Page 1
Page 1
Metalearning : Applications to Automated Machine Learning and Data Mining
This book as one of the fastest-growing areas of research in machine learning, metalearning studies principled methods to obtain efficient models and solutions by adapting machine learning and data mining processes. This adaptation usually exploits information from past experience on other tasks and the adaptive processes can involve machine learning approaches. As a related area to metalearning and a hot topic currently, automated machine learning (AutoML) is concerned with automating the machine learning processes. Metalearning and AutoML can help AI learn to control the application of different learning methods and acquire new solutions faster without unnecessary interventions from the user.
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
