Algorithmic Learning in a Random World PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Algorithmic Learning in a Random World PDF full book. Access full book title Algorithmic Learning in a Random World by Vladimir Vovk. Download full books in PDF and EPUB format.
Author: Vladimir Vovk
Publisher: Springer Science & Business Media
ISBN: 9780387001524
Category : Computers
Languages : en
Pages : 344
Get Book Here
Book Description
Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions: The approach based on algorithmic theory of randomness allows for the proof of impossibility of prediction in certain situations. The book describes how several important machine learning problems, such as density estimation in high-dimensional spaces, cannot be solved if the only assumption is randomness.
Author: Vladimir Vovk
Publisher: Springer Science & Business Media
ISBN: 9780387001524
Category : Computers
Languages : en
Pages : 344
Get Book Here
Book Description
Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions: The approach based on algorithmic theory of randomness allows for the proof of impossibility of prediction in certain situations. The book describes how several important machine learning problems, such as density estimation in high-dimensional spaces, cannot be solved if the only assumption is randomness.
Author: Ankur Moitra
Publisher: Cambridge University Press
ISBN: 1107184584
Category : Computers
Languages : en
Pages : 161
Get Book Here
Book Description
Introduces cutting-edge research on machine learning theory and practice, providing an accessible, modern algorithmic toolkit.
Author: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1839216786
Category : Business & Economics
Languages : en
Pages : 822
Get Book Here
Book Description
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
Author: Stephen Marsland
Publisher: CRC Press
ISBN: 1420067192
Category : Business & Economics
Languages : en
Pages : 407
Get Book Here
Book Description
Traditional books on machine learning can be divided into two groups- those aimed at advanced undergraduates or early postgraduates with reasonable mathematical knowledge and those that are primers on how to code algorithms. The field is ready for a text that not only demonstrates how to use the algorithms that make up machine learning methods, but
Author: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1789342716
Category : Computers
Languages : en
Pages : 668
Get Book Here
Book Description
Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.
Author: Shai Shalev-Shwartz
Publisher: Cambridge University Press
ISBN: 1107057132
Category : Computers
Languages : en
Pages : 415
Get Book Here
Book Description
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.
Author: Setsuo Arikawa
Publisher: Springer Science & Business Media
ISBN: 9783540585206
Category : Computers
Languages : en
Pages : 600
Get Book Here
Book Description
This volume presents the proceedings of the Fourth International Workshop on Analogical and Inductive Inference (AII '94) and the Fifth International Workshop on Algorithmic Learning Theory (ALT '94), held jointly at Reinhardsbrunn Castle, Germany in October 1994. (In future the AII and ALT workshops will be amalgamated and held under the single title of Algorithmic Learning Theory.) The book contains revised versions of 45 papers on all current aspects of computational learning theory; in particular, algorithmic learning, machine learning, analogical inference, inductive logic, case-based reasoning, and formal language learning are addressed.
Author: Marcus Hutter
Publisher: Springer Science & Business Media
ISBN: 3642161073
Category : Computers
Languages : en
Pages : 432
Get Book Here
Book Description
This volume contains the papers presented at the 21st International Conf- ence on Algorithmic Learning Theory (ALT 2010), which was held in Canberra, Australia, October 6–8, 2010. The conference was co-located with the 13th - ternational Conference on Discovery Science (DS 2010) and with the Machine Learning Summer School, which was held just before ALT 2010. The tech- cal program of ALT 2010, contained 26 papers selected from 44 submissions and ?ve invited talks. The invited talks were presented in joint sessions of both conferences. ALT 2010 was dedicated to the theoretical foundations of machine learning and took place on the campus of the Australian National University, Canberra, Australia. ALT provides a forum for high-quality talks with a strong theore- cal background and scienti?c interchange in areas such as inductive inference, universal prediction, teaching models, grammatical inference, formal languages, inductive logic programming, query learning, complexity of learning, on-line learning and relative loss bounds, semi-supervised and unsupervised learning, clustering,activelearning,statisticallearning,supportvectormachines,Vapnik- Chervonenkisdimension,probablyapproximatelycorrectlearning,Bayesianand causal networks, boosting and bagging, information-based methods, minimum descriptionlength,Kolmogorovcomplexity,kernels,graphlearning,decisiontree methods, Markov decision processes, reinforcement learning, and real-world - plications of algorithmic learning theory. DS 2010 was the 13th International Conference on Discovery Science and focused on the development and analysis of methods for intelligent data an- ysis, knowledge discovery and machine learning, as well as their application to scienti?c knowledge discovery. As is the tradition, it was co-located and held in parallel with Algorithmic Learning Theory.
Author: Ricard Gavalda
Publisher: Springer Science & Business Media
ISBN: 3540202919
Category : Computers
Languages : en
Pages : 325
Get Book Here
Book Description
This book constitutes the refereed proceedings of the 14th International Conference on Algorithmic Learning Theory, ALT 2003, held in Sapporo, Japan in October 2003. The 19 revised full papers presented together with 2 invited papers and abstracts of 3 invited talks were carefully reviewed and selected from 37 submissions. The papers are organized in topical sections on inductive inference, learning and information extraction, learning with queries, learning with non-linear optimization, learning from random examples, and online prediction.
Author: Pat Langley
Publisher: MIT Press
ISBN: 9780262620529
Category : Computers
Languages : en
Pages : 374
Get Book Here
Book Description
Scientific discovery is often regarded as romantic and creative--and hence unanalyzable--whereas the everyday process of verifying discoveries is sober and more suited to analysis. Yet this fascinating exploration of how scientific work proceeds argues that however sudden the moment of discovery may seem, the discovery process can be described and modeled. Using the methods and concepts of contemporary information-processing psychology (or cognitive science) the authors develop a series of artificial-intelligence programs that can simulate the human thought processes used to discover scientific laws. The programs--BACON, DALTON, GLAUBER, and STAHL--are all largely data-driven, that is, when presented with series of chemical or physical measurements they search for uniformities and linking elements, generating and checking hypotheses and creating new concepts as they go along. Scientific Discovery examines the nature of scientific research and reviews the arguments for and against a normative theory of discovery; describes the evolution of the BACON programs, which discover quantitative empirical laws and invent new concepts; presents programs that discover laws in qualitative and quantitative data; and ties the results together, suggesting how a combined and extended program might find research problems, invent new instruments, and invent appropriate problem representations. Numerous prominent historical examples of discoveries from physics and chemistry are used as tests for the programs and anchor the discussion concretely in the history of science.
