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You're reading from  Machine Learning for Algorithmic Trading - Second Edition

Product typeBook
Published inJul 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781839217715
Edition2nd Edition
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Stefan Jansen
Stefan Jansen
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Stefan Jansen

Stefan is the founder and CEO of Applied AI. He advises Fortune 500 companies, investment firms, and startups across industries on data & AI strategy, building data science teams, and developing end-to-end machine learning solutions for a broad range of business problems. Before his current venture, he was a partner and managing director at an international investment firm, where he built the predictive analytics and investment research practice. He was also a senior executive at a global fintech company with operations in 15 markets, advised Central Banks in emerging markets, and consulted for the World Bank. He holds Master's degrees in Computer Science from Georgia Tech and in Economics from Harvard and Free University Berlin, and a CFA Charter. He has worked in six languages across Europe, Asia, and the Americas and taught data science at Datacamp and General Assembly.
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How to use pretrained word vectors

There are several sources for pretrained word embeddings. Popular options include Stanford's GloVE and spaCy's built-in vectors (refer to the using_pretrained_vectors notebook for details). In this section, we will focus on GloVe.

GloVe – Global vectors for word representation

GloVe (Global Vectors for Word Representation, Pennington, Socher, and Manning, 2014) is an unsupervised algorithm developed at the Stanford NLP lab that learns vector representations for words from aggregated global word-word co-occurrence statistics (see resources linked on GitHub). Vectors pretrained on the following web-scale sources are available:

  • Common Crawl with 42 billion or 840 billion tokens and a vocabulary or 1.9 million or 2.2 million tokens
  • Wikipedia 2014 + Gigaword 5 with 6 billion tokens and a vocabulary of 400,000 tokens
  • Twitter using 2 billion tweets, 27 billion tokens, and a vocabulary of 1.2 million tokens...
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Machine Learning for Algorithmic Trading - Second Edition
Published in: Jul 2020Publisher: PacktISBN-13: 9781839217715

Author (1)

author image
Stefan Jansen

Stefan is the founder and CEO of Applied AI. He advises Fortune 500 companies, investment firms, and startups across industries on data & AI strategy, building data science teams, and developing end-to-end machine learning solutions for a broad range of business problems. Before his current venture, he was a partner and managing director at an international investment firm, where he built the predictive analytics and investment research practice. He was also a senior executive at a global fintech company with operations in 15 markets, advised Central Banks in emerging markets, and consulted for the World Bank. He holds Master's degrees in Computer Science from Georgia Tech and in Economics from Harvard and Free University Berlin, and a CFA Charter. He has worked in six languages across Europe, Asia, and the Americas and taught data science at Datacamp and General Assembly.
Read more about Stefan Jansen