Download or read book Machine Learning for Factor Investing written by Guillaume Coqueret and published by CRC Press. This book was released on 2023-08-08 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: a detailed presentation of the key machine learning tools use in finance a large scale coding tutorial with easily reproducible examples realistic applications on a large publicly available dataset all the key ingredients to perform a full portfolio backtest

Download or read book Deep Learning for Time Series Forecasting written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2018-08-30 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deep learning methods offer a lot of promise for time series forecasting, such as the automatic learning of temporal dependence and the automatic handling of temporal structures like trends and seasonality. With clear explanations, standard Python libraries, and step-by-step tutorial lessons you’ll discover how to develop deep learning models for your own time series forecasting projects.

Download or read book Modern Statistics with R written by Måns Thulin and published by CRC Press. This book was released on 2024-08-20 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The past decades have transformed the world of statistical data analysis, with new methods, new types of data, and new computational tools. Modern Statistics with R introduces you to key parts of this modern statistical toolkit. It teaches you: Data wrangling - importing, formatting, reshaping, merging, and filtering data in R. Exploratory data analysis - using visualisations and multivariate techniques to explore datasets. Statistical inference - modern methods for testing hypotheses and computing confidence intervals. Predictive modelling - regression models and machine learning methods for prediction, classification, and forecasting. Simulation - using simulation techniques for sample size computations and evaluations of statistical methods. Ethics in statistics - ethical issues and good statistical practice. R programming - writing code that is fast, readable, and (hopefully!) free from bugs. No prior programming experience is necessary. Clear explanations and examples are provided to accommodate readers at all levels of familiarity with statistical principles and coding practices. A basic understanding of probability theory can enhance comprehension of certain concepts discussed within this book. In addition to plenty of examples, the book includes more than 200 exercises, with fully worked solutions available at: www.modernstatisticswithr.com.

Download or read book Advances in Production Management Systems Production Management Systems for Volatile Uncertain Complex and Ambiguous Environments written by Matthias Thürer and published by Springer Nature. This book was released on with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Machine Learning and Principles and Practice of Knowledge Discovery in Databases written by Michael Kamp and published by Springer Nature. This book was released on 2022-02-18 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set constitutes the refereed proceedings of the workshops which complemented the 21th Joint European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD, held in September 2021. Due to the COVID-19 pandemic the conference and workshops were held online. The 104 papers were thoroughly reviewed and selected from 180 papers submited for the workshops. This two-volume set includes the proceedings of the following workshops:Workshop on Advances in Interpretable Machine Learning and Artificial Intelligence (AIMLAI 2021)Workshop on Parallel, Distributed and Federated Learning (PDFL 2021)Workshop on Graph Embedding and Mining (GEM 2021)Workshop on Machine Learning for Irregular Time-series (ML4ITS 2021)Workshop on IoT, Edge, and Mobile for Embedded Machine Learning (ITEM 2021)Workshop on eXplainable Knowledge Discovery in Data Mining (XKDD 2021)Workshop on Bias and Fairness in AI (BIAS 2021)Workshop on Workshop on Active Inference (IWAI 2021)Workshop on Machine Learning for Cybersecurity (MLCS 2021)Workshop on Machine Learning in Software Engineering (MLiSE 2021)Workshop on MIning Data for financial applications (MIDAS 2021)Sixth Workshop on Data Science for Social Good (SoGood 2021)Workshop on Machine Learning for Pharma and Healthcare Applications (PharML 2021)Second Workshop on Evaluation and Experimental Design in Data Mining and Machine Learning (EDML 2020)Workshop on Machine Learning for Buildings Energy Management (MLBEM 2021)

Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.

Download or read book Regression and Time Series Model Selection written by Allan D. R. McQuarrie and published by World Scientific. This book was released on 1998 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Download or read book Introduction to Time Series Analysis and Forecasting written by Douglas C. Montgomery and published by John Wiley & Sons. This book was released on 2015-04-21 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.

Download or read book Machine Learning Refined written by Jeremy Watt and published by Cambridge University Press. This book was released on 2020-01-09 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intuitive approach to machine learning covering key concepts, real-world applications, and practical Python coding exercises.

Download or read book Personalized Predictive Modeling in Type 1 Diabetes written by Eleni I. Georga and published by Academic Press. This book was released on 2017-12-11 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Personalized Predictive Modeling in Diabetes features state-of-the-art methodologies and algorithmic approaches which have been applied to predictive modeling of glucose concentration, ranging from simple autoregressive models of the CGM time series to multivariate nonlinear regression techniques of machine learning. Developments in the field have been analyzed with respect to: (i) feature set (univariate or multivariate), (ii) regression technique (linear or non-linear), (iii) learning mechanism (batch or sequential), (iv) development and testing procedure and (v) scaling properties. In addition, simulation models of meal-derived glucose absorption and insulin dynamics and kinetics are covered, as an integral part of glucose predictive models. This book will help engineers and clinicians to: select a regression technique which can capture both linear and non-linear dynamics in glucose metabolism in diabetes, and which exhibits good generalization performance under stationary and non-stationary conditions; ensure the scalability of the optimization algorithm (learning mechanism) with respect to the size of the dataset, provided that multiple days of patient monitoring are needed to obtain a reliable predictive model; select a features set which efficiently represents both spatial and temporal dependencies between the input variables and the glucose concentration; select simulation models of subcutaneous insulin absorption and meal absorption; identify an appropriate validation procedure, and identify realistic performance measures. Describes fundamentals of modeling techniques as applied to glucose control Covers model selection process and model validation Offers computer code on a companion website to show implementation of models and algorithms Features the latest developments in the field of diabetes predictive modeling

Download or read book Introduction to Time Series Forecasting With Python written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2017-02-16 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.

Download or read book Data Science and Machine Learning written by Dirk P. Kroese and published by CRC Press. This book was released on 2019-11-20 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on mathematical understanding Presentation is self-contained, accessible, and comprehensive Full color throughout Extensive list of exercises and worked-out examples Many concrete algorithms with actual code

Download or read book Common Errors in Statistics and How to Avoid Them written by Phillip I. Good and published by Wiley. This book was released on 2009-10-06 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Second Edition "All statistics students and teachers will find in this book a friendly and intelligentguide to . . . applied statistics in practice." —Journal of Applied Statistics ". . . a very engaging and valuable book for all who use statistics in any setting." —CHOICE ". . . a concise guide to the basics of statistics, replete with examples . . . a valuablereference for more advanced statisticians as well." —MAA Reviews Now in its Third Edition, the highly readable Common Errors in Statistics (and How to Avoid Them) continues to serve as a thorough and straightforward discussion of basic statistical methods, presentations, approaches, and modeling techniques. Further enriched with new examples and counterexamples from the latest research as well as added coverage of relevant topics, this new edition of the benchmark book addresses popular mistakes often made in data collection and provides an indispensable guide to accurate statistical analysis and reporting. The authors' emphasis on careful practice, combined with a focus on the development of solutions, reveals the true value of statistics when applied correctly in any area of research. The Third Edition has been considerably expanded and revised to include: A new chapter on data quality assessment A new chapter on correlated data An expanded chapter on data analysis covering categorical and ordinal data, continuous measurements, and time-to-event data, including sections on factorial and crossover designs Revamped exercises with a stronger emphasis on solutions An extended chapter on report preparation New sections on factor analysis as well as Poisson and negative binomial regression Providing valuable, up-to-date information in the same user-friendly format as its predecessor, Common Errors in Statistics (and How to Avoid Them), Third Edition is an excellent book for students and professionals in industry, government, medicine, and the social sciences.

Download or read book Medical Imaging and Health Informatics written by Tushar H. Jaware and published by John Wiley & Sons. This book was released on 2022-05-26 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: MEDICAL IMAGING AND HEALTH INFORMATICS Provides a comprehensive review of artificial intelligence (AI) in medical imaging as well as practical recommendations for the usage of machine learning (ML) and deep learning (DL) techniques for clinical applications. Medical imaging and health informatics is a subfield of science and engineering which applies informatics to medicine and includes the study of design, development, and application of computational innovations to improve healthcare. The health domain has a wide range of challenges that can be addressed using computational approaches; therefore, the use of AI and associated technologies is becoming more common in society and healthcare. Currently, deep learning algorithms are a promising option for automated disease detection with high accuracy. Clinical data analysis employing these deep learning algorithms allows physicians to detect diseases earlier and treat patients more efficiently. Since these technologies have the potential to transform many aspects of patient care, disease detection, disease progression and pharmaceutical organization, approaches such as deep learning algorithms, convolutional neural networks, and image processing techniques are explored in this book. This book also delves into a wide range of image segmentation, classification, registration, computer-aided analysis applications, methodologies, algorithms, platforms, and tools; and gives a holistic approach to the application of AI in healthcare through case studies and innovative applications. It also shows how image processing, machine learning and deep learning techniques can be applied for medical diagnostics in several specific health scenarios such as COVID-19, lung cancer, cardiovascular diseases, breast cancer, liver tumor, bone fractures, etc. Also highlighted are the significant issues and concerns regarding the use of AI in healthcare together with other allied areas, such as the Internet of Things (IoT) and medical informatics, to construct a global multidisciplinary forum. Audience The core audience comprises researchers and industry engineers, scientists, radiologists, healthcare professionals, data scientists who work in health informatics, computer vision and medical image analysis.

Download or read book Flood Forecasting Using Machine Learning Methods written by Fi-John Chang and published by MDPI. This book was released on 2019-02-28 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays, the degree and scale of flood hazards has been massively increasing as a result of the changing climate, and large-scale floods jeopardize lives and properties, causing great economic losses, in the inundation-prone areas of the world. Early flood warning systems are promising countermeasures against flood hazards and losses. A collaborative assessment according to multiple disciplines, comprising hydrology, remote sensing, and meteorology, of the magnitude and impacts of flood hazards on inundation areas significantly contributes to model the integrity and precision of flood forecasting. Methodologically oriented countermeasures against flood hazards may involve the forecasting of reservoir inflows, river flows, tropical cyclone tracks, and flooding at different lead times and/or scales. Analyses of impacts, risks, uncertainty, resilience, and scenarios coupled with policy-oriented suggestions will give information for flood hazard mitigation. Emerging advances in computing technologies coupled with big-data mining have boosted data-driven applications, among which Machine Learning technology, with its flexibility and scalability in pattern extraction, has modernized not only scientific thinking but also predictive applications. This book explores recent Machine Learning advances on flood forecast and management in a timely manner and presents interdisciplinary approaches to modelling the complexity of flood hazards-related issues, with contributions to integrative solutions from a local, regional or global perspective.

Download or read book Principles of Data Mining written by David J. Hand and published by MIT Press. This book was released on 2001-08-17 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first truly interdisciplinary text on data mining, blending the contributions of information science, computer science, and statistics. The growing interest in data mining is motivated by a common problem across disciplines: how does one store, access, model, and ultimately describe and understand very large data sets? Historically, different aspects of data mining have been addressed independently by different disciplines. This is the first truly interdisciplinary text on data mining, blending the contributions of information science, computer science, and statistics. The book consists of three sections. The first, foundations, provides a tutorial overview of the principles underlying data mining algorithms and their application. The presentation emphasizes intuition rather than rigor. The second section, data mining algorithms, shows how algorithms are constructed to solve specific problems in a principled manner. The algorithms covered include trees and rules for classification and regression, association rules, belief networks, classical statistical models, nonlinear models such as neural networks, and local "memory-based" models. The third section shows how all of the preceding analysis fits together when applied to real-world data mining problems. Topics include the role of metadata, how to handle missing data, and data preprocessing.

Download or read book Practical Time Series Forecasting with R written by Galit Shmueli and published by Axelrod Schnall Publishers. This book was released on 2016-07-19 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical Time Series Forecasting with R: A Hands-On Guide, Second Edition provides an applied approach to time-series forecasting. Forecasting is an essential component of predictive analytics. The book introduces popular forecasting methods and approaches used in a variety of business applications. The book offers clear explanations, practical examples, and end-of-chapter exercises and cases. Readers will learn to use forecasting methods using the free open-source R software to develop effective forecasting solutions that extract business value from time-series data. Featuring improved organization and new material, the Second Edition also includes: - Popular forecasting methods including smoothing algorithms, regression models, and neural networks - A practical approach to evaluating the performance of forecasting solutions - A business-analytics exposition focused on linking time-series forecasting to business goals - Guided cases for integrating the acquired knowledge using real data* End-of-chapter problems to facilitate active learning - A companion site with data sets, R code, learning resources, and instructor materials (solutions to exercises, case studies) - Globally-available textbook, available in both softcover and Kindle formats Practical Time Series Forecasting with R: A Hands-On Guide, Second Edition is the perfect textbook for upper-undergraduate, graduate and MBA-level courses as well as professional programs in data science and business analytics. The book is also designed for practitioners in the fields of operations research, supply chain management, marketing, economics, finance and management. For more information, visit forecastingbook.com