Hands On Deep Learning For Finance

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Machine Learning for Finance

Author : Jannes Klaas
Publisher :
ISBN 13 : 9781789136364
Total Pages : 456 pages
Book Rating : 4.1/5 (363 download)

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Book Synopsis Machine Learning for Finance by : Jannes Klaas

Download or read book Machine Learning for Finance written by Jannes Klaas and published by . This book was released on 2019-05-30 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Plan and build useful machine learning systems for financial services, with full working Python code Key Features Build machine learning systems that will be useful across the financial services industry Discover how machine learning can solve finance industry challenges Gain the machine learning insights and skills fintech companies value most Book Description Machine learning skills are essential for anybody working in financial data analysis. Machine Learning for Finance shows you how to build machine learning models for use in financial services organizations. It shows you how to work with all the key machine learning models, from simple regression to advanced neural networks. You will see how to use machine learning to automate manual tasks, identify and address systemic bias, and find new insights and patterns hidden in available data. Machine Learning for Finance encourages and equips you to find new ways to use data to serve an organization's business goals. Broad in scope yet deeply practical in approach, Machine Learning for Finance will help you to apply machine learning in all parts of a financial organization's infrastructure. If you work or plan to work in fintech, and want to gain one of the most valuable skills in the sector today, this book is for you. What you will learn Practical machine learning for the finance sector Build machine learning systems that support the goals of financial organizations Think creatively about problems and how machine learning can solve them Identify and reduce sources of bias from machine learning models Apply machine learning to structured data, natural language, photographs, and written text related to finance Use machine learning to detect fraud, forecast financial trends, analyze customer sentiments, and more Implement heuristic baselines, time series, generative models, and reinforcement learning in Python, scikit-learn, Keras, and TensorFlow Who this book is for Machine Learning for Finance is for financial professionals who want to develop and apply machine learning skills, and for students entering the field. You should be comfortable with Python and the basic data science stack, such as NumPy, pandas, and Matplotlib, to get the most out of this book.

Hands-On Deep Learning for Finance

Author : Luigi Troiano
Publisher :
ISBN 13 : 9781789613179
Total Pages : 442 pages
Book Rating : 4.6/5 (131 download)

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Book Synopsis Hands-On Deep Learning for Finance by : Luigi Troiano

Download or read book Hands-On Deep Learning for Finance written by Luigi Troiano and published by . This book was released on 2020-02-28 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hands-On Machine Learning for Algorithmic Trading

Author : Stefan Jansen
Publisher : Packt Publishing Ltd
ISBN 13 : 1789342716
Total Pages : 668 pages
Book Rating : 4.7/5 (893 download)

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Book Synopsis Hands-On Machine Learning for Algorithmic Trading by : Stefan Jansen

Download or read book Hands-On Machine Learning for Algorithmic Trading written by Stefan Jansen and published by Packt Publishing Ltd. This book was released on 2018-12-31 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.

Machine Learning in Finance

Author : Matthew F. Dixon
Publisher : Springer Nature
ISBN 13 : 3030410684
Total Pages : 565 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Machine Learning in Finance by : Matthew F. Dixon

Download or read book Machine Learning in Finance written by Matthew F. Dixon and published by Springer Nature. This book was released on 2020-07-01 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance.

Hands-On Deep Learning with Go

Author : Gareth Seneque
Publisher : Packt Publishing Ltd
ISBN 13 : 1789347882
Total Pages : 228 pages
Book Rating : 4.7/5 (893 download)

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Book Synopsis Hands-On Deep Learning with Go by : Gareth Seneque

Download or read book Hands-On Deep Learning with Go written by Gareth Seneque and published by Packt Publishing Ltd. This book was released on 2019-08-08 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Apply modern deep learning techniques to build and train deep neural networks using Gorgonia Key FeaturesGain a practical understanding of deep learning using GolangBuild complex neural network models using Go libraries and GorgoniaTake your deep learning model from design to deployment with this handy guideBook Description Go is an open source programming language designed by Google for handling large-scale projects efficiently. The Go ecosystem comprises some really powerful deep learning tools such as DQN and CUDA. With this book, you'll be able to use these tools to train and deploy scalable deep learning models from scratch. This deep learning book begins by introducing you to a variety of tools and libraries available in Go. It then takes you through building neural networks, including activation functions and the learning algorithms that make neural networks tick. In addition to this, you'll learn how to build advanced architectures such as autoencoders, restricted Boltzmann machines (RBMs), convolutional neural networks (CNNs), recurrent neural networks (RNNs), and more. You'll also understand how you can scale model deployments on the AWS cloud infrastructure for training and inference. By the end of this book, you'll have mastered the art of building, training, and deploying deep learning models in Go to solve real-world problems. What you will learnExplore the Go ecosystem of libraries and communities for deep learningGet to grips with Neural Networks, their history, and how they workDesign and implement Deep Neural Networks in GoGet a strong foundation of concepts such as Backpropagation and MomentumBuild Variational Autoencoders and Restricted Boltzmann Machines using GoBuild models with CUDA and benchmark CPU and GPU modelsWho this book is for This book is for data scientists, machine learning engineers, and AI developers who want to build state-of-the-art deep learning models using Go. Familiarity with basic machine learning concepts and Go programming is required to get the best out of this book.

Hands-On Python for Finance

Author : Krish Naik
Publisher :
ISBN 13 : 9781789346374
Total Pages : 378 pages
Book Rating : 4.3/5 (463 download)

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Book Synopsis Hands-On Python for Finance by : Krish Naik

Download or read book Hands-On Python for Finance written by Krish Naik and published by . This book was released on 2019-03-29 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn and implement quantitative finance using popular Python libraries like NumPy, pandas, and Keras Key Features Understand Python data structure fundamentals and work with time series data Use popular Python libraries including TensorFlow, Keras, and SciPy to deploy key concepts in quantitative finance Explore various Python programs and learn finance paradigms Book Description Python is one of the most popular languages used for quantitative finance. With this book, you'll explore the key characteristics of Python for finance, solve problems in finance, and understand risk management. The book starts with major concepts and techniques related to quantitative finance, and an introduction to some key Python libraries. Next, you'll implement time series analysis using pandas and DataFrames. The following chapters will help you gain an understanding of how to measure the diversifiable and non-diversifiable security risk of a portfolio and optimize your portfolio by implementing Markowitz Portfolio Optimization. Sections on regression analysis methodology will help you to value assets and understand the relationship between commodity prices and business stocks. In addition to this, you'll be able to forecast stock prices using Monte Carlo simulation. The book will also highlight forecast models that will show you how to determine the price of a call option by analyzing price variation. You'll also use deep learning for financial data analysis and forecasting. In the concluding chapters, you will create neural networks with TensorFlow and Keras for forecasting and prediction. By the end of this book, you will be equipped with the skills you need to perform different financial analysis tasks using Python What you will learn Clean financial data with data preprocessing Visualize financial data using histograms, color plots, and graphs Perform time series analysis with pandas for forecasting Estimate covariance and the correlation between securities and stocks Optimize your portfolio to understand risks when there is a possibility of higher returns Calculate expected returns of a stock to measure the performance of a portfolio manager Create a prediction model using recurrent neural networks (RNN) with Keras and TensorFlow Who this book is for This book is ideal for aspiring data scientists, Python developers and anyone who wants to start performing quantitative finance using Python. You can also make this beginner-level guide your first choice if you're looking to pursue a career as a financial analyst or a data analyst. Working knowledge of Python programming language is necessary.

Hands-On Artificial Intelligence for Banking

Author : Jeffrey Ng
Publisher : Packt Publishing Ltd
ISBN 13 : 1788833961
Total Pages : 232 pages
Book Rating : 4.7/5 (888 download)

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Book Synopsis Hands-On Artificial Intelligence for Banking by : Jeffrey Ng

Download or read book Hands-On Artificial Intelligence for Banking written by Jeffrey Ng and published by Packt Publishing Ltd. This book was released on 2020-07-10 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Delve into the world of real-world financial applications using deep learning, artificial intelligence, and production-grade data feeds and technology with Python Key FeaturesUnderstand how to obtain financial data via Quandl or internal systemsAutomate commercial banking using artificial intelligence and Python programsImplement various artificial intelligence models to make personal banking easyBook Description Remodeling your outlook on banking begins with keeping up to date with the latest and most effective approaches, such as artificial intelligence (AI). Hands-On Artificial Intelligence for Banking is a practical guide that will help you advance in your career in the banking domain. The book will demonstrate AI implementation to make your banking services smoother, more cost-efficient, and accessible to clients, focusing on both the client- and server-side uses of AI. You’ll begin by understanding the importance of artificial intelligence, while also gaining insights into the recent AI revolution in the banking industry. Next, you’ll get hands-on machine learning experience, exploring how to use time series analysis and reinforcement learning to automate client procurements and banking and finance decisions. After this, you’ll progress to learning about mechanizing capital market decisions, using automated portfolio management systems and predicting the future of investment banking. In addition to this, you’ll explore concepts such as building personal wealth advisors and mass customization of client lifetime wealth. Finally, you’ll get to grips with some real-world AI considerations in the field of banking. By the end of this book, you’ll be equipped with the skills you need to navigate the finance domain by leveraging the power of AI. What you will learnAutomate commercial bank pricing with reinforcement learningPerform technical analysis using convolutional layers in KerasUse natural language processing (NLP) for predicting market responses and visualizing them using graph databasesDeploy a robot advisor to manage your personal finances via Open Bank APISense market needs using sentiment analysis for algorithmic marketingExplore AI adoption in banking using practical examplesUnderstand how to obtain financial data from commercial, open, and internal sourcesWho this book is for This is one of the most useful artificial intelligence books for machine learning engineers, data engineers, and data scientists working in the finance industry who are looking to implement AI in their business applications. The book will also help entrepreneurs, venture capitalists, investment bankers, and wealth managers who want to understand the importance of AI in finance and banking and how it can help them solve different problems related to these domains. Prior experience in the financial markets or banking domain, and working knowledge of the Python programming language are a must.

Machine Learning for Algorithmic Trading

Author : Stefan Jansen
Publisher : Packt Publishing Ltd
ISBN 13 : 1839216786
Total Pages : 822 pages
Book Rating : 4.8/5 (392 download)

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Book Synopsis Machine Learning for Algorithmic Trading by : Stefan Jansen

Download or read book Machine Learning for Algorithmic Trading written by Stefan Jansen and published by Packt Publishing Ltd. This book was released on 2020-07-31 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.

Deep Learning for Coders with fastai and PyTorch

Author : Jeremy Howard
Publisher : O'Reilly Media
ISBN 13 : 1492045497
Total Pages : 624 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Deep Learning for Coders with fastai and PyTorch by : Jeremy Howard

Download or read book Deep Learning for Coders with fastai and PyTorch written by Jeremy Howard and published by O'Reilly Media. This book was released on 2020-06-29 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deep learning is often viewed as the exclusive domain of math PhDs and big tech companies. But as this hands-on guide demonstrates, programmers comfortable with Python can achieve impressive results in deep learning with little math background, small amounts of data, and minimal code. How? With fastai, the first library to provide a consistent interface to the most frequently used deep learning applications. Authors Jeremy Howard and Sylvain Gugger, the creators of fastai, show you how to train a model on a wide range of tasks using fastai and PyTorch. You’ll also dive progressively further into deep learning theory to gain a complete understanding of the algorithms behind the scenes. Train models in computer vision, natural language processing, tabular data, and collaborative filtering Learn the latest deep learning techniques that matter most in practice Improve accuracy, speed, and reliability by understanding how deep learning models work Discover how to turn your models into web applications Implement deep learning algorithms from scratch Consider the ethical implications of your work Gain insight from the foreword by PyTorch cofounder, Soumith Chintala

Machine Learning and Data Science Blueprints for Finance

Author : Hariom Tatsat
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1492073008
Total Pages : 432 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Machine Learning and Data Science Blueprints for Finance by : Hariom Tatsat

Download or read book Machine Learning and Data Science Blueprints for Finance written by Hariom Tatsat and published by "O'Reilly Media, Inc.". This book was released on 2020-10-01 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You’ll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You’ll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations

Python for Finance Cookbook

Author : Eryk Lewinson
Publisher : Packt Publishing Ltd
ISBN 13 : 1789617324
Total Pages : 426 pages
Book Rating : 4.7/5 (896 download)

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Book Synopsis Python for Finance Cookbook by : Eryk Lewinson

Download or read book Python for Finance Cookbook written by Eryk Lewinson and published by Packt Publishing Ltd. This book was released on 2020-01-31 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Solve common and not-so-common financial problems using Python libraries such as NumPy, SciPy, and pandas Key FeaturesUse powerful Python libraries such as pandas, NumPy, and SciPy to analyze your financial dataExplore unique recipes for financial data analysis and processing with PythonEstimate popular financial models such as CAPM and GARCH using a problem-solution approachBook Description Python is one of the most popular programming languages used in the financial industry, with a huge set of accompanying libraries. In this book, you'll cover different ways of downloading financial data and preparing it for modeling. You'll calculate popular indicators used in technical analysis, such as Bollinger Bands, MACD, RSI, and backtest automatic trading strategies. Next, you'll cover time series analysis and models, such as exponential smoothing, ARIMA, and GARCH (including multivariate specifications), before exploring the popular CAPM and the Fama-French three-factor model. You'll then discover how to optimize asset allocation and use Monte Carlo simulations for tasks such as calculating the price of American options and estimating the Value at Risk (VaR). In later chapters, you'll work through an entire data science project in the financial domain. You'll also learn how to solve the credit card fraud and default problems using advanced classifiers such as random forest, XGBoost, LightGBM, and stacked models. You'll then be able to tune the hyperparameters of the models and handle class imbalance. Finally, you'll focus on learning how to use deep learning (PyTorch) for approaching financial tasks. By the end of this book, you’ll have learned how to effectively analyze financial data using a recipe-based approach. What you will learnDownload and preprocess financial data from different sourcesBacktest the performance of automatic trading strategies in a real-world settingEstimate financial econometrics models in Python and interpret their resultsUse Monte Carlo simulations for a variety of tasks such as derivatives valuation and risk assessmentImprove the performance of financial models with the latest Python librariesApply machine learning and deep learning techniques to solve different financial problemsUnderstand the different approaches used to model financial time series dataWho this book is for This book is for financial analysts, data analysts, and Python developers who want to learn how to implement a broad range of tasks in the finance domain. Data scientists looking to devise intelligent financial strategies to perform efficient financial analysis will also find this book useful. Working knowledge of the Python programming language is mandatory to grasp the concepts covered in the book effectively.

Machine Learning for Financial Risk Management with Python

Author : Abdullah Karasan
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1492085200
Total Pages : 334 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Machine Learning for Financial Risk Management with Python by : Abdullah Karasan

Download or read book Machine Learning for Financial Risk Management with Python written by Abdullah Karasan and published by "O'Reilly Media, Inc.". This book was released on 2021-12-07 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial risk management is quickly evolving with the help of artificial intelligence. With this practical book, developers, programmers, engineers, financial analysts, risk analysts, and quantitative and algorithmic analysts will examine Python-based machine learning and deep learning models for assessing financial risk. Building hands-on AI-based financial modeling skills, you'll learn how to replace traditional financial risk models with ML models. Author Abdullah Karasan helps you explore the theory behind financial risk modeling before diving into practical ways of employing ML models in modeling financial risk using Python. With this book, you will: Review classical time series applications and compare them with deep learning models Explore volatility modeling to measure degrees of risk, using support vector regression, neural networks, and deep learning Improve market risk models (VaR and ES) using ML techniques and including liquidity dimension Develop a credit risk analysis using clustering and Bayesian approaches Capture different aspects of liquidity risk with a Gaussian mixture model and Copula model Use machine learning models for fraud detection Predict stock price crash and identify its determinants using machine learning models

An Introduction To Machine Learning In Quantitative Finance

Author : Hao Ni
Publisher : World Scientific
ISBN 13 : 1786349388
Total Pages : 263 pages
Book Rating : 4.7/5 (863 download)

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Book Synopsis An Introduction To Machine Learning In Quantitative Finance by : Hao Ni

Download or read book An Introduction To Machine Learning In Quantitative Finance written by Hao Ni and published by World Scientific. This book was released on 2021-04-07 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data!

Hands-On Transfer Learning with Python

Author : Dipanjan Sarkar
Publisher : Packt Publishing Ltd
ISBN 13 : 1788839056
Total Pages : 430 pages
Book Rating : 4.7/5 (888 download)

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Book Synopsis Hands-On Transfer Learning with Python by : Dipanjan Sarkar

Download or read book Hands-On Transfer Learning with Python written by Dipanjan Sarkar and published by Packt Publishing Ltd. This book was released on 2018-08-31 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deep learning simplified by taking supervised, unsupervised, and reinforcement learning to the next level using the Python ecosystem Key Features Build deep learning models with transfer learning principles in Python implement transfer learning to solve real-world research problems Perform complex operations such as image captioning neural style transfer Book Description Transfer learning is a machine learning (ML) technique where knowledge gained during training a set of problems can be used to solve other similar problems. The purpose of this book is two-fold; firstly, we focus on detailed coverage of deep learning (DL) and transfer learning, comparing and contrasting the two with easy-to-follow concepts and examples. The second area of focus is real-world examples and research problems using TensorFlow, Keras, and the Python ecosystem with hands-on examples. The book starts with the key essential concepts of ML and DL, followed by depiction and coverage of important DL architectures such as convolutional neural networks (CNNs), deep neural networks (DNNs), recurrent neural networks (RNNs), long short-term memory (LSTM), and capsule networks. Our focus then shifts to transfer learning concepts, such as model freezing, fine-tuning, pre-trained models including VGG, inception, ResNet, and how these systems perform better than DL models with practical examples. In the concluding chapters, we will focus on a multitude of real-world case studies and problems associated with areas such as computer vision, audio analysis and natural language processing (NLP). By the end of this book, you will be able to implement both DL and transfer learning principles in your own systems. What you will learn Set up your own DL environment with graphics processing unit (GPU) and Cloud support Delve into transfer learning principles with ML and DL models Explore various DL architectures, including CNN, LSTM, and capsule networks Learn about data and network representation and loss functions Get to grips with models and strategies in transfer learning Walk through potential challenges in building complex transfer learning models from scratch Explore real-world research problems related to computer vision and audio analysis Understand how transfer learning can be leveraged in NLP Who this book is for Hands-On Transfer Learning with Python is for data scientists, machine learning engineers, analysts and developers with an interest in data and applying state-of-the-art transfer learning methodologies to solve tough real-world problems. Basic proficiency in machine learning and Python is required.

Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow

Author : Aurélien Géron
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 149203259X
Total Pages : 851 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow by : Aurélien Géron

Download or read book Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow written by Aurélien Géron and published by "O'Reilly Media, Inc.". This book was released on 2019-09-05 with total page 851 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through a series of recent breakthroughs, deep learning has boosted the entire field of machine learning. Now, even programmers who know close to nothing about this technology can use simple, efficient tools to implement programs capable of learning from data. This practical book shows you how. By using concrete examples, minimal theory, and two production-ready Python frameworks—Scikit-Learn and TensorFlow—author Aurélien Géron helps you gain an intuitive understanding of the concepts and tools for building intelligent systems. You’ll learn a range of techniques, starting with simple linear regression and progressing to deep neural networks. With exercises in each chapter to help you apply what you’ve learned, all you need is programming experience to get started. Explore the machine learning landscape, particularly neural nets Use Scikit-Learn to track an example machine-learning project end-to-end Explore several training models, including support vector machines, decision trees, random forests, and ensemble methods Use the TensorFlow library to build and train neural nets Dive into neural net architectures, including convolutional nets, recurrent nets, and deep reinforcement learning Learn techniques for training and scaling deep neural nets

Advances in Financial Machine Learning

Author : Marcos Lopez de Prado
Publisher : John Wiley & Sons
ISBN 13 : 1119482119
Total Pages : 395 pages
Book Rating : 4.1/5 (194 download)

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Book Synopsis Advances in Financial Machine Learning by : Marcos Lopez de Prado

Download or read book Advances in Financial Machine Learning written by Marcos Lopez de Prado and published by John Wiley & Sons. This book was released on 2018-01-23 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Modern Computational Finance

Author : Antoine Savine
Publisher : John Wiley & Sons
ISBN 13 : 1119539455
Total Pages : 592 pages
Book Rating : 4.1/5 (195 download)

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Book Synopsis Modern Computational Finance by : Antoine Savine

Download or read book Modern Computational Finance written by Antoine Savine and published by John Wiley & Sons. This book was released on 2018-11-20 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.