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Awesome-ML-in-Finance Awesome

An open source Machine Learning in Finance repository to learn and apply towards solving real world problems.

Contents

Information

This part is for coders who are new to Machine Learning

These questions should be answered at first, "What is Machine Learning?, What should I study to learn Machine Learning?, What is the relationship between Machine Learning and Finance? "

First of all, Machine Learning is a subset of Artificial Intelligence. ML is a method paradigm that makes inferences from existing data using mathematical and statistical methods and makes predictions about what is not known with these inferences.

Secondly, Our favorite programming language is Python nowadays for #MachineLearning.TensorFlow, Pandas, Numpy, Scikit learn, Matplotlib are Python Libraries which are used in Machine Learning.

What is Machine Learning?

Algorithms of ML

These are some Machine Learning algorithms and models

Supervised Learning : All data is labeled and the algorithms learn to predict the output from the input data.

  • Regression
  • Linear Regression
  • Ordinary Least Squares
  • Logistic Regression
  • Stepwise Regression
  • Multivariate Adaptive Regression Splines
  • Locally Estimated Scatterplot Smoothing
  • Classification
    • k-nearest neighbor
    • Support Vector Machines
    • Decision Trees
    • ID3 algorithm
    • C4.5 algorithm
  • Ensemble Learning
  • Boosting
  • Bagging
  • Random Forest
  • AdaBoost

Unsupervised Learning : All data is unlabeled and the algorithms learn to inherent structure from the input data.

  • Clustering
    • Hierchical clustering
    • k-means
    • Fuzzy clustering
    • Mixture models
  • Neural Networks
  • Self-organizing map
  • Adaptive resonance theory

Semi-Supervised Learning : Some data is labeled but most of it is unlabeled and a mixture of supervised and unsupervised techniques can be used.

Reinforcement Learning : Learning what to do in an environment and how to map situations to actions to maximize a reward signal

  • Q Learning
  • SARSA (State-Action-Reward-State-Action) algorithm
  • Temporal difference learning
  • Genetic algorithm
  • Deep Q-Network(DQN)

In addition, you can find ML map

The Relationship Machine Learning and Finance

Colleges

A list of colleges and universities offering degrees in Machine Learning

  • Stanford University (Stanford, CA)
  • Harvard University (Cambridge, MA)
  • Cornell University (Ithaca, NY)
  • University of Maryland (College Park, MD)
  • Columbia University (New York City, NY)
  • University of Pittsburgh (Pittsburgh, PA)

MOOC'S

Blogs

Newsletters

Podcasts

Books

Facebook Accounts

Twitter Accounts

Youtube Videos & Channels

Telegram Channels

  • Machine Learning

Journals, Publications and Magazines

Conferences

Presentations

Udemy

Conferences

Presentations

*Financial Machine Learning in 10 Minutes