الصفحة 1
الصفحة 1
Information theory and machine learning
The recent successes of machine learning, especially regarding systems based on deep neural networks, have encouraged further research activities and raised a new set of challenges in understanding and designing complex machine learning algorithms. New applications require learning algorithms to be distributed, have transferable learning results, use computation resources efficiently, convergence quickly on online settings, have performance guarantees, satisfy fairness or privacy constraints, incorporate domain knowledge on model structures, etc. A new wave of developments in statistical learning theory and information theory has set out to address these challenges.
Implementing machine learning for finance : A systematic approach to predictive risk and performance analysis for investment portfolios
Introduces pattern recognition and future price forecasting that exerts effects on time series analysis models, such as the Autoregressive Integrated Moving Average (ARIMA) model, Seasonal ARIMA (SARIMA) model, and Additive model, and it covers the Least Squares model and the Long Short-Term Memory (LSTM) model. It presents hidden pattern recognition and market regime prediction applying the Gaussian Hidden Markov Model. The book covers the practical application of the K-Means model in stock clustering. It establishes the practical application of the Variance-Covariance method and Simulation method (using Monte Carlo Simulation) for value at risk estimation. It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios. You will: Understand the fundamentals of the financial market and algorithmic trading, as well as supervised and unsupervised learning models that are appropriate for systematic investment portfolio management / Know the concepts of feature engineering, data visualization, and hyperparameter optimization / Design, build, and test supervised and unsupervised ML and DL models / Discover seasonality, trends, and market regimes, simulating a change in the market and investment strategy problems and predicting market direction and prices / Structure and optimize an investment portfolio with preeminent asset classes and measure the / underlying risk
Fundamentals of pattern recognition and machine learning
Fundamentals of Pattern Recognition and Machine Learning is designed for a one or two-semester introductory course in Pattern Recognition or Machine Learning at the graduate or advanced undergraduate level. The book combines theory and practice and is suitable to the classroom and self-study.
Machine Learning and Knowledge Discovery in Databases ; European Conference, ECML PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I
Constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2008, held in Antwerp, Belgium, in September 2008.The 100 papers presented in two volumes, together with 5 invited talks, were carefully reviewed and selected from 521 submissions. In addition to the regular papers the volume contains 14 abstracts of papers appearing in full version in the Machine Learning Journal and the Knowledge Discovery and Databases Journal of Springer.
Machine Learning : ECML 2005 ; 16th European Conference on Machine Learning, Porto, Portugal, October 3-7, 2005, Proceedings
The European Conference on Machine Learning (ECML) and the European Conference on Principles and Practice of Knowledge Discovery in Databases (PKDD) were jointly organized this year for the ?fth time in a row, after some years of mutual independence before. After Freiburg (2001), Helsinki (2002), Cavtat (2003) and Pisa (2004), Porto received the 16th edition of ECML and the 9th PKDD in October 3–7. Having the two conferences together seems to be working well: 585 di?erent paper submissions were received for both events, which maintains the high s- mission standard of last year. Of these, 335 were submitted to ECML only, 220 to PKDD only and 30 to both. Such a high volume of scienti?c work required a tremendous e?ort from Area Chairs, Program Committee members and some additional reviewers. On average, PC members had 10 papers to evaluate, and Area Chairs had 25 papers to decide upon. We managed to have 3 highly qualified independent reviews per paper (with very few exceptions) and one additional overall input from one of the Area Chairs. After the authors’ responses and the online discussions for many of the papers, we arrived at the ?nal selection of 40 regular papers for ECML and 35 for PKDD. Besides these, 32 others were accepted as short papers for ECML and 35 for PKDD. This represents a joint acceptance rate of around 13% for regular papers and 25% overall.
