Not strictly ML, but "Optimization Methods in Finance" by Cornuejols et al [1] a great reference. It introduces optimization algorithms and modeling technique a

Not strictly ML, but "Optimization Methods in Finance" by Cornuejols et al [1] a great reference. It introduces optimization algorithms and modeling technique as well as finance applications in alternating chapters. [1] https://doi.org/10.1017/9781107297340 https://doi.org/10.1017/9781107297340