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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

Sentiment analysis with Doc2vec

Text classification requires combining multiple word embeddings. A common approach is to average the embedding vectors for each word in the document. This uses information from all embeddings and effectively uses vector addition to arrive at a different location point in the embedding space. However, relevant information about the order of words is lost.

By contrast, the state-of-the-art generation of embeddings for pieces of text such as a paragraph or a product review is to use the document-embedding model Doc2vec. This model was developed by the Word2vec authors shortly after publishing their original contribution.

Similar to Word2vec, there are also two flavors of Doc2vec:

  • The distributed bag of words (DBOW) model corresponds to the Word2vec CBOW model. The document vectors result from training a network in the synthetic task of predicting...
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