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Hands-On Machine Learning for Algorithmic Trading

You're reading from   Hands-On Machine Learning for Algorithmic Trading Design and implement investment strategies based on smart algorithms that learn from data using Python

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Product type Paperback
Published in Dec 2018
Publisher Packt
ISBN-13 9781789346411
Length 684 pages
Edition 1st Edition
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Authors (2):
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Jeffrey Yau Jeffrey Yau
Author Profile Icon Jeffrey Yau
Jeffrey Yau
Stefan Jansen Stefan Jansen
Author Profile Icon Stefan Jansen
Stefan Jansen
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Table of Contents (23) Chapters Close

Preface 1. Machine Learning for Trading 2. Market and Fundamental Data FREE CHAPTER 3. Alternative Data for Finance 4. Alpha Factor Research 5. Strategy Evaluation 6. The Machine Learning Process 7. Linear Models 8. Time Series Models 9. Bayesian Machine Learning 10. Decision Trees and Random Forests 11. Gradient Boosting Machines 12. Unsupervised Learning 13. Working with Text Data 14. Topic Modeling 15. Word Embeddings 16. Deep Learning 17. Convolutional Neural Networks 18. Recurrent Neural Networks 19. Autoencoders and Generative Adversarial Nets 20. Reinforcement Learning 21. Next Steps 22. Other Books You May Enjoy

Deep Learning

This chapter kicks off part four, which covers several deep learning techniques and how they can be useful for investment and trading. The unprecedented breakthroughs that deep learning (DL) has achieved in many domains, from image and speech recognition to robotics and intelligent agents, have drawn widespread attention and revived large-scale research into Artificial Intelligence (AI). The expectations are high that the rapid development will continue and many more solutions to difficult practical problems will emerge.

The enormous DL progress over the last five to ten years builds on ideas that date back decades. However, to realize their potential, these ideas needed to operate at scale, which in turn required complementary advances in the availability of computational resources and large datasets.

In this chapter, we will present feedforward neural networks...

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