiu release 159-page Financial Machine Learning textbook free
mdancho84 · x · 2026-10-19
A 159-page PDF textbook on Financial Machine Learning by Bryan Kelly (Yale University / AQR Capital Management) and Dacheng Xiu (University of Chicago) is now freely available for download. The two are leading researchers in ML for asset pricing, and the text systematically covers machine learning methods applied to quantitative finance and empirical asset pricing.
More from Research
- Nobel laureate Eric Betzig: replication, not peer review, is the hallmark of scientific veracity — anshulkundaje · 2026-10-19
- Models can hide secret messages in logit lens: "I can see you watching me" — CatAstro_Piyush · 2026-10-19
- Mathematicians validate OpenAI's proof of Brennan's conjecture: correct but lengthy — robleclerc · 2026-10-19
- Probability journals including Bernoulli suspend submissions citing AI-driven surge — michaelchchoi · 2026-10-19
- Caltech's Hirosi Ooguri on why AI may solve physics in ways we can't understand — TOEwithCurt · 2026-10-19
- Ariadne: trajectory generation from state-only data, no trajectory training (NeurIPS 2026) — du_yilun · 2026-10-19