Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Machine Learning for Finance
  • Toc
  • feedback
Machine Learning for Finance

Machine Learning for Finance

By : James Le , Jannes Klaas
4.1 (59)
close
Machine Learning for Finance

Machine Learning for Finance

4.1 (59)
By: James Le , Jannes Klaas

Overview of this book

Machine Learning for Finance explores new advances in machine learning and shows how they can be applied across the financial sector, including insurance, transactions, and lending. This book explains the concepts and algorithms behind the main machine learning techniques and provides example Python code for implementing the models yourself. The book is based on Jannes Klaas’ experience of running machine learning training courses for financial professionals. Rather than providing ready-made financial algorithms, the book focuses on advanced machine learning concepts and ideas that can be applied in a wide variety of ways. The book systematically explains how machine learning works on structured data, text, images, and time series. You'll cover generative adversarial learning, reinforcement learning, debugging, and launching machine learning products. Later chapters will discuss how to fight bias in machine learning. The book ends with an exploration of Bayesian inference and probabilistic programming.
Table of Contents (15 chapters)
close
Machine Learning for Finance
Contributors
Preface
Other Books You May Enjoy
Index

Visualizing latent spaces with t-SNE


We now have an autoencoder that takes in a credit card transaction and outputs a credit card transaction that looks more or less the same. However, this is not why we built the autoencoder. The main advantage of an autoencoder is that we can now encode the transaction into a lower dimensional representation that captures the main elements of the transaction.

To create the encoder model, all we have to do is to define a new Keras model that maps from the input to the encoded state:

encoder = Model(data_in,encoded)

Note that you don't need to train this model again. The layers keep the weights from the previously trained autoencoder.

To encode our data, we now use the encoder model:

enc = encoder.predict(X_test)

But how would we know whether these encodings contain any meaningful information about fraud? Once again, visual representation is key. While our encodings have fewer dimensions than the input data, they still have 12 dimensions. It's impossible for humans...

Unlock full access

Continue reading for free

A Packt free trial gives you instant online access to our library of over 7000 practical eBooks and videos, constantly updated with the latest in tech
bookmark search playlist download font-size

Change the font size

margin-width

Change margin width

day-mode

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Delete Bookmark

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete