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You're reading from  Python for Finance Cookbook

Product typeBook
Published inJan 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781789618518
Edition1st Edition
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Author (1)
Eryk Lewinson
Eryk Lewinson
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Eryk Lewinson

Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
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Deep learning for tabular data

Deep learning is not often associated with tabular data, as this kind of data comes with some possible issues:

  • How to represent features in a way that can be understood by the neural networks? In tabular data, we often deal with numerical and categorical features, so we need to correctly represent both types of inputs.
  • How to use feature interactions – both between the features themselves and the target?
  • How to effectively sample the data? Tabular datasets tend to be smaller than typical datasets used for solving computer vision or NLP problems. There is no easy way to apply augmentation, such as random cropping or rotation in the case of images. Also, there is no general large dataset with some universal properties, based on which we could apply transfer learning.
  • How to interpret the neural network's decisions?

That is why practitioners...

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Python for Finance Cookbook
Published in: Jan 2020Publisher: PacktISBN-13: 9781789618518

Author (1)

author image
Eryk Lewinson

Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
Read more about Eryk Lewinson