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Scala for Machine Learning, Second Edition

You're reading from   Scala for Machine Learning, Second Edition Build systems for data processing, machine learning, and deep learning

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Product type Paperback
Published in Sep 2017
Publisher Packt
ISBN-13 9781787122383
Length 740 pages
Edition 2nd Edition
Languages
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Author (1):
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Patrick R. Nicolas Patrick R. Nicolas
Author Profile Icon Patrick R. Nicolas
Patrick R. Nicolas
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Table of Contents (21) Chapters Close

Preface 1. Getting Started FREE CHAPTER 2. Data Pipelines 3. Data Preprocessing 4. Unsupervised Learning 5. Dimension Reduction 6. Naïve Bayes Classifiers 7. Sequential Data Models 8. Monte Carlo Inference 9. Regression and Regularization 10. Multilayer Perceptron 11. Deep Learning 12. Kernel Models and SVM 13. Evolutionary Computing 14. Multiarmed Bandits 15. Reinforcement Learning 16. Parallelism in Scala and Akka 17. Apache Spark MLlib A. Basic Concepts B. References Index

GA for trading strategies

Let's apply our fresh expertise in genetic algorithms to evaluating different strategies to trade securities using trading signals. Knowledge of trading strategies is not required to understand the implementation of a GA. However, you may want to get familiar with the foundation and terminology of the technical analysis of securities and financial markets, described briefly in the Technical analysis section of the Appendix.

The problem is to find the best trading strategy to predict the increase or decrease of the price of a security given a set of trading signals. A trading strategy is defined as a set of trading signals tsj that are triggered or fired when a variable x= {xj }, derived from financial metrics such as the price of the security or the daily or weekly trading volume, exceeds, equals, or is below a predefined target value, aj (refer to the Trading signals and strategy section of the Appendix).

The number of variables that can be derived from the...

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