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shokru / mlfactor.github.io

Website dedicated to a book on machine learning for factor investing
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neural networks #70

Open waynelapierre opened 3 years ago

waynelapierre commented 3 years ago

Have you considered adding topics of neural networks to this great online book? R currently has a native API to libtorch. https://cran.r-project.org/web/packages/torch/index.html

shokru commented 3 years ago

Hi Wayne, as a matter of fact, we started a bit, in Section 7.6. It's a part of the online version that is under construction... Hopefully I'll have some time during the summer to complete it and add vanilla torch code too. But I'm working on another book on sustainable investing, so I can't promise anything!