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Machine Learning for Finance

You're reading from   Machine Learning for Finance Principles and practice for financial insiders

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Product type Paperback
Published in May 2019
Publisher Packt
ISBN-13 9781789136364
Length 456 pages
Edition 1st Edition
Languages
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Authors (2):
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Jannes Klaas Jannes Klaas
Author Profile Icon Jannes Klaas
Jannes Klaas
James Le James Le
Author Profile Icon James Le
James Le
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Toc

Table of Contents (15) Chapters Close

Machine Learning for Finance
Contributors
Preface
Other Books You May Enjoy
1. Neural Networks and Gradient-Based Optimization 2. Applying Machine Learning to Structured Data FREE CHAPTER 3. Utilizing Computer Vision 4. Understanding Time Series 5. Parsing Textual Data with Natural Language Processing 6. Using Generative Models 7. Reinforcement Learning for Financial Markets 8. Privacy, Debugging, and Launching Your Products 9. Fighting Bias 10. Bayesian Inference and Probabilistic Programming Index

The building blocks of ConvNets in Keras


In this section, we will be building a simple ConvNet that can be used for classifying the MNIST characters, while at the same time, learning about the different pieces that make up modern ConvNets.

We can directly import the MNIST dataset from Keras by running the following code:

from keras.datasets import mnist
(x_train, y_train), (x_test, y_test) = mnist.load_data()

Our dataset contains 60,000 28x28-pixel images. MNIST characters are black and white, so the data shape usually does not include channels:

x_train.shape
out: (60000, 28, 28)

We will take a closer look at color channels later, but for now, let's expand our data dimensions to show that we only have a one-color channel. We can achieve this by running the following:

import numpy as np
x_train = np.expand_dims(x_train,-1)
x_test = np.expand_dims(x_test,-1)
x_train.shape
out: (60000, 28, 28, 1)

With the code being run, you can see that we now have a single color channel added.

Conv2D

Now we come...

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