ml_for_finance

This repository contains the commented and updated python code taken from the book Machine Learning and Data Science Blueprints for Finance.

Outline

1-Supervised learning (regression and time series)

Stock price prediction

Derivative pricing

Risk tolerance

Yield curve prediction

2-Supervised learning (classification)

Fraud detection

Loan default probability

Bitcoin trading strategy (signals)

3-Unsupervised learning (dimensionality reduction)

Portfolio management (eigen portfolio)

Yield curve construction

Bitcoin trading speed enhancing

4-Unsupervised learning (clustering)

Pairs trading

Investors clustering for portfolio management

Hierarchical risk parity

5-Reinforcement learning

Trading strategy

Derivative hedging

Portfolio allocation

6-Natural language processing

Sentiment analysis based trading strategy

Chatbot digital assistant (SKIP)

Document summarization