Search results for ""Author Peng Liu""
APress Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning
Build and implement trading strategies using Python. This book will introduce you to the fundamental concepts of quantitative trading and shows how to use Python and popular libraries to build trading models and strategies from scratch. It covers practical trading strategies coupled with step-by-step implementations that touch upon a wide range of topics, including data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning, all coupled with practical examples in Python.Part one of Quantitative Trading Strategies with Python covers the fundamentals of trading strategies, including an introduction to quantitative trading, the electronic market, risk and return, and forward and futures contracts. Part two introduces common trading strategies, including trend-following, momentum trading, and evaluation process via backtesting. Part three covers more advanced topics, including statistical arbitrage using hypothesis testing, optimizing trading parameters using Bayesian optimization, and generating trading signals using a machine learning approach. Whether you're an experienced trader looking to automate your trading strategies or a beginner interested in learning quantitative trading, this book will be a valuable resource. Written in a clear and concise style that makes complex topics easy to understand, and chock full of examples and exercises to help reinforce the key concepts, you’ll come away from it with a firm understanding of core trading strategies and how to use Python to implement them.What You Will Learn Master the fundamental concepts of quantitative trading Use Python and its popular libraries to build trading models and strategies from scratch Perform data analysis and visualization, algorithmic trading, backtesting, risk management, optimization, and machine learning for trading strategies using Python Utilize common trading strategies such as trend-following, momentum trading, and pairs trading Evaluate different quantitative trading strategies by applying the relevant performance measures and statistics in a scientific manner during backtesting Who This Book Is ForAspiring quantitative traders and analysts, data scientists interested in finance, and researchers or students studying quantitative finance, financial engineering, or related fields.
£44.99
APress Bayesian Optimization: Theory and Practice Using Python
This book covers the essential theory and implementation of popular Bayesian optimization techniques in an intuitive and well-illustrated manner. The techniques covered in this book will enable you to better tune the hyperparemeters of your machine learning models and learn sample-efficient approaches to global optimization.The book begins by introducing different Bayesian Optimization (BO) techniques, covering both commonly used tools and advanced topics. It follows a “develop from scratch” method using Python, and gradually builds up to more advanced libraries such as BoTorch, an open-source project introduced by Facebook recently. Along the way, you’ll see practical implementations of this important discipline along with thorough coverage and straightforward explanations of essential theories. This book intends to bridge the gap between researchers and practitioners, providing both with a comprehensive, easy-to-digest, and useful reference guide. After completing this book, you will have a firm grasp of Bayesian optimization techniques, which you’ll be able to put into practice in your own machine learning models.What You Will Learn Apply Bayesian Optimization to build better machine learning models Understand and research existing and new Bayesian Optimization techniques Leverage high-performance libraries such as BoTorch, which offer you the ability to dig into and edit the inner working Dig into the inner workings of common optimization algorithms used to guide the search process in Bayesian optimization Who This Book Is ForBeginner to intermediate level professionals in machine learning, analytics or other roles relevant in data science.
£44.99
Springer Verlag, Singapore Machine Learning Contests: A Guidebook
This book systematically introduces the competitions in the field of algorithm and machine learning. The first author of the book has won 5 championships and 5 runner-ups in domestic and international algorithm competitions.Firstly, it takes common competition scenarios as a guide by giving the main processes of using machine learning to solve real-world problems, namely problem modelling, data exploration, feature engineering, model training. And then lists the main points of difficulties, general ideas with solutions in the whole process. Moreover, this book comprehensively covers several common problems in the field of machine learning competitions such as recommendation, temporal prediction, advertising, text computing, etc. The authors, also knew as "competition professionals”, will explain the actual cases in detail and teach you various processes, routines, techniques and strategies, which is a rare treasure book for all competition enthusiasts. It is very suitable for readers who are interested in algorithm competitions and deep learning algorithms in practice, or computer-related majors.
£49.99
