May 2021
Intermediate to advanced
192 pages
2h 42m
English
book
Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios
by Tshepo Chris Nokeri
Content preview from Implementing Machine Learning for Finance: A Systematic Approach to Predictive Risk and Performance Analysis for Investment PortfoliosBecome 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,
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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 ...
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O’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.
I 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.
I’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.
I'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.