Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios

Index

A

Activation function

Adaptive movement estimation (Adam)

Additive model

data preprocessing

forecast

model

seasonal decomposition

Area under the curve (AUC)

Augmented Dickey-Fuller (ADF) test

Australian Securities and Investments Commission (ASIC)

Autoregressive integrated moving average (ARIMA) model

definition

develop

forecasting

hyperparameters

B

Backtesting

Bear trend

Binary classification

Brokerage

Bullish trend

C

Classification method

accuracy across epochs, training/validation

architecture

data preprocessing

dataset

finalize method

loss across epochs

scrap data

Cluster analysis

Contracts for difference (CFD)

Correlation method

covariance

definition

Eigen matrix

pairwise scatter plot

Pearson

D

Deep learning model

Desk dealing (DD) brokers

Dickey-Fuller (ADF) test

Dimension ...