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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

Deep learning and AI

The machine learning (ML) algorithms covered in part two work well on a wide variety of important problems, including- on text data, as demonstrated in part three. We have also seen how they can provide critical input to a trading strategy. They have been less successful, however, in solving central problems in AI such as recognizing speech or classifying objects in images. The limitations of traditional algorithms to generalize well on such tasks have contributed to the motivation for developing DL, and the numerous breakthroughs by DL have greatly contributed to a resurgence of interest in AI.

In this section, we outline how DL overcomes many of the limitations of other ML algorithms on AI tasks to clarify the assumptions DL makes about data and its relationship with the outcome. These limitations particularly constrain performance on high-dimensional and...

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