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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

How to use DL libraries

Currently, the most popular DL libraries are TensorFlow (supported by Google), Keras (led by Francois Chollet, now at Google), and PyTorch (supported by Facebook). Development is very active, with PyTorch just having released version 1.0 and TensorFlow 2.0 expected in early Spring 2019, when it is expected to adopt Keras as its main interface.

All libraries provide the building blocks we discussed previously under Design choices, regularization and optimization algorithms, and facilitate fast training on Graphics Processing Units (GPUs). The libraries differ a bit in their focus with TensorFlow, which was originally designed for deployment in production, and Keras, which is more tailored for fast prototyping, although the interfaces are gradually converging.

We will illustrate the use of these libraries using the same network architecture and dataset as...

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