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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 design a neural network

DL relies on neural networks, which consist of a few key building blocks, which in turn can be configured in a multitude of ways. In this section, we will introduce how neural networks work and illustrate the most important components used to design different architectures, including types of hidden and output units, cost functions, and various options to connect these components.

Neural networks, also called artificial neural networks, were inspired by biological models of learning as represented by the human brain, either in an attempt to mimic how it works and achieve similar success, or to gain a better understanding through simulation. Current neural network research draws less on neuroscience, not least since our understanding of the brain has not yet reached a sufficient level of granularity. Another constraint is overall size: while the number...

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