The best machine learning books 📚

By now, you may notice that I like to recommend textbooks. I use this bestseller for my course in Financial Machine Learning at Northwestern University, but really, nobody interested in financial machine learning hasn’t read this book. The topics are highly relevant to every investor or trader – I read it at least 5 times to digest every nugget and have put them to very productive use in my trading as well as in my fintech firm predictnow.ai. It covers basic techniques such as random forest to advanced techniques such as Hierarchical Risk Parity, which is a big improvement over… show more.

This book might as well be called Introduction to machine learning, and it is probably one of the only books truly deserving of the title. Did you know neural networks have been used for decades to scan checks at the bank? They are called Boltzman Machine. Have you ever heard of how decision trees were used in old-school data mining? You could only get them from proprietary software packages from the early 2000s.

In quant trading, you will constantly face compute power constraints, so it is invaluable to understand the mathematical foundations of the most old-school machine learning methods… show more.

There are three types of machine learning books — books written for people who want to become machine learning engineers, books written for people who want to become machine learning researchers, and books written for business executives. Reading a book written for researchers or executives can be a frustrating experience if you are a software engineer, social scientist, or mechanical engineer who wants to learn machine learning and get an ML job in the industry.

If you are a coder who wants to become an ML engineer, you have got to learn machine learning concepts, but you… show more.

This is a fantastic book to get you started. It is written by the author of a leading deep learning framework Keras, which makes even Tensorflow very easy to use. Chollet is a true leader of the deep learning craft and the Manning team always does an excellent job of forcing authors to make the subject matter accessible. Highly recommended!