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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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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

Summary


In this chapter, you have seen the building blocks of computer vision models. We've learned about convolutional layers, and both the ReLU activation and regularization methods. You have also seen a number of ways to use neural networks creatively, such as with Siamese networks and bounding box predictors.

You have also successfully implemented and tested all these approaches on a simple benchmark task, the MNIST dataset. We scaled up our training and used a pretrained VGG model to classify thousands of plant images, before then using a Keras generator to load images from disk on the fly and customizing the VGG model to fit our new task.

We also learned about the importance of image augmentation and the modularity tradeoff in building computer vision models. Many of these building blocks, such as convolutions, batchnorm, and dropout, are used in other areas beyond computer vision. They are fundamental tools that you will see outside of computer vision applications as well. By learning...

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