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Python for Finance Cookbook – Second Edition

You're reading from   Python for Finance Cookbook – Second Edition Over 80 powerful recipes for effective financial data analysis

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Product type Paperback
Published in Dec 2022
Publisher Packt
ISBN-13 9781803243191
Length 740 pages
Edition 2nd 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 (18) Chapters Close

Preface 1. Acquiring Financial Data FREE CHAPTER 2. Data Preprocessing 3. Visualizing Financial Time Series 4. Exploring Financial Time Series Data 5. Technical Analysis and Building Interactive Dashboards 6. Time Series Analysis and Forecasting 7. Machine Learning-Based Approaches to Time Series Forecasting 8. Multi-Factor Models 9. Modeling Volatility with GARCH Class Models 10. Monte Carlo Simulations in Finance 11. Asset Allocation 12. Backtesting Trading Strategies 13. Applied Machine Learning: Identifying Credit Default 14. Advanced Concepts for Machine Learning Projects 15. Deep Learning in Finance 16. Other Books You May Enjoy
17. Index

Summary

In this chapter, we explored how we can use deep learning for both tabular and time series data. Instead of building the neural networks from scratch, we used modern Python libraries which handled most of the heavy lifting for us.

As we have already mentioned, deep learning is a rapidly developing field with new neural network architectures being published daily. Hence, it is difficult to scratch even just the tip of the iceberg in a single chapter. That is why we will now point you toward some of the popular and influential approaches/libraries that you might want to explore on your own.

Tabular data

Below we list some relevant papers and Python libraries that will definitely be good starting points for further exploration of the topic of using deep learning with tabular data.

Further reading:

  • Huang, X., Khetan, A., Cvitkovic, M., & Karnin, Z. 2020. Tabtransformer: Tabular data modeling using contextual embeddings. arXiv preprint arXiv:2012...
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