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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
Languages
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Author (1)
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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Sentiment analysis using doc2vec embeddings

Text classification requires combining multiple word embeddings. A common approach is to average the embedding vectors for each word in the document. This uses information from all embeddings and effectively uses vector addition to arrive at a different location point in the embedding space. However, relevant information about the order of words is lost.

In contrast, the document embedding model, doc2vec, developed by the word2vec authors shortly after publishing their original contribution, produces embeddings for pieces of text like a paragraph or a product review directly. Similar to word2vec, there are also two flavors of doc2vec:

  • The distributed bag of words (DBOW) model corresponds to the word2vec CBOW model. The document vectors result from training a network on the synthetic task of predicting a target word based on both the context word vectors and the document's doc vector.
  • The distributed memory (DM)...
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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