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

Exercises


As we've now completed the task, let's try our hand at two appropriate exercises based on the content that we've covered.

  1. A simple RL task: Go to https://github.com/openai/gym. Once there, install the Gym environment and train an agent to solve the "Cartpole" problem.

  2. A multi-agent RL task: Go to https://github.com/crazymuse/snakegame-numpy. This is a Gym environment that lets you play multiple agents in a "Snake" game. Experiment with different strategies. Can you create an agent that fools the other agent? What is the emergent behavior of the snakes?