The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research.This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples.By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance.

The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research.This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples.By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance.

Written in an easily accessible style, this book provides the ideal blend of theory and practical, applicable knowledge. It covers neural networks, graphical models, reinforcement learning, evolutionary algorithms, dimensionality reduction methods, and the important area of optimization. It treads the fine line between adequate academic rigor and overwhelming students with equa...(展开全部)

Written in an easily accessible style, this book provides the ideal blend of theory and practical, applicable knowledge. It covers neural networks, graphical models, reinforcement learning, evolutionary algorithms, dimensionality reduction methods, and the important area of optimization. It treads the fine line between adequate academic rigor and overwhelming students with equa...(展开全部)

Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development pro...(展开全部)

Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development pro...(展开全部)

Machine Learning for Finance explores new advances in machine learning and shows how they can be applied across the financial sector, including in insurance, transactions, and lending. It explains the concepts and algorithms behind the main machine learning techniques and provides example Python code for implementing the models yourself.The book is based on Jannes Klaas’ experience of running machine learning training courses for financial professionals. Rather than providing ready-made financial algorithms, the book focuses on the advanced ML concepts and ideas that can be applied in a wide variety of ways.The book shows how machine learning works on structured data, text, images, and time series. It includes coverage of generative adversarial learning, reinforcement learning, debugging, and launching machine learning products. It discusses how to fight bias in machine learning and ends with an exploration of Bayesian inference and probabilistic programming.

Machine learning presents an entirely unique opportunity in software development. It allows smartphones to produce an enormous amount of useful data that can be mined, analyzed, and used to make predictions. This book will help you master machine learning for mobile devices with easy-to-follow, practical examples.You will begin with an introduction to machine learning on mobiles and grasp the fundamentals so you become well-acquainted with the subject. You will master supervised and unsupervised learning algorithms, and then learn how to build a machine learning model using mobile-based libraries such as Core ML, TensorFlow Lite, ML Kit, and Fritz on Android and iOS platforms. In doing so, you will also tackle some common and not-so-common machine learning problems with regard to Computer Vision and other real-world domains.By the end of this book, you will have explored machine learning in depth and implemented on-device machine learning with ease, thereby gaining a thorough understanding of how to run, create, and build real-time machine-learning applications on your mobile devices.

https://mml-book.github.io/ ::This self-contained textbook introduces all the relevant mathematical concepts needed to understand and use machine learning methods, with a minimum of prerequisites. Topics include linear algebra, analytic geometry, matrix decompositions, vector calculus, optimization, probability and statistics:: The fundamental mathematical tools needed to under...(展开全部)