Packt+ | Advance your knowledge in tech

Explore Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

Machine Learning for Finance

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

Product type Paperback

Published in May 2019

Publisher Packt

ISBN-13 9781789136364

Length 456 pages

Edition 1st Edition

Languages

Python

Tools

Scikit-learn

Concepts

Machine Learning

Authors (2):

Jannes Klaas

James Le

View More author details

Table of Contents (15) Chapters

Machine Learning for Finance

Contributors

Preface

Other Books You May Enjoy

1. Neural Networks and Gradient-Based Optimization FREE CHAPTER

2. Applying Machine Learning to Structured Data

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

Chapter 10. Bayesian Inference and Probabilistic Programming

Mathematics is a big space of which humans so far have only charted a small amount. We know of countless areas in mathematics that we would like to visit, but that are not tractable computationally.

A prime reason Newtonian physics, as well as much of quantitative finance, is built around elegant but oversimplified models is that these models are easy to compute. For centuries, mathematicians have mapped small paths in the mathematical universe that they could travel down with a pen and paper. However, this all changed with the advent of modern high-performance computing. It unlocked the ability for us to explore wider spaces of mathematics and thus gain more accurate models.

In the final chapter of this book, you'll learn about the following:

The empirical derivation of the Bayes formula
How and why the Markov Chain Monte Carlo works
How to use PyMC3 for Bayesian inference and probabilistic programming
How various methods get applied...

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at $19.99/month. Cancel anytime

Authors (2)

James Le

James Le

James Le is currently a master's student studying Computer Science at Rochester Institute of Technology. He is pursuing a research path in Computer Vision using Deep Learning. Moreover, he is an active freelance data scientist and data journalist, with specialties including machine/deep learning, recommendation systems, and data analysis/visualization.

See other products by James Le

Jannes Klaas

Jannes Klaas

Jannes Klaas is a quantitative researcher with a background in economics and finance. He taught machine learning for finance as lead developer for machine learning at the Turing Society, Rotterdam. He has led machine learning bootcamps and worked with financial companies on data-driven applications and trading strategies. Jannes is currently a graduate student at Oxford University with active research interests including systemic risk and large-scale automated knowledge discovery.

See other products by Jannes Klaas

Other recommended products

Related to this chapter

Keras Deep Learning Cookbook

Keras Deep Learning Cookbook

This book gives you a practical, hands-on understanding of how you can leverage the power of Python and Keras to perform effective deep learning. It presents a unique problem-solution approach to tackle various problems in training different types of neural networks while taking care of the speed and accuracy of these models

Oct 2018 8h 24m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Advanced Deep Learning with Keras

Advanced Deep Learning with Keras

This book covers advanced deep learning techniques to create successful AI. Using MLPs, CNNs, and RNNs as building blocks to more advanced techniques, you'll study deep neural network architectures, Autoencoders, Generative Adversarial Networks (GANs), Variational AutoEncoders (VAEs), and Deep Reinforcement Learning (DRL) critical to many cutting-edge AI results.

Oct 2018 12h 16m

Deep Learning Quick Reference

Deep Learning Quick Reference

This book is a practical guide to applying deep neural networks including MLPs, CNNs, LSTMs, and more in Keras and TensorFlow. Packed with useful hacks to solve real-world challenges along with the supported math and theory around each topic, this book will be a quick reference for training and optimize your deep neural networks.

Deep Learning Quick Reference

Deep Learning Quick Reference

This book is a practical guide to applying deep neural networks including MLPs, CNNs, LSTMs, and more in Keras and TensorFlow. Packed with useful hacks to solve real-world challenges along with the supported math and theory around each topic, this book will be a quick reference for training and optimize your deep neural networks.

Deep Learning Quick Reference

Deep Learning Quick Reference

This book is a practical guide to applying deep neural networks including MLPs, CNNs, LSTMs, and more in Keras and TensorFlow. Packed with useful hacks to solve real-world challenges along with the supported math and theory around each topic, this book will be a quick reference for training and optimize your deep neural networks.

Personalised recommendations for you

Based on your interests and search pattern

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m