Skip to Content
Hands-On Machine Learning for Algorithmic Trading
book

Hands-On Machine Learning for Algorithmic Trading

by Stefan Jansen
December 2018
Beginner to intermediate
684 pages
21h 9m
English
Packt Publishing
Content preview from Hands-On Machine Learning for Algorithmic Trading

GloVe – global vectors for word representation

GloVe is an unsupervised algorithm developed at the Stanford NLP lab that learns vector representations for words from aggregated global word-word co-occurrence statistics (see references). Vectors pretrained on the following web-scale sources are available:

  • Common Crawl with 42B or 840B tokens and a vocabulary or 1.9M or 2.2M tokens
  • Wikipedia 2014 + Gigaword 5 with 6B tokens and a vocabulary of 400K tokens
  • Twitter using 2B tweets, 27B tokens and a vocabulary of 1.2M tokens

We can use gensim to convert and load the vector text files into the KeyedVector object:

from gensim.models import Word2vec, KeyedVectors from gensim.scripts.glove2Word2vec import glove2Word2vecglove2Word2vec(glove_input_file=glove_file, ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Machine Learning for Algorithmic Trading - Second Edition

Machine Learning for Algorithmic Trading - Second Edition

Stefan Jansen

Publisher Resources

ISBN: 9781789346411