FILES FOR THIRD EDITION:

 

SALARY vs. AGE BABY EXAMPLE (Chs 1, 3, and 6)

              Excel file

 

COUNTRY RISK CASE (Ch 2)

              Data: CSV file

              Python Results: ipynb file (zipped)

              Python Results: html file

              PCA Results: Excel file

 

IOWA HOUSE PRICE CASE: LINEAR REGRESSION (Ch 3)

              Definitions: Word file

              Full Data Set: Excel file

              Scaled Data: CSV file

              Excel Results: Excel file

              Python Implementation: ipynb file (zipped)

              Python Implementation: html file

 

IOWA HOUSE PRICE CASE: DECISION TREE (Ch 4)

              Decision Tree: Excel file

              Training Set: Excel file

              Validation Set: Excel file

              Test Set: Excel file

              Python Implementation: ipynb file (zipped)

              Python implementation: html file

 

IOWA HOUSE PRICE CASE: SVM REGRESSION (Ch 5)

              SVM Regression Fig 5.7: Excel file

              SVM Regression Fig 5.8: Excel file            

 

LENDING CLUB CASE: LOGISTIC REGRESSION (Ch 3)

              Definitions: Excel file

              Full Data Set:  Excel file

Training Set: Excel file

              Validation Set:Excel file

              Test Set: Excel file

              Excel Logistic regression: Excel file

Python Implementation Logistic Regression: ipynb file (zipped)

              Python Implementation Logistic Regression: html file

 

 

LENDING CLUB CASE: DECISION TREE (Ch 4)

              Training Set: Excel file

              Validation set: Excel file

              Test Set: Excel file

              Excel Decision Tree: Excel file

              Python Implementation Decision Tree: ipynb file (zipped)

              Python Implementation Decision Tree: html file

 

 

SVM BABY EXAMPLE (Ch5)

              Excel Implementation: Excel file

              Python Implementation: ipynb file (zipped)

              Python Implementation: html

 

BLACK-SCHOLES EXAMPLE (Ch6)

BlackScholesReplicationPythonImplementation:ipynb (zipped)

BlackScholesReplicationPythonImplementation:html file

BlackScholesData: csv file

 

VOLATILITY SURFACE CASE (Ch 6)

              PythonImplementation:jpynb file (zipped)

PythonImplementation: html file

Data: csv file

 

AUTOENCODER EXAMPLE (Ch7)

              Excel Linear Activation Fns Implementation

              Autoencoder NonLinear Activation Fns: ipynb file (zipped)

              Autoencoder NonLinear Activation Fns: html file

              Treasury data: csv file

             

MULTI-ARMED BANDIT EXAMPLE (Ch 8)

              Excel Implementation 5000 trials

              Python Implementation Table 8_5: ipynb file (zipped)

              Python Implementation Table 8_5: html file

             

NIM EXAMPLE (Ch 8)

              Opponent behaves randomly, Monte Carlo method: Excel file

              Opponent behaves randomly, Temporal difference learning: Excel file

              Opponent learns: Monte Carlo method: Excel file

 

              Opponent learns: Temporal difference learning: Excel file

              Python implementation ipynb file (zipped)

              Python implementation html file

             

 

OPTIMAL TRADE EXECUTION EXAMPLE (Ch 8)

              Optimal Trade Execution: html file

              Optimal Trade Execution: ipynb file (zipped)