Deep Learning In Engineering Energy And Finance
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Deep Learning In Engineering Energy And Finance
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Author : Vivek S. Sharma
language : en
Publisher: CRC Press
Release Date : 2024-12-26
Deep Learning In Engineering Energy And Finance written by Vivek S. Sharma and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-26 with Business & Economics categories.
Unlock the transformative potential of deep learning in your professional and academic endeavors with "Deep Learning in Engineering, Energy and Finance: Principals and Applications." This comprehensive guide seamlessly bridges the gap between theoretical concepts and practical implementations, providing you with the knowledge and tools to revolutionize industries and drive innovation. Delve into real-world applications and cutting-edge research that showcase how deep learning is redefining engineering processes, optimizing energy systems, and reshaping financial markets. This book: Explores deep learning applications across engineering, energy, and finance, highlighting diverse use cases and industry-specific challenges. Discover how deep learning is driving breakthroughs in predictive maintenance, energy optimization, algorithmic trading, and risk management. Illustrates all the concepts connected to Deep Learning from head and heart with real-time practical examples and case studies. Stresses on skills needed to tackle future challenges, with a focus on emerging deep learning technologies oriented towards Solar Energy, SOM's, Stock Market, Speech Technology and Many more. Whether you're a student eager to explore the latest advancements or a seasoned R&D professional seeking to enhance your skill set, this book offers invaluable insights and practical guidance to elevate your expertise.
Deep Learning In Engineering Energy And Finance
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Author : Vivek S. Sharma
language : en
Publisher: CRC Press
Release Date : 2024-12-26
Deep Learning In Engineering Energy And Finance written by Vivek S. Sharma and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-26 with Computers categories.
Unlock the transformative potential of deep learning in your professional and academic endeavors with Deep Learning in Engineering, Energy and Finance: Principals and Applications. This comprehensive guide seamlessly bridges the gap between theoretical concepts and practical implementations, providing you with the knowledge and tools to revolutionize industries and drive innovation. Delve into real-world applications and cutting-edge research that showcase how deep learning is redefining engineering processes, optimizing energy systems, and reshaping financial markets. This book: Explores deep learning applications across engineering, energy, and finance, highlighting diverse use cases and industry-specific challenges. Discovers how deep learning is driving breakthroughs in predictive maintenance, energy optimization, algorithmic trading, and risk management. Illustrates all the concepts connected to Deep Learning from head and heart with real-time practical examples and case studies. Stresses on skills needed to tackle future challenges, with a focus on emerging deep learning technologies oriented towards Solar Energy, SOM’s, Stock Market, Speech Technology and Many more. Whether you're a student eager to explore the latest advancements or a seasoned R&D professional seeking to enhance your skill set, this book offers invaluable insights and practical guidance to elevate your expertise.
Deep Learning And Missing Data In Engineering Systems
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Author : Collins Achepsah Leke
language : en
Publisher: Springer
Release Date : 2018-12-13
Deep Learning And Missing Data In Engineering Systems written by Collins Achepsah Leke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-13 with Technology & Engineering categories.
Deep Learning and Missing Data in Engineering Systems uses deep learning and swarm intelligence methods to cover missing data estimation in engineering systems. The missing data estimation processes proposed in the book can be applied in image recognition and reconstruction. To facilitate the imputation of missing data, several artificial intelligence approaches are presented, including: deep autoencoder neural networks; deep denoising autoencoder networks; the bat algorithm; the cuckoo search algorithm; and the firefly algorithm. The hybrid models proposed are used to estimate the missing data in high-dimensional data settings more accurately. Swarm intelligence algorithms are applied to address critical questions such as model selection and model parameter estimation. The authors address feature extraction for the purpose of reconstructing the input data from reduced dimensions by the use of deep autoencoder neural networks. They illustrate new models diagrammatically, report their findings in tables, so as to put their methods on a sound statistical basis. The methods proposed speed up the process of data estimation while preserving known features of the data matrix. This book is a valuable source of information for researchers and practitioners in data science. Advanced undergraduate and postgraduate students studying topics in computational intelligence and big data, can also use the book as a reference for identifying and introducing new research thrusts in missing data estimation.
Advances In Financial Machine Learning
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Author : Marcos Lopez de Prado
language : en
Publisher: John Wiley & Sons
Release Date : 2018-02-21
Advances In Financial Machine Learning written by Marcos Lopez de Prado and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-21 with Business & Economics categories.
Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
Neural Networks And Graph Models For Traffic And Energy Systems
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Author : Bhambri, Pankaj
language : en
Publisher: IGI Global
Release Date : 2025-02-21
Neural Networks And Graph Models For Traffic And Energy Systems written by Bhambri, Pankaj and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-21 with Computers categories.
Neural networks and graph models play a transformative role in optimizing traffic and energy systems, offering advanced solutions for managing complex, interconnected infrastructures. Neural networks can predict traffic patterns, optimize routes, and improve the efficiency of energy distribution networks by learning from real-time data. Graph models help represent and analyze the relationships and flows within transportation and energy systems, enabling more accurate modeling of networks and their interactions. Together, these technologies allow for smarter traffic management, reduced congestion, and enhanced energy grid efficiency. As cities and industries continue to grow, integrating neural networks and graph models into traffic and energy systems is essential in creating sustainable, efficient, and resilient urban environments. Neural Networks and Graph Models for Traffic and Energy Systems explores the sophisticated techniques and practical uses of artificial intelligence in improving and overseeing traffic and energy networks. It examines the connection between neural networks and graph theory, showing how these technologies might transform the effectiveness, sustainability, and robustness of urban infrastructure. This book covers topics such as sustainable development, energy science, traffic systems, and is a useful resource for energy scientists, computer engineers, urban developers, academicians, and researchers.
Deep Learning And Physics
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Author : Akinori Tanaka
language : en
Publisher: Springer Nature
Release Date : 2021-02-20
Deep Learning And Physics written by Akinori Tanaka and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-20 with Science categories.
What is deep learning for those who study physics? Is it completely different from physics? Or is it similar? In recent years, machine learning, including deep learning, has begun to be used in various physics studies. Why is that? Is knowing physics useful in machine learning? Conversely, is knowing machine learning useful in physics? This book is devoted to answers of these questions. Starting with basic ideas of physics, neural networks are derived naturally. And you can learn the concepts of deep learning through the words of physics. In fact, the foundation of machine learning can be attributed to physical concepts. Hamiltonians that determine physical systems characterize various machine learning structures. Statistical physics given by Hamiltonians defines machine learning by neural networks. Furthermore, solving inverse problems in physics through machine learning and generalization essentially provides progress and even revolutions in physics. For these reasons, in recent years interdisciplinary research in machine learning and physics has been expanding dramatically. This book is written for anyone who wants to learn, understand, and apply the relationship between deep learning/machine learning and physics. All that is needed to read this book are the basic concepts in physics: energy and Hamiltonians. The concepts of statistical mechanics and the bracket notation of quantum mechanics, which are explained in columns, are used to explain deep learning frameworks. We encourage you to explore this new active field of machine learning and physics, with this book as a map of the continent to be explored.
Empirical Asset Pricing
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Author : Wayne Ferson
language : en
Publisher: MIT Press
Release Date : 2019-03-12
Empirical Asset Pricing written by Wayne Ferson and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-12 with Business & Economics categories.
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Novel Financial Applications Of Machine Learning And Deep Learning
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Author : Mohammad Zoynul Abedin
language : en
Publisher: Springer Nature
Release Date : 2023-03-01
Novel Financial Applications Of Machine Learning And Deep Learning written by Mohammad Zoynul Abedin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-01 with Business & Economics categories.
This book presents the state-of-the-art applications of machine learning in the finance domain with a focus on financial product modeling, which aims to advance the model performance and minimize risk and uncertainty. It provides both practical and managerial implications of financial and managerial decision support systems which capture a broad range of financial data traits. It also serves as a guide for the implementation of risk-adjusted financial product pricing systems, while adding a significant supplement to the financial literacy of the investigated study. The book covers advanced machine learning techniques, such as Support Vector Machine, Neural Networks, Random Forest, K-Nearest Neighbors, Extreme Learning Machine, Deep Learning Approaches, and their application to finance datasets. It also leverages real-world financial instances to practice business product modeling and data analysis. Software code, such as MATLAB, Python and/or R including datasets within a broad range of financial domain are included for more rigorous practice. The book primarily aims at providing graduate students and researchers with a roadmap for financial data analysis. It is also intended for a broad audience, including academics, professional financial analysts, and policy-makers who are involved in forecasting, modeling, trading, risk management, economics, credit risk, and portfolio management.
The Principles Of Deep Learning Theory
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Author : Daniel A. Roberts
language : en
Publisher: Cambridge University Press
Release Date : 2022-05-26
The Principles Of Deep Learning Theory written by Daniel A. Roberts and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-26 with Computers categories.
This volume develops an effective theory approach to understanding deep neural networks of practical relevance.
Artificial Intelligence In Economics And Finance Theories
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Author : Tankiso Moloi
language : en
Publisher: Springer Nature
Release Date : 2020-05-07
Artificial Intelligence In Economics And Finance Theories written by Tankiso Moloi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-07 with Computers categories.
As Artificial Intelligence (AI) seizes all aspects of human life, there is a fundamental shift in the way in which humans are thinking of and doing things. Ordinarily, humans have relied on economics and finance theories to make sense of, and predict concepts such as comparative advantage, long run economic growth, lack or distortion of information and failures, role of labour as a factor of production and the decision making process for the purpose of allocating resources among other theories. Of interest though is that literature has not attempted to utilize these advances in technology in order to modernize economic and finance theories that are fundamental in the decision making process for the purpose of allocating scarce resources among other things. With the simulated intelligence in machines, which allows machines to act like humans and to some extent even anticipate events better than humans, thanks to their ability to handle massive data sets, this book will use artificial intelligence to explain what these economic and finance theories mean in the context of the agent wanting to make a decision. The main feature of finance and economic theories is that they try to eliminate the effects of uncertainties by attempting to bring the future to the present. The fundamentals of this statement is deeply rooted in risk and risk management. In behavioural sciences, economics as a discipline has always provided a well-established foundation for understanding uncertainties and what this means for decision making. Finance and economics have done this through different models which attempt to predict the future. On its part, risk management attempts to hedge or mitigate these uncertainties in order for “the planner” to reach the favourable outcome. This book focuses on how AI is to redefine certain important economic and financial theories that are specifically used for the purpose of eliminating uncertainties so as to allow agents to make informed decisions. In effect, certain aspects of finance and economic theories cannot be understood in their entirety without the incorporation of AI.