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Python for Finance Cookbook

You're reading from   Python for Finance Cookbook Over 50 recipes for applying modern Python libraries to financial data analysis

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Product type Paperback
Published in Jan 2020
Publisher Packt
ISBN-13 9781789618518
Length 432 pages
Edition 1st Edition
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Author (1):
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Eryk Lewinson Eryk Lewinson
Author Profile Icon Eryk Lewinson
Eryk Lewinson
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Table of Contents (12) Chapters Close

Preface 1. Financial Data and Preprocessing 2. Technical Analysis in Python FREE CHAPTER 3. Time Series Modeling 4. Multi-Factor Models 5. Modeling Volatility with GARCH Class Models 6. Monte Carlo Simulations in Finance 7. Asset Allocation in Python 8. Identifying Credit Default with Machine Learning 9. Advanced Machine Learning Models in Finance 10. Deep Learning in Finance 11. Other Books You May Enjoy

Deep learning for tabular data

Deep learning is not often associated with tabular data, as this kind of data comes with some possible issues:

  • How to represent features in a way that can be understood by the neural networks? In tabular data, we often deal with numerical and categorical features, so we need to correctly represent both types of inputs.
  • How to use feature interactions – both between the features themselves and the target?
  • How to effectively sample the data? Tabular datasets tend to be smaller than typical datasets used for solving computer vision or NLP problems. There is no easy way to apply augmentation, such as random cropping or rotation in the case of images. Also, there is no general large dataset with some universal properties, based on which we could apply transfer learning.
  • How to interpret the neural network's decisions?

That is why practitioners...

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