FILES FOR FOURTH 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)