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"Advanced Decision Sciences Based on Deep Learning and Ensemble Learning Algorithms: A Practical Approach Using Python describes the deep learning models and ensemble approaches applied to decision-making problems. The authors have addressed the concepts of deep learning, convolutional neural networks, recurrent neural networks, and ensemble learning in a practical sense providing complete code and implementation for several real-world examples. The authors of this book teach the concepts of machine learning for undergraduate and graduate-level classes and have worked with Fortune 500 clients to formulate data analytics strategies and operationalize these strategies. The book will benefit information professionals, programmers, consultants, professors, students, and industry experts who seek a variety of real-world illustrations with an implementation based on machine learning algorithms"--
"Advanced Decision Sciences Based on Deep Learning and Ensemble Learning Algorithms: A Practical Approach Using Python describes the deep learning models and ensemble approaches applied to decision-making problems. The authors have addressed the concepts of deep learning, convolutional neural networks, recurrent neural networks, and ensemble learning in a practical sense providing complete code and implementation for several real-world examples. The authors of this book teach the concepts of machine learning for undergraduate and graduate-level classes and have worked with Fortune 500 clients to formulate data analytics strategies and operationalize these strategies. The book will benefit information professionals, programmers, consultants, professors, students, and industry experts who seek a variety of real-world illustrations with an implementation based on machine learning algorithms"--
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.
An up-to-date, self-contained introduction to a state-of-the-art machine learning approach, Ensemble Methods: Foundations and Algorithms shows how these accurate methods are used in real-world tasks. It gives you the necessary groundwork to carry out further research in this evolving field. After presenting background and terminology, the book covers the main algorithms and theories, including Boosting, Bagging, Random Forest, averaging and voting schemes, the Stacking method, mixture of experts, and diversity measures. It also discusses multiclass extension, noise tolerance, error-ambiguity and bias-variance decompositions, and recent progress in information theoretic diversity. Moving on to more advanced topics, the author explains how to achieve better performance through ensemble pruning and how to generate better clustering results by combining multiple clusterings. In addition, he describes developments of ensemble methods in semi-supervised learning, active learning, cost-sensitive learning, class-imbalance learning, and comprehensibility enhancement.
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.
This book presents the proceedings of the 6th International Conference on Frontiers of Intelligent Computing: Theory and Applications (FICTA-2017), held in Bhubaneswar, Odisha. The event brought together researchers, scientists, engineers, and practitioners to exchange their new ideas and experiences in the domain of intelligent computing theories with prospective applications to various engineering disciplines. The book is divided into two volumes: Information and Decision Sciences, and Intelligent Engineering Informatics. This volume covers broad areas of Information and Decision Sciences, with papers exploring both the theoretical and practical aspects of data-intensive computing, data mining, evolutionary computation, knowledge management & networks, sensor networks, signal processing, wireless networks, protocols & architectures etc. The book also offers a valuable resource for students at the post-graduate level in various engineering disciplines.
Focuses on mathematical understanding Presentation is self-contained, accessible, and comprehensive Full color throughout Extensive list of exercises and worked-out examples Many concrete algorithms with actual code
The world is approaching a point where big data will start to play a beneficial role in many industries and organizations. Today, analyzing data for new insights has become an everyday norm, increasing the need for data analysts to use efficient and appropriate tools to provide quick and valuable results to clients. Existing research in the field currently lacks a full coverage of all essential algorithms, leaving a knowledge void for practical implementation and code in Python with all needed libraries and links to datasets used. Advanced Interdisciplinary Applications of Machine Learning Python Libraries for Data Science serves as a one-stop book to help emerging data scientists gain hands-on skills needed through real-world data and completely up-to-date Python code. It covers all the technical details, from installing the needed software to importing libraries and using the latest data sets; deciding on the right model; training, testing, and evaluating the model; and including NumPy, Pandas, and matplotlib. With coverage on various machine learning algorithms like regression, linear and logical regression, classification, support vector machine (SVM), clustering, k-nearest neighbor, market basket analysis, Apriori, k-means clustering, and visualization using Seaborne, it is designed for academic researchers, undergraduate students, postgraduate students, executive education program leaders, and practitioners.
It is common wisdom that gathering a variety of views and inputs improves the process of decision making, and, indeed, underpins a democratic society. Dubbed “ensemble learning” by researchers in computational intelligence and machine learning, it is known to improve a decision system’s robustness and accuracy. Now, fresh developments are allowing researchers to unleash the power of ensemble learning in an increasing range of real-world applications. Ensemble learning algorithms such as “boosting” and “random forest” facilitate solutions to key computational issues such as face recognition and are now being applied in areas as diverse as object tracking and bioinformatics. Responding to a shortage of literature dedicated to the topic, this volume offers comprehensive coverage of state-of-the-art ensemble learning techniques, including the random forest skeleton tracking algorithm in the Xbox Kinect sensor, which bypasses the need for game controllers. At once a solid theoretical study and a practical guide, the volume is a windfall for researchers and practitioners alike.
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.