Book Image

Machine Learning for Finance

By : Jannes Klaas
Book Image

Machine Learning for Finance

By: Jannes Klaas

Overview of this book

Machine Learning for Finance explores new advances in machine learning and shows how they can be applied across the financial sector, including insurance, transactions, and lending. This book explains the concepts and algorithms behind the main machine learning techniques and provides example Python code for implementing the models yourself. The book is based on Jannes Klaas’ experience of running machine learning training courses for financial professionals. Rather than providing ready-made financial algorithms, the book focuses on advanced machine learning concepts and ideas that can be applied in a wide variety of ways. The book systematically explains how machine learning works on structured data, text, images, and time series. You'll cover generative adversarial learning, reinforcement learning, debugging, and launching machine learning products. Later chapters will discuss how to fight bias in machine learning. The book ends with an exploration of Bayesian inference and probabilistic programming.
Table of Contents (15 chapters)
Machine Learning for Finance
Contributors
Preface
Other Books You May Enjoy
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...