WBS_InfoSystems:沃里克商学院-金融机器学习导论-源码

上传者: 42119866 | 上传时间: 2021-03-16 18:10:12 | 文件大小: 45.8MB | 文件类型: ZIP
欢迎来到沃里克商业学院金融技术-机器学习驱动的定量投资Github存储库。 该存储库的独特之处在于它包含直接应用于广泛的全球股票投资的机器学习技术,模型和高级方法。 我们使用最强大的Python库来驱动用于股票选择和投资的机器学习方法。 随便是我们的底线,我们带您走上从格兰杰因果关系到使用ML工具包的过程,该工具包培养了最先进的XAI和多任务机器学习,从而使我们能够使用功能强大,因果关系可解释的机器学习投资系统。 (作者实际上是在做这些事情)。 我们通过加载涵盖新兴市场和发达市场的数千种全球股票的广泛数据集来开始我们的旅程。 我们学习如何预处理数据,估算,规范化和堆叠信息,以供学习者使用。 我们使用强大的神经自动编码器来实现降维。 我们对格兰杰因果关系进行了简短讨论,以此作为我们从机器学习中获得因果关系的基础。 我们的学习者从OLS,ElasticNets,Random Forests,

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