yafeiliu0618/ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

ML_Finance_Codes

This repository is the official repository for the latest version of the Python source code accompanying the textbook: Machine Learning in Finance: From Theory to Practice Book by Matthew Dixon, Igor Halperin and Paul Bilokon.

Please refer to SETUP.md for instructions for installing a virtual environment for the notebooks. The virtual environment ensures that the python package dependencies are consistent with those used by the authors. See README.md in each chapter folder for individual details about the notebooks in each chapter.

Version 1.0

The current version has been tested on Mac OS, Windows 10 and Linux. See SETUP.md for further details. Note that this repository is is constantly undergoing revisions and the reader should refer to the official Github repo to ensure that they have the latest version of the source code. Please create a GIST to raise any queries regarding the source code.

MIT license

Copyright 2020, Dixon, Halperin and Bilokon.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.