000 04433nam a22002417a 4500
020 _a9789385889240
041 _aENG
082 _a006.31
_bTAT
100 _aTatsat, Hariom
245 _aMachine learning & data science blueprints for finance:
_bfrom building trading strategies to robo-advisors using python/
_cHariom Tatsat, Sahil Puri and Brad Lookabaugh.
250 _aGrayscale edition.
260 _aUnited States of America:
_bO'Reilly,
_c2021.
300 _axv, 409 Pg. ;
_bill. :
_c21 cm.
500 _aOver the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You'll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You'll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations
505 _aPart 1. The framework. Machine learning in finance: the landscape Developing a machine learning model in Python Artificial neural networks Part 2. Supervised learning. Supervised learning : models and concepts Supervised learning : regression (including time series models) Supervised learning : classification Part 3. Unsupervised learning. Unsupervised learning : dimensionality reduction Unsupervised learning : clustering Part 4. Reinforcement learning and natural language processing. Reinforcement learning Natural language processing
520 _aOver the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You'll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You'll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations
650 _aNatural language processing
650 _aMachine Learning
650 _aPython
700 _aPuri, Sahil
700 _aLookabaugh, Brad
942 _2ddc
_cBK
999 _c23940
_d23940