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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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Toc

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

Summary


In this chapter, you have learned a number of practical tips for debugging and improving your model. Let's recap all of the things that we have looked at:

  • Finding flaws in your data that lead to flaws in your learned model

  • Using creative tricks to make your model learn more from less data

  • Unit testing data in production or training to make sure standards are met

  • Being mindful of privacy

  • Preparing data for training and avoiding common pitfalls

  • Inspecting the model and peering into the "black box"

  • Finding optimal hyperparameters

  • Scheduling learning rates in order to reduce overfitting

  • Monitoring training progress with TensorBoard

  • Deploying machine learning products and iterating on them

  • Speeding up training and inference

You now have a substantial number of tools in your toolbox that will help you run actual, practical machine learning projects and deploy them in real-life (for example, trading) applications.

Making sure your model works before deploying it is crucial and failure to properly scrutinize...

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