Marko Kolanovic, PhD
(1-212) 272-1438
Global Quantitative & Derivatives Strategy
18 May 2017
marko.kolanovic@jpmorgan.com
I: INTRODUCTION AND OVERVIEW .......................................6
Summary......................................................................................................................7
Introduction to Big Data and Machine Learning .........................................................9
Classification of Alternative Data Sets ......................................................................12
Classification of Machine Learning Techniques........................................................16
Positioning within the Big Data Landscape...............................................................21
II: BIG AND ALTERNATIVE DATA ........................................25
Overview of Alternative Data....................................................................................26
Data from Individual Activity....................................................................................30
Data from Business Processes....................................................................................38
Data from Sensors......................................................................................................42
III: MACHINE LEARNING METHODS....................................51
Overview of Machine Learning Methods ..................................................................52
Supervised Learning: Regressions.............................................................................57
Supervised Learning: Classifications.........................................................................77
Unsupervised Learning: Clustering and Factor Analyses..........................................93
Deep and Reinforcement Learning ..........................................................................102
Comparison of Machine Learning Algorithms ........................................................117
IV: HANDBOOK OF ALTERNATIVE DATA .........................135
Table of contents of data providers..........................................................................136
A. Data from Individual Activity.............................................................................137
B. Data from Business Processes.............................................................................147
C. Data from Sensors...............................................................................................176
D. Data Aggregators ................................................................................................189
E. Technology Solutions..........................................................................................191
APPENDIX.............................................................................214
Techniques for Data Collection from Websites.......................................................215
Packages and Codes for Machine Learning.............................................................226
Mathematical Appendices........................................................................................231
References................................................................................................................254
Glossary ...................................................................................................................270
5
This document is being provided for the exclusive use of LOGAN SCOTT at JPMorgan Chase & Co. and clients of J.P. Morgan.
我的内容管理
收起
我的收益 登录查看自己的收益
我的积分
登录查看自己的积分
我的C币
登录后查看C币余额
我的收藏 
我的下载 
下载帮助 
评论0