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| deep reinforcement learning for automated stock trading an ensemble strategy: Machine Learning for Algorithmic Trading Stefan Jansen, 2020-07-31 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. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description 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. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Hands-On Machine Learning for Algorithmic Trading Stefan Jansen, 2018-12-31 Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Reinforcement Learning, second edition Richard S. Sutton, Andrew G. Barto, 2018-11-13 The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Advanced Data Mining and Applications Xiaochun Yang, Heru Suhartanto, Guoren Wang, Bin Wang, Jing Jiang, Bing Li, Huaijie Zhu, Ningning Cui, 2023-12-06 This book constitutes the refereed proceedings of the 19th International Conference on Advanced Data Mining and Applications, ADMA 2023, held in Shenyang, China, during August 21–23, 2023. The 216 full papers included in this book were carefully reviewed and selected from 503 submissions. They were organized in topical sections as follows: Data mining foundations, Grand challenges of data mining, Parallel and distributed data mining algorithms, Mining on data streams, Graph mining and Spatial data mining. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Proceedings of the 3rd International Academic Conference on Blockchain, Information Technology and Smart Finance (ICBIS 2024) Kannimuthu Subramaniyam, 2024 |
| deep reinforcement learning for automated stock trading an ensemble strategy: An Introduction to Deep Reinforcement Learning Vincent Francois-Lavet, Peter Henderson, Riashat Islam, Marc G. Bellemare, Joelle Pineau, 2018-12-20 Deep reinforcement learning is the combination of reinforcement learning (RL) and deep learning. This field of research has recently been able to solve a wide range of complex decision-making tasks that were previously out of reach for a machine. Deep RL opens up many new applications in domains such as healthcare, robotics, smart grids, finance, and many more. This book provides the reader with a starting point for understanding the topic. Although written at a research level it provides a comprehensive and accessible introduction to deep reinforcement learning models, algorithms and techniques. Particular focus is on the aspects related to generalization and how deep RL can be used for practical applications. Written by recognized experts, this book is an important introduction to Deep Reinforcement Learning for practitioners, researchers and students alike. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Deep Reinforcement Learning Hao Dong, Zihan Ding, Shanghang Zhang, 2020-06-29 Deep reinforcement learning (DRL) is the combination of reinforcement learning (RL) and deep learning. It has been able to solve a wide range of complex decision-making tasks that were previously out of reach for a machine, and famously contributed to the success of AlphaGo. Furthermore, it opens up numerous new applications in domains such as healthcare, robotics, smart grids and finance. Divided into three main parts, this book provides a comprehensive and self-contained introduction to DRL. The first part introduces the foundations of deep learning, reinforcement learning (RL) and widely used deep RL methods and discusses their implementation. The second part covers selected DRL research topics, which are useful for those wanting to specialize in DRL research. To help readers gain a deep understanding of DRL and quickly apply the techniques in practice, the third part presents mass applications, such as the intelligent transportation system and learning to run, with detailed explanations. The book is intended for computer science students, both undergraduate and postgraduate, who would like to learn DRL from scratch, practice its implementation, and explore the research topics. It also appeals to engineers and practitioners who do not have strong machine learning background, but want to quickly understand how DRL works and use the techniques in their applications. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Knowledge Science, Engineering and Management Zhi Jin, |
| deep reinforcement learning for automated stock trading an ensemble strategy: Artificial intelligence and Machine Learning Khalid S. Soliman, |
| deep reinforcement learning for automated stock trading an ensemble strategy: Machine Learning Approaches in Financial Analytics Leandros A. Maglaras, |
| deep reinforcement learning for automated stock trading an ensemble strategy: Computational Finance 1999 Yaser S. Abu-Mostafa, 2000 This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Hands-On Automated Machine Learning Sibanjan Das, Umit Mert Cakmak, 2018-04-26 Automate data and model pipelines for faster machine learning applications Key Features Build automated modules for different machine learning components Understand each component of a machine learning pipeline in depth Learn to use different open source AutoML and feature engineering platforms Book Description AutoML is designed to automate parts of Machine Learning. Readily available AutoML tools are making data science practitioners’ work easy and are received well in the advanced analytics community. Automated Machine Learning covers the necessary foundation needed to create automated machine learning modules and helps you get up to speed with them in the most practical way possible. In this book, you’ll learn how to automate different tasks in the machine learning pipeline such as data preprocessing, feature selection, model training, model optimization, and much more. In addition to this, it demonstrates how you can use the available automation libraries, such as auto-sklearn and MLBox, and create and extend your own custom AutoML components for Machine Learning. By the end of this book, you will have a clearer understanding of the different aspects of automated Machine Learning, and you’ll be able to incorporate automation tasks using practical datasets. You can leverage your learning from this book to implement Machine Learning in your projects and get a step closer to winning various machine learning competitions. What you will learn Understand the fundamentals of Automated Machine Learning systems Explore auto-sklearn and MLBox for AutoML tasks Automate your preprocessing methods along with feature transformation Enhance feature selection and generation using the Python stack Assemble individual components of ML into a complete AutoML framework Demystify hyperparameter tuning to optimize your ML models Dive into Machine Learning concepts such as neural networks and autoencoders Understand the information costs and trade-offs associated with AutoML Who this book is for If you’re a budding data scientist, data analyst, or Machine Learning enthusiast and are new to the concept of automated machine learning, this book is ideal for you. You’ll also find this book useful if you’re an ML engineer or data professional interested in developing quick machine learning pipelines for your projects. Prior exposure to Python programming will help you get the best out of this book. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Empirical Asset Pricing Wayne Ferson, 2019-03-12 An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Multi-disciplinary Trends in Artificial Intelligence Raghava Morusupalli, Teja Santosh Dandibhotla, Vani Vathsala Atluri, David Windridge, Pawan Lingras, Venkateswara Rao Komati, 2023-06-23 The 47 full papers and 24 short papers included in this book were carefully reviewed and selected from 245 submissions. These articles cater to the most contemporary and happening topics in the fields of AI that range from Intelligent Recommendation Systems, Game Theory, Computer Vision, Reinforcement Learning, Social Networks, and Generative AI to Conversational and Large Language Models. They are organized into four areas of research: Theoretical contributions, Cognitive Computing models, Computational Intelligence based algorithms, and AI Applications. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Foundations of Intelligent Systems Michelangelo Ceci, Sergio Flesca, Elio Masciari, Giuseppe Manco, Zbigniew W. Raś, 2022-09-26 This book constitutes the proceedings of the 26th International Symposium on Foundations of Intelligent Systems, ISMIS 2022, held in Cosenza, Italy, in October 2022. The 31 regular papers, 11 short papers and 4 industrial papers presented in this volume were carefully reviewed and selected from 71 submissions. They were organized in topical sections as follows: Social Media and Recommendation; Natural Language Processing; Explainability; Intelligent Systems; Classification and Clustering; Complex Data; Medical Applications; Industrial Applications. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Information Retrieval Yi Chang, Xiaofei Zhu, 2023-02-02 This book constitutes the refereed proceedings of the 28th China Conference on Information Retrieval, CCIR 2022, held in Chongqing, China, in September 2022. Information retrieval aims to meet the demand of human on the Internet to obtain information quickly and accurately. The 8 full papers presented were carefully reviewed and selected from numerous submissions. The papers provide a wide range of research results in information retrieval area. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Proceedings of the International Conference on Advance Research in Social and Economic Science (ICARSE 2022) Hyeyun Ku, Bobur Sobirov, Dyah Sugandini, Mochammad Tanzil Multazam, 2023-04-26 This is an open access book.ThemeOptimizing the use of social science and economics in the post-pandemic revival era The Covid-19 pandemic is slowly starting to be overcome. Contributions from various disciplines are also needed in the context of post-pandemic recovery, including the fields of social science and economics. Thus, the International Conference on Advanced Research in Social and Economic Science is a forum for researchers and practitioners to exchange ideas and advances on how emerging research methods and sources are applied to various fields of the social sciences, as well as discuss current and future challenges. Join the social sciences conference as we explore the latest trends in social sciences and discuss common challenges in politics, social, communication, humanities, networking society, business, sustainable development, and international relations. |
| deep reinforcement learning for automated stock trading an ensemble strategy: The Science of Algorithmic Trading and Portfolio Management Robert Kissell, 2013-10-01 The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. - Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. - Helps readers design systems to manage algorithmic risk and dark pool uncertainty. - Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives. |
| deep reinforcement learning for automated stock trading an ensemble strategy: 2020 2nd International Conference on Machine Learning, Big Data and Business Intelligence (MLBDBI) IEEE Staff, 2020-10-23 Computational and artificial intelligence Learning (artificial intelligence) Electronic learning Learning automata Machine learning Reinforcement learning Statistical learning Artificial intelligence Intelligent systems Computers and information processing Big Data applications Data integrity Data acquisition Data centers Data handling Data integrity Data integrity Data processing Data analysis Data collection |
| deep reinforcement learning for automated stock trading an ensemble strategy: Artificial Intelligence, Blockchain, Computing and Security Volume 1 Arvind Dagur, Karan Singh, Pawan Singh Mehra, Dhirendra Kumar Shukla, 2023-12-01 This book contains the conference proceedings of ICABCS 2023, a non-profit conference with the objective to provide a platform that allows academicians, researchers, scholars and students from various institutions, universities and industries in India and abroad to exchange their research and innovative ideas in the field of Artificial Intelligence, Blockchain, Computing and Security. It explores the recent advancement in field of Artificial Intelligence, Blockchain, Communication and Security in this digital era for novice to profound knowledge about cutting edges in artificial intelligence, financial, secure transaction, monitoring, real time assistance and security for advanced stage learners/ researchers/ academicians. The key features of this book are: Broad knowledge and research trends in artificial intelligence and blockchain with security and their role in smart living assistance Depiction of system model and architecture for clear picture of AI in real life Discussion on the role of Artificial Intelligence and Blockchain in various real-life problems across sectors including banking, healthcare, navigation, communication, security Explanation of the challenges and opportunities in AI and Blockchain based healthcare, education, banking, and related industries This book will be of great interest to researchers, academicians, undergraduate students, postgraduate students, research scholars, industry professionals, technologists, and entrepreneurs. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Data Science for Economics and Finance Sergio Consoli, Diego Reforgiato Recupero, Michaela Saisana, 2021 This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications. |
| deep reinforcement learning for automated stock trading an ensemble strategy: An Introduction To Machine Learning In Quantitative Finance Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu, 2021-04-07 In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine language translation. Over the past few years, ML has gradually permeated the financial sector, reshaping the landscape of quantitative finance as we know it.An Introduction to Machine Learning in Quantitative Finance aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data. In this book the authorsFeatured with the balance of mathematical theorems and practical code examples of ML, this book will help you acquire an in-depth understanding of ML algorithms as well as hands-on experience. After reading An Introduction to Machine Learning in Quantitative Finance, ML tools will not be a black box to you anymore, and you will feel confident in successfully applying what you have learnt to empirical financial data! |
| deep reinforcement learning for automated stock trading an ensemble strategy: Advances in Financial Machine Learning Marcos Lopez de Prado, 2018-01-23 Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance. |
| deep reinforcement learning for automated stock trading an ensemble strategy: AI and Financial Markets Shigeyuki Hamori, Tetsuya Takiguchi, 2020-07-01 Artificial intelligence (AI) is regarded as the science and technology for producing an intelligent machine, particularly, an intelligent computer program. Machine learning is an approach to realizing AI comprising a collection of statistical algorithms, of which deep learning is one such example. Due to the rapid development of computer technology, AI has been actively explored for a variety of academic and practical purposes in the context of financial markets. This book focuses on the broad topic of “AI and Financial Markets”, and includes novel research associated with this topic. The book includes contributions on the application of machine learning, agent-based artificial market simulation, and other related skills to the analysis of various aspects of financial markets. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Recent Advances in Reinforcement Learning Leslie Pack Kaelbling, 1996-03-31 Recent Advances in Reinforcement Learning addresses current research in an exciting area that is gaining a great deal of popularity in the Artificial Intelligence and Neural Network communities. Reinforcement learning has become a primary paradigm of machine learning. It applies to problems in which an agent (such as a robot, a process controller, or an information-retrieval engine) has to learn how to behave given only information about the success of its current actions. This book is a collection of important papers that address topics including the theoretical foundations of dynamic programming approaches, the role of prior knowledge, and methods for improving performance of reinforcement-learning techniques. These papers build on previous work and will form an important resource for students and researchers in the area. Recent Advances in Reinforcement Learning is an edited volume of peer-reviewed original research comprising twelve invited contributions by leading researchers. This research work has also been published as a special issue of Machine Learning (Volume 22, Numbers 1, 2 and 3). |
| deep reinforcement learning for automated stock trading an ensemble strategy: Practical Machine Learning Sunila Gollapudi, 2016-01-30 Tackle the real-world complexities of modern machine learning with innovative, cutting-edge, techniques About This Book Fully-coded working examples using a wide range of machine learning libraries and tools, including Python, R, Julia, and Spark Comprehensive practical solutions taking you into the future of machine learning Go a step further and integrate your machine learning projects with Hadoop Who This Book Is For This book has been created for data scientists who want to see machine learning in action and explore its real-world application. With guidance on everything from the fundamentals of machine learning and predictive analytics to the latest innovations set to lead the big data revolution into the future, this is an unmissable resource for anyone dedicated to tackling current big data challenges. Knowledge of programming (Python and R) and mathematics is advisable if you want to get started immediately. What You Will Learn Implement a wide range of algorithms and techniques for tackling complex data Get to grips with some of the most powerful languages in data science, including R, Python, and Julia Harness the capabilities of Spark and Hadoop to manage and process data successfully Apply the appropriate machine learning technique to address real-world problems Get acquainted with Deep learning and find out how neural networks are being used at the cutting-edge of machine learning Explore the future of machine learning and dive deeper into polyglot persistence, semantic data, and more In Detail Finding meaning in increasingly larger and more complex datasets is a growing demand of the modern world. Machine learning and predictive analytics have become the most important approaches to uncover data gold mines. Machine learning uses complex algorithms to make improved predictions of outcomes based on historical patterns and the behaviour of data sets. Machine learning can deliver dynamic insights into trends, patterns, and relationships within data, immensely valuable to business growth and development. This book explores an extensive range of machine learning techniques uncovering hidden tricks and tips for several types of data using practical and real-world examples. While machine learning can be highly theoretical, this book offers a refreshing hands-on approach without losing sight of the underlying principles. Inside, a full exploration of the various algorithms gives you high-quality guidance so you can begin to see just how effective machine learning is at tackling contemporary challenges of big data. This is the only book you need to implement a whole suite of open source tools, frameworks, and languages in machine learning. We will cover the leading data science languages, Python and R, and the underrated but powerful Julia, as well as a range of other big data platforms including Spark, Hadoop, and Mahout. Practical Machine Learning is an essential resource for the modern data scientists who want to get to grips with its real-world application. With this book, you will not only learn the fundamentals of machine learning but dive deep into the complexities of real world data before moving on to using Hadoop and its wider ecosystem of tools to process and manage your structured and unstructured data. You will explore different machine learning techniques for both supervised and unsupervised learning; from decision trees to Naive Bayes classifiers and linear and clustering methods, you will learn strategies for a truly advanced approach to the statistical analysis of data. The book also explores the cutting-edge advancements in machine learning, with worked examples and guidance on deep learning and reinforcement learning, providing you with practical demonstrations and samples that help take the theory–and mystery–out of even the most advanced machine learning methodologies. Style and approach A practical data science tutorial designed to give you an insight into the practical application of machine learning, this book takes you through complex concepts and tasks in an accessible way. Featuring information on a wide range of data science techniques, Practical Machine Learning is a comprehensive data science resource. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Machine Learning in Finance Matthew F. Dixon, Igor Halperin, Paul Bilokon, 2020-07-01 This book introduces machine learning methods in finance. It presents a unified treatment of machine learning and various statistical and computational disciplines in quantitative finance, such as financial econometrics and discrete time stochastic control, with an emphasis on how theory and hypothesis tests inform the choice of algorithm for financial data modeling and decision making. With the trend towards increasing computational resources and larger datasets, machine learning has grown into an important skillset for the finance industry. This book is written for advanced graduate students and academics in financial econometrics, mathematical finance and applied statistics, in addition to quants and data scientists in the field of quantitative finance. Machine Learning in Finance: From Theory to Practice is divided into three parts, each part covering theory and applications. The first presents supervised learning for cross-sectional data from both a Bayesian and frequentist perspective. The more advanced material places a firm emphasis on neural networks, including deep learning, as well as Gaussian processes, with examples in investment management and derivative modeling. The second part presents supervised learning for time series data, arguably the most common data type used in finance with examples in trading, stochastic volatility and fixed income modeling. Finally, the third part presents reinforcement learning and its applications in trading, investment and wealth management. Python code examples are provided to support the readers' understanding of the methodologies and applications. The book also includes more than 80 mathematical and programming exercises, with worked solutions available to instructors. As a bridge to research in this emergent field, the final chapter presents the frontiers of machine learning in finance from a researcher's perspective, highlighting how many well-known concepts in statistical physics are likely to emerge as important methodologies for machine learning in finance. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Introduction to Machine Learning Ethem Alpaydin, 2014-08-22 Introduction -- Supervised learning -- Bayesian decision theory -- Parametric methods -- Multivariate methods -- Dimensionality reduction -- Clustering -- Nonparametric methods -- Decision trees -- Linear discrimination -- Multilayer perceptrons -- Local models -- Kernel machines -- Graphical models -- Brief contents -- Hidden markov models -- Bayesian estimation -- Combining multiple learners -- Reinforcement learning -- Design and analysis of machine learning experiments. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Intelligent Data Engineering and Automated Learning – IDEAL 2020 Cesar Analide, Paulo Novais, David Camacho, Hujun Yin, 2020-10-30 This two-volume set of LNCS 12489 and 12490 constitutes the thoroughly refereed conference proceedings of the 21th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2020, held in Guimaraes, Portugal, in November 2020.* The 93 papers presented were carefully reviewed and selected from 134 submissions. These papers provided a timely sample of the latest advances in data engineering and machine learning, from methodologies, frameworks, and algorithms to applications. The core themes of IDEAL 2020 include big data challenges, machine learning, data mining, information retrieval and management, bio-/neuro-informatics, bio-inspiredmodels, agents and hybrid intelligent systems, real-world applications of intelligent techniques and AI. * The conference was held virtually due to the COVID-19 pandemic. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Deep Learning with Python Francois Chollet, 2017-11-30 Summary Deep Learning with Python introduces the field of deep learning using the Python language and the powerful Keras library. Written by Keras creator and Google AI researcher François Chollet, this book builds your understanding through intuitive explanations and practical examples. Purchase of the print book includes a free eBook in PDF, Kindle, and ePub formats from Manning Publications. About the Technology Machine learning has made remarkable progress in recent years. We went from near-unusable speech and image recognition, to near-human accuracy. We went from machines that couldn't beat a serious Go player, to defeating a world champion. Behind this progress is deep learning—a combination of engineering advances, best practices, and theory that enables a wealth of previously impossible smart applications. About the Book Deep Learning with Python introduces the field of deep learning using the Python language and the powerful Keras library. Written by Keras creator and Google AI researcher François Chollet, this book builds your understanding through intuitive explanations and practical examples. You'll explore challenging concepts and practice with applications in computer vision, natural-language processing, and generative models. By the time you finish, you'll have the knowledge and hands-on skills to apply deep learning in your own projects. What's Inside Deep learning from first principles Setting up your own deep-learning environment Image-classification models Deep learning for text and sequences Neural style transfer, text generation, and image generation About the Reader Readers need intermediate Python skills. No previous experience with Keras, TensorFlow, or machine learning is required. About the Author François Chollet works on deep learning at Google in Mountain View, CA. He is the creator of the Keras deep-learning library, as well as a contributor to the TensorFlow machine-learning framework. He also does deep-learning research, with a focus on computer vision and the application of machine learning to formal reasoning. His papers have been published at major conferences in the field, including the Conference on Computer Vision and Pattern Recognition (CVPR), the Conference and Workshop on Neural Information Processing Systems (NIPS), the International Conference on Learning Representations (ICLR), and others. Table of Contents PART 1 - FUNDAMENTALS OF DEEP LEARNING What is deep learning? Before we begin: the mathematical building blocks of neural networks Getting started with neural networks Fundamentals of machine learning PART 2 - DEEP LEARNING IN PRACTICE Deep learning for computer vision Deep learning for text and sequences Advanced deep-learning best practices Generative deep learning Conclusions appendix A - Installing Keras and its dependencies on Ubuntu appendix B - Running Jupyter notebooks on an EC2 GPU instance |
| deep reinforcement learning for automated stock trading an ensemble strategy: The Encyclopedia Of Technical Market Indicators, Second Edition Robert W. Colby, 2002-11-12 Today's most all-inclusive reference of technical indicators--what they are and how to use them to add value to any trading program Technical analysis has become an incredibly popular investors' tool for gauging market strength and forecasting short-term direction for both markets and individual stocks. But as markets have changed dramatically, so too have technical indicators and elements. The Encyclopedia of Technical Market Indicators provides an alphabetical and up-to-date listing of hundreds of today's most important indicators. It defines what each indicator is, explains the philosophy behind the indicator, and of the greatest importance provides easy-to-understand guidelines for using it in day-to-day trading. Broad in both scope and appeal, this one-of-a-kind reference painstakingly updates information from the previous edition plus defines and discusses nearly 100 new indicators. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Advanced Machine Learning Approaches in Cancer Prognosis Janmenjoy Nayak, Margarita N. Favorskaya, Seema Jain, Bighnaraj Naik, Manohar Mishra, 2021-05-29 This book introduces a variety of advanced machine learning approaches covering the areas of neural networks, fuzzy logic, and hybrid intelligent systems for the determination and diagnosis of cancer. Moreover, the tactical solutions of machine learning have proved its vast range of significance and, provided novel solutions in the medical field for the diagnosis of disease. This book also explores the distinct deep learning approaches that are capable of yielding more accurate outcomes for the diagnosis of cancer. In addition to providing an overview of the emerging machine and deep learning approaches, it also enlightens an insight on how to evaluate the efficiency and appropriateness of such techniques and analysis of cancer data used in the cancer diagnosis. Therefore, this book focuses on the recent advancements in the machine learning and deep learning approaches used in the diagnosis of different types of cancer along with their research challenges and future directions for the targeted audience including scientists, experts, Ph.D. students, postdocs, and anyone interested in the subjects discussed. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Dive Into Deep Learning Joanne Quinn, Joanne McEachen, Michael Fullan, Mag Gardner, Max Drummy, 2019-07-15 The leading experts in system change and learning, with their school-based partners around the world, have created this essential companion to their runaway best-seller, Deep Learning: Engage the World Change the World. This hands-on guide provides a roadmap for building capacity in teachers, schools, districts, and systems to design deep learning, measure progress, and assess conditions needed to activate and sustain innovation. Dive Into Deep Learning: Tools for Engagement is rich with resources educators need to construct and drive meaningful deep learning experiences in order to develop the kind of mindset and know-how that is crucial to becoming a problem-solving change agent in our global society. Designed in full color, this easy-to-use guide is loaded with tools, tips, protocols, and real-world examples. It includes: • A framework for deep learning that provides a pathway to develop the six global competencies needed to flourish in a complex world — character, citizenship, collaboration, communication, creativity, and critical thinking. • Learning progressions to help educators analyze student work and measure progress. • Learning design rubrics, templates and examples for incorporating the four elements of learning design: learning partnerships, pedagogical practices, learning environments, and leveraging digital. • Conditions rubrics, teacher self-assessment tools, and planning guides to help educators build, mobilize, and sustain deep learning in schools and districts. Learn about, improve, and expand your world of learning. Put the joy back into learning for students and adults alike. Dive into deep learning to create learning experiences that give purpose, unleash student potential, and transform not only learning, but life itself. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Machine Learning Design Patterns Valliappa Lakshmanan, Sara Robinson, Michael Munn, 2020-10-15 The design patterns in this book capture best practices and solutions to recurring problems in machine learning. The authors, three Google engineers, catalog proven methods to help data scientists tackle common problems throughout the ML process. These design patterns codify the experience of hundreds of experts into straightforward, approachable advice. In this book, you will find detailed explanations of 30 patterns for data and problem representation, operationalization, repeatability, reproducibility, flexibility, explainability, and fairness. Each pattern includes a description of the problem, a variety of potential solutions, and recommendations for choosing the best technique for your situation. You'll learn how to: Identify and mitigate common challenges when training, evaluating, and deploying ML models Represent data for different ML model types, including embeddings, feature crosses, and more Choose the right model type for specific problems Build a robust training loop that uses checkpoints, distribution strategy, and hyperparameter tuning Deploy scalable ML systems that you can retrain and update to reflect new data Interpret model predictions for stakeholders and ensure models are treating users fairly |
| deep reinforcement learning for automated stock trading an ensemble strategy: Artificial Intelligence in Asset Management Söhnke M. Bartram, Jürgen Branke, Mehrshad Motahari, 2020-08-28 Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Scala Machine Learning Projects Rezaul Karim, 2018-01-31 Powerful smart applications using deep learning algorithms to dominate numerical computing, deep learning, and functional programming. Key Features Explore machine learning techniques with prominent open source Scala libraries such as Spark ML, H2O, MXNet, Zeppelin, and DeepLearning4j Solve real-world machine learning problems by delving complex numerical computing with Scala functional programming in a scalable and faster way Cover all key aspects such as collection, storing, processing, analyzing, and evaluation required to build and deploy machine models on computing clusters using Scala Play framework. Book Description Machine learning has had a huge impact on academia and industry by turning data into actionable information. Scala has seen a steady rise in adoption over the past few years, especially in the fields of data science and analytics. This book is for data scientists, data engineers, and deep learning enthusiasts who have a background in complex numerical computing and want to know more hands-on machine learning application development. If you're well versed in machine learning concepts and want to expand your knowledge by delving into the practical implementation of these concepts using the power of Scala, then this book is what you need! Through 11 end-to-end projects, you will be acquainted with popular machine learning libraries such as Spark ML, H2O, DeepLearning4j, and MXNet. At the end, you will be able to use numerical computing and functional programming to carry out complex numerical tasks to develop, build, and deploy research or commercial projects in a production-ready environment. What you will learn Apply advanced regression techniques to boost the performance of predictive models Use different classification algorithms for business analytics Generate trading strategies for Bitcoin and stock trading using ensemble techniques Train Deep Neural Networks (DNN) using H2O and Spark ML Utilize NLP to build scalable machine learning models Learn how to apply reinforcement learning algorithms such as Q-learning for developing ML application Learn how to use autoencoders to develop a fraud detection application Implement LSTM and CNN models using DeepLearning4j and MXNet Who this book is for If you want to leverage the power of both Scala and Spark to make sense of Big Data, then this book is for you. If you are well versed with machine learning concepts and wants to expand your knowledge by delving into the practical implementation using the power of Scala, then this book is what you need! Strong understanding of Scala Programming language is recommended. Basic familiarity with machine Learning techniques will be more helpful. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Deep Learning Ian Goodfellow, Yoshua Bengio, Aaron Courville, 2016-11-10 An introduction to a broad range of topics in deep learning, covering mathematical and conceptual background, deep learning techniques used in industry, and research perspectives. “Written by three experts in the field, Deep Learning is the only comprehensive book on the subject.” —Elon Musk, cochair of OpenAI; cofounder and CEO of Tesla and SpaceX Deep learning is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts. Because the computer gathers knowledge from experience, there is no need for a human computer operator to formally specify all the knowledge that the computer needs. The hierarchy of concepts allows the computer to learn complicated concepts by building them out of simpler ones; a graph of these hierarchies would be many layers deep. This book introduces a broad range of topics in deep learning. The text offers mathematical and conceptual background, covering relevant concepts in linear algebra, probability theory and information theory, numerical computation, and machine learning. It describes deep learning techniques used by practitioners in industry, including deep feedforward networks, regularization, optimization algorithms, convolutional networks, sequence modeling, and practical methodology; and it surveys such applications as natural language processing, speech recognition, computer vision, online recommendation systems, bioinformatics, and videogames. Finally, the book offers research perspectives, covering such theoretical topics as linear factor models, autoencoders, representation learning, structured probabilistic models, Monte Carlo methods, the partition function, approximate inference, and deep generative models. Deep Learning can be used by undergraduate or graduate students planning careers in either industry or research, and by software engineers who want to begin using deep learning in their products or platforms. A website offers supplementary material for both readers and instructors. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Advanced Production and Industrial Engineering R.M. Singari, P.K. Kankar, 2022-11-23 Things change rapidly in the field of engineering, and awareness of innovation in production techniques is essential for those working in the field if they are to utilise the best and most appropriate solutions available. This book presents the proceedings of ICAPIE-22, the 7th International Conference on Advanced Production and Industrial Engineering, held on 11 and 12 June 2022 in Delhi, India. The aim of the conference was to explore new windows for discoveries in design, materials and manufacturing, which have an important role in all fields of scientific growth, and to provide an arena for the showcasing of advancements and research endeavours from around the world. The 102 peer-reviewed and revised papers in this book include a large number of technical papers with rich content, describing ground-breaking research from various institutes. Covering a wide range of topics and promoting the contribution of production and industrial engineering and technology for a sustainable future, the book will be of interest to all those working in production and industrial engineering. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Mastering Python for Finance James Ma Weiming, 2015-04-29 If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required. |
| deep reinforcement learning for automated stock trading an ensemble strategy: Deep Learning Li Deng, Dong Yu, 2014 Provides an overview of general deep learning methodology and its applications to a variety of signal and information processing tasks |
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DeepSeek | 深度求索
深度求索（DeepSeek），成立于2023年，专注于研究世界领先的通用人工智能底层模型与技术，挑战人工智能前沿性难题。 基于自研训练框架、自建智算集群和万卡算力等资源，深度求索 …
DEEP Definition & Meaning - Merriam-Webster
The meaning of DEEP is extending far from some surface or area. How to use deep in a sentence. Synonym Discussion of Deep.
DEEP definition and meaning | Collins English Dictionary
If you describe someone as deep, you mean that they are quiet and reserved in a way that makes you think that they have good qualities such as intelligence or determination.
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Deep - definition of deep by The Free Dictionary
Coming from or penetrating to a depth: a deep sigh. g. Sports Located or taking place near the outer boundaries of the area of play: deep left field. 2. Extending a specific distance in a given …
What does DEEP mean? - Definitions.net
Profound, having great meaning or import, but possibly obscure or not obvious. That is a deep thought! To a significant, not superficial, extent. In extent in a direction away from the observer. …
DeepL Translator - Wikipedia
DeepL Translator is a neural machine translation service that was launched in August 2017 and is owned by Cologne -based DeepL SE. The translating system was first developed within …
DEEP | definition in the Cambridge English Dictionary
DEEP meaning: 1. going or being a long way down from the top or surface, or being of a particular distance from…. Learn more.
DEEP Definition & Meaning | Dictionary.com
in difficult or serious circumstances; in trouble.in a situation beyond the range of one's capability or skill:You're a good student, but you'll be in deep water in medical school.
DeepL Translate: The world's most accurate translator
Translate texts & full document files instantly. Accurate translations for individuals and Teams. Millions translate with DeepL every day.
DeepSeek | 深度求索
深度求索（DeepSeek），成立于2023年，专注于研究世界领先的通用人工智能底层模型与技术，挑战人工智能前沿性难题。 基于自研训练框架、自建智算集群和万卡算力等资源，深度求 …
DEEP Definition & Meaning - Merriam-Webster
The meaning of DEEP is extending far from some surface or area. How to use deep in a sentence. Synonym Discussion of Deep.
DEEP definition and meaning | Collins English Dictionary
If you describe someone as deep, you mean that they are quiet and reserved in a way that makes you think that they have good qualities such as intelligence or determination.
DeepL features to help elevate your language
Whether crafting an email, translating a document, or re-writing a text, clear and effective communication is paramount. DeepL is your go-to solution to all language-centric …
Deep - definition of deep by The Free Dictionary
Coming from or penetrating to a depth: a deep sigh. g. Sports Located or taking place near the outer boundaries of the area of play: deep left field. 2. Extending a specific distance in a given …
What does DEEP mean? - Definitions.net
Profound, having great meaning or import, but possibly obscure or not obvious. That is a deep thought! To a significant, not superficial, extent. In extent in a direction away from the …
DeepL Translator - Wikipedia
DeepL Translator is a neural machine translation service that was launched in August 2017 and is owned by Cologne -based DeepL SE. The translating system was first developed within …
DEEP | definition in the Cambridge English Dictionary
DEEP meaning: 1. going or being a long way down from the top or surface, or being of a particular distance from…. Learn more.
DEEP Definition & Meaning | Dictionary.com
in difficult or serious circumstances; in trouble.in a situation beyond the range of one's capability or skill:You're a good student, but you'll be in deep water in medical school.
