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You're reading from  Python Reinforcement Learning Projects

Product typeBook
Published inSep 2018
Reading LevelIntermediate
PublisherPackt
ISBN-139781788991612
Edition1st Edition
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Authors (3):
Sean Saito
Sean Saito
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Sean Saito

Sean Saito is the youngest ever Machine Learning Developer at SAP and the first bachelor hired for the position. He currently researches and develops machine learning algorithms that automate financial processes. He graduated from Yale-NUS College in 2017 with a Bachelor of Science degree (with Honours), where he explored unsupervised feature extraction for his thesis. Having a profound interest in hackathons, Sean represented Singapore during Data Science Game 2016, the largest student data science competition. Before attending university in Singapore, Sean grew up in Tokyo, Los Angeles, and Boston.
Read more about Sean Saito

Yang Wenzhuo
Yang Wenzhuo
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Yang Wenzhuo

Yang Wenzhuo works as a Data Scientist at SAP, Singapore. He got a bachelor's degree in computer science from Zhejiang University in 2011 and a Ph.D. in machine learning from the National University of Singapore in 2016. His research focuses on optimization in machine learning and deep reinforcement learning. He has published papers on top machine learning/computer vision conferences including ICML and CVPR, and operations research journals including Mathematical Programming.
Read more about Yang Wenzhuo

Rajalingappaa Shanmugamani
Rajalingappaa Shanmugamani
author image
Rajalingappaa Shanmugamani

Rajalingappaa Shanmugamani is currently working as an Engineering Manager for a Deep learning team at Kairos. Previously, he worked as a Senior Machine Learning Developer at SAP, Singapore and worked at various startups in developing machine learning products. He has a Masters from Indian Institute of TechnologyMadras. He has published articles in peer-reviewed journals and conferences and submitted applications for several patents in the area of machine learning. In his spare time, he coaches programming and machine learning to school students and engineers.
Read more about Rajalingappaa Shanmugamani

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Background problem


Automation is taking over in almost every sector, and the financial market is no exception. Creating automated algorithmic trading models will provide for a faster and more accurate analysis of stocks before purchase. Multiple indicators can be analyzed at a speed that humans are incapable of. Also, in trading, it is dangerous to operate with emotions. Machine learning models can solve that problem. There is also a reduction in transaction costs, as there is no need for continuous supervision.

In this tutorial, you will learn how to combine reinforcement learning with time series modeling, in order to predict the prices of stocks, based on real-life data.

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Python Reinforcement Learning Projects
Published in: Sep 2018Publisher: PacktISBN-13: 9781788991612

Authors (3)

author image
Sean Saito

Sean Saito is the youngest ever Machine Learning Developer at SAP and the first bachelor hired for the position. He currently researches and develops machine learning algorithms that automate financial processes. He graduated from Yale-NUS College in 2017 with a Bachelor of Science degree (with Honours), where he explored unsupervised feature extraction for his thesis. Having a profound interest in hackathons, Sean represented Singapore during Data Science Game 2016, the largest student data science competition. Before attending university in Singapore, Sean grew up in Tokyo, Los Angeles, and Boston.
Read more about Sean Saito

author image
Yang Wenzhuo

Yang Wenzhuo works as a Data Scientist at SAP, Singapore. He got a bachelor's degree in computer science from Zhejiang University in 2011 and a Ph.D. in machine learning from the National University of Singapore in 2016. His research focuses on optimization in machine learning and deep reinforcement learning. He has published papers on top machine learning/computer vision conferences including ICML and CVPR, and operations research journals including Mathematical Programming.
Read more about Yang Wenzhuo

author image
Rajalingappaa Shanmugamani

Rajalingappaa Shanmugamani is currently working as an Engineering Manager for a Deep learning team at Kairos. Previously, he worked as a Senior Machine Learning Developer at SAP, Singapore and worked at various startups in developing machine learning products. He has a Masters from Indian Institute of TechnologyMadras. He has published articles in peer-reviewed journals and conferences and submitted applications for several patents in the area of machine learning. In his spare time, he coaches programming and machine learning to school students and engineers.
Read more about Rajalingappaa Shanmugamani