T�tulo: Implementing Machine Learning for Finance : A Systematic Approach to Predictive Risk and Performance Analysis for Investment Portfolios
Editor: Apress
Fecha de publicaci�n: 2021
Idioma: Ingl�s
ISBN 10: 1484271092
ISBN 13: 9781484271094
Encuadernaci�n: Encuadernaci�n de tapa blanda
Estado: As New

Acerca de

Sinopsis

Bring together machine learning (ML) and deep learning (DL) in financial trading, with an emphasis on investment management. This book explains systematic approaches to investment portfolio management, risk analysis, and performance analysis, including predictive analytics using data science procedures.

The book introduces pattern recognition and future price forecasting that exerts effects on time series analysis models, such as the Autoregressive Integrated Moving Average (ARIMA) model, Seasonal ARIMA (SARIMA) model, and Additive model, and it covers the Least Squares model and the Long Short-Term Memory (LSTM) model. It presents hidden pattern recognition and market regime prediction applying the Gaussian Hidden Markov Model. The book covers the practical application of the K-Means model in stock clustering. It establishes the practical application of the Variance-Covariance method and Simulation method (using Monte Carlo Simulation) for value at risk estimation. It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios.

By the end of this book, you should be able to explain how algorithmic trading works and its practical application in the real world, and know how to apply supervised and unsupervised ML and DL models to bolster investment decision making and implement and optimize investment strategies and systems.

What You Will Learn

Understand the fundamentals of the financial market and algorithmic trading, as well as supervised and unsupervised learning models that are appropriate for systematic investment portfolio management
Know the concepts of feature engineering, data visualization, and hyperparameter optimization
Design, build, and test supervised and unsupervised ML and DL models
Discover seasonality, trends, and market regimes, simulating a change in the market and investment strategy problems and predicting market direction and prices
Structure and optimize an investment portfolio with preeminent asset classes and measure the underlying risk

Who This Book Is For

Beginning and intermediate data scientists, machine learning engineers, business executives, and finance professionals (such as investment analysts and traders)

Acerca del autor

Tshepo Chris Nokeri harnesses big data, advanced analytics, and artificial intelligence to foster innovation and optimize business performance. In his functional work, he has delivered complex solutions to companies in the mining, petroleum, and manufacturing industries. He initially completed a bachelor’s degree in information management. He then graduated with an honors degree in business science at the University of the Witwatersrand on a TATA Prestigious Scholarship and a Wits Postgraduate Merit Award. They unanimously awarded him the Oxford University Press Prize. He has authored the Apress book Data Science Revealed: With Feature Engineering, Data Visualization, Pipeline Development, and Hyperparameter Tuning.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

SuperBookDeals.com is your top source for finding new books at the absolute lowest prices, guaranteed ! We offer big discounts - everyday - on millions of titles in virtually any category, from Architecture to Zoology -- and everything in between. Discover great deals and super-savings, on professional books, text book titles, the newest computer guides, or your favorite fiction authors. You'll find it all - at HUGE SAVINGS - at SuperBookDeals. Browse through our complete online product catalog today. Serving customers around the world for years, we help thousands find just the books they're looking for -- at incredibly low, bargain prices.

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

Expert Trading Limited
9220 Rumsey Road, Suite 101, Columbia, MD, 21045, U.S.A.

Condiciones de venta y env�o

Condiciones de venta

Company Name: GreatBookPrices
Legal Entity: Expert Trading, LLC
Address: 6310 Stevens Forest, suite 200, Columbia MD 21046
Email address: CustomerService@SuperBookDeals.com
Phone number: 410-964-0026
consumer complaints can be addressed to address above
Registration #: 52-1713923
Authorized representative: Danielle Hainsey

Condiciones de env�o

Our warehouses across the globe are fully operational without substantial delays. We are working hard and continue to overcome the daily challenges presented by COVID-19. We appreciate your understanding.

Internal processing of your order will take about 1-2 business days. Please allow an additional 4-14 business days for Media Mail delivery. We have multiple ship-from locations - MD,IL,NJ,UK,IN,NV,TN & GA