Special Mention: Prof M Lopez de Prado

Many of the implementations in the MlFinLab package are based on the works of professor Marcos Lopez de Prado. We are grateful to the professor for his great works and his support in the development of our package. We encourage you to read the original works, a full list of which can be found on QuantResearch.

MlFinLab is largely based upon his papers, as well as 2 graduate level textbooks:

  • “Advances in Financial Machine Learning” by Marcos Lopez de Prado.

  • “Machine Learning for Asset Managers” by Marcos Lopez de Prado.

You can find links to these books as well as links to peer-reviewed journal articles, working papers and many more on the professor’s webpage QuantResearch.


According to professor Marcos Lopez de Prado:

“This website [ QuantResearch ] explains scientifically sound ML tools that have worked for me over the course of two decades, helping me to manage large pools of funds for some of the most demanding institutional investors.”