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Machine Learning for Finance

You're reading from   Machine Learning for Finance Principles and practice for financial insiders

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Product type Paperback
Published in May 2019
Publisher Packt
ISBN-13 9781789136364
Length 456 pages
Edition 1st Edition
Languages
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Authors (2):
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Jannes Klaas Jannes Klaas
Author Profile Icon Jannes Klaas
Jannes Klaas
James Le James Le
Author Profile Icon James Le
James Le
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Table of Contents (15) Chapters Close

Machine Learning for Finance
Contributors
Preface
Other Books You May Enjoy
1. Neural Networks and Gradient-Based Optimization 2. Applying Machine Learning to Structured Data FREE CHAPTER 3. Utilizing Computer Vision 4. Understanding Time Series 5. Parsing Textual Data with Natural Language Processing 6. Using Generative Models 7. Reinforcement Learning for Financial Markets 8. Privacy, Debugging, and Launching Your Products 9. Fighting Bias 10. Bayesian Inference and Probabilistic Programming Index

Visualization and preparation in pandas


As we saw in Chapter 2, Applying Machine Learning to Structured Data, it's usually a good idea to get an overview of the data before we start training. You can achieve this for the data we obtained from Kaggle by running the following:

train = pd.read_csv('../input/train_1.csv').fillna(0)
train.head()

Running this code will give us the following table:

 

Page

2015-07-01

2015-07-02

2016-12-31

0

2NE1_zh.wikipedia.org_all-access_spider

18.0

11.0

20.0

1

2PM_zh.wikipedia.org_all-access_spider

11.0

14.0

20.0

The data in the Page column contains the name of the page, the language of the Wikipedia page, the type of accessing device, and the accessing agent. The other columns contain the traffic for that page on that date.

So, in the preceding table, the first row contains the page of 2NE1, a Korean pop band, on the Chinese version of Wikipedia, by all methods of access, but only for agents classified as spider traffic; that is, traffic not...

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